Related papers: Quantitative estimates of sampling constants in mo…
We study the problem of sampling with derivatives in shift-invariant spaces generated by totally-positive functions of Gaussian type or by the hyperbolic secant. We provide sharp conditions in terms of weighted Beurling densities. As a…
We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…
We develop a stochastic integration theory for predictable integrands with respect to a L\'evy basis. Our approach is based on decoupling inequalities for tangent sequences and reduces the construction of the stochastic integral essentially…
We consider stochastic optimization problems with possibly nonsmooth integrands posed in Banach spaces and approximate these stochastic programs via a sample-based approaches. We establish the consistency of approximate Clarke stationary…
Stochastic convergence of discrete time Markov processes has been analysed based on a dual Lyapunov approach. Using some existing results on ergodic theory of Markov processes, it has been shown that existence of a properly subinvariant…
In this article, using growth functions we introduce generalized matrix-weighted Besov-Triebel-Lizorkin-type spaces with matrix $\mathcal{A}_{\infty}$ weights. We first characterize these spaces, respectively, in terms of the…
We study how sampling geometry contributes to uncertainty in modeling spatial geophysical observations as sampled random fields characterized by stationary, isotropic, parametric covariance functions. We incorporate the signature of…
This paper investigates the approximation of invariant measures for McKean-Vlasov stochastic differential equations (SDEs) using the Euler-Maruyama (EM) scheme under a monotonicity condition. Firstly, the convergence of the numerical…
Nonparametric density estimators are studied for $d$-dimensional, strongly spatial mixing data which is defined on a general $N$-dimensional lattice structure. We consider linear and nonlinear hard thresholded wavelet estimators which are…
This work considers the problem of sampling from a probability distribution known up to a normalization constant while satisfying a set of statistical constraints specified by the expected values of general nonlinear functions. This problem…
We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equation, in which the Lyapunov functional is chosen as a…
Functional data present as functions or curves possessing a spatial or temporal component. These components by nature have a fixed observational domain. Consequently, any asymptotic investigation requires modelling the increased correlation…
An overview of several recent developments in density functional theory for classical inhomogeneous liquids is given. We show how Levy's constrained search method can be used to derive the variational principle that underlies density…
The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. Even though this problem is extremely important in applications, its systematic study has begun recently. In this paper we…
We study minimax density estimation on the product space $\mathbb{R}^{d_1}\times\mathbb{R}^{d_2}$. We consider $L^p$-risk for probability density functions defined over regularity spaces that allow for different level of smoothness in each…
We solve the problem of Duffin and Schaeffer (1952) of characterizing those sequences of real frequencies which generate Fourier frames. Equivalently, we characterize the sampling sequences for the Paley-Wiener space. The key step is to…
We consider the problem of density estimation in the context of multiscale Langevin diffusion processes, where a single-scale homogenized surrogate model can be derived. In particular, our aim is to learn the density of the invariant…
We consider the problem of estimating the density of observations taking values in classical or nonclassical spaces such as manifolds and more general metric spaces. Our setting is quite general but also sufficiently rich in allowing the…
Lie-Poisson structure of the Lorenz'63 system gives a physical insight on its dynamical and statistical behavior considering the evolution of the associated Casimir functions. We study the invariant density and other recurrence features of…
We develop a unified PDE-probabilistic framework for pointwise gradient and Hessian estimates of Markov semigroups associated with stochastic differential equations with singular and unbounded coefficients. Under mild local structural…