English
Related papers

Related papers: Quantitative normal approximation for sums of rand…

200 papers

This article is devoted to the analysis of a Monte Carlo method to approximate effective coefficients in stochastic homogenization of discrete elliptic equations. We consider the case of independent and identically distributed coefficients,…

Probability · Mathematics 2013-07-23 Antoine Gloria , Jean-Christophe Mourrat

This paper investigates quantitative estimates in the homogenization of second-order elliptic systems with periodic coefficients that oscillate on multiple separated scales. We establish large-scale interior and boundary Lipschitz estimates…

Analysis of PDEs · Mathematics 2019-09-23 Weisheng Niu , Zhongwei Shen , Yao Xu

We show how the infinitesimal exchangeable pairs approach to Stein's method combines naturally with the theory of Markov semigroups. We present a multivariate normal approximation theorem for functions of a random variable invariant with…

Probability · Mathematics 2025-10-01 David Grzybowski , Mark Meckes

In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables in two ways. We prove that we can improve the rate of…

Probability · Mathematics 2022-10-26 Pierre-Loïc Méliot , Ashkan Nikeghbali , Gabriele Visentin

Proximity measurements probe whether pairs of particles are close to one another. We consider the impact of post-selected random proximity measurements on a quantum fluid of many distinguishable particles. We show that such measurements…

Quantum Physics · Physics 2025-08-01 Pushkar Mohile , Paul M. Goldbart

Since the introduction of Stein's method in the early 1970s, much research has been done in extending and strengthening it; however, there does not exist a version of Stein's original method of exchangeable pairs for multivariate normal…

Probability · Mathematics 2010-05-18 Sourav Chatterjee , Elizabeth Meckes

In this paper, we present finite element approximations of a class of Generalized random fields defined over a bounded domain of R d or a smooth d-dimensional Riemannian manifold (d $\ge$ 1). An explicit expression for the covariance matrix…

Probability · Mathematics 2018-11-08 Mike Pereira , Nicolas Desassis

Multivariate Poisson approximation of the length spectrum of random surfaces is studied by means of the Chen-Stein method. This approach delivers simple and explicit error bounds in Poisson limit theorems. They are used to prove that…

Probability · Mathematics 2017-11-28 Bram Petri , Christoph Thaele

We present a complex field formulation of the quantum estimation theory that works natively with complex statistics on the dependence of complex parameters. This formulation states new complex versions of the main quantities and results of…

Quantum Physics · Physics 2026-04-15 M. Muñoz , L. Pereira , C. Vargas , S. Niklitschek , A. Delgado

We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…

Probability · Mathematics 2020-11-25 Solesne Bourguin , Simon Campese

We develop approximate estimation methods for exponential random graph models (ERGMs), whose likelihood is proportional to an intractable normalizing constant. The usual approach approximates this constant with Monte Carlo simulations,…

Methodology · Statistics 2023-01-11 Angelo Mele , Lingjiong Zhu

This paper considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable…

Methodology · Statistics 2016-08-08 Xiaowen Dai , Shaoyang Li , Maozai Tian

We study the computation of local approximations of invariant manifolds of parabolic fixed points and parabolic periodic orbits of periodic vector fields. If the dimension of these manifolds is two or greater, in general, it is not possible…

Dynamical Systems · Mathematics 2016-03-09 Inmaculada Baldomá , Ernest Fontich , Pau Martín

Here we derive some results on so called quantitative Runge approximation in the case of the time-harmonic Maxwell equations. This provides a Runge approximation having more explicit quantitative information. We additionally derive some…

Analysis of PDEs · Mathematics 2022-02-11 Valter Pohjola

Divergence-form operators with random coefficients homogenize over large scales. Over the last decade, an intensive research effort focused on turning this asymptotic statement into quantitative estimates. The goal of this note is to review…

Mathematical Physics · Physics 2019-05-01 Jean-Christophe Mourrat

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning their asymptotic relevance when the system becomes large. To…

Probability · Mathematics 2020-06-02 Carsten Chong , Claudia Klüppelberg

This paper is the second in a series devoted to the development of a rigorous renormalisation group method for lattice field theories involving boson fields, fermion fields, or both. The method is set within a normed algebra $\mathcal{N}$…

Mathematical Physics · Physics 2015-06-19 David C. Brydges , Gordon Slade

The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…

Machine Learning · Computer Science 2019-10-09 Constantinos Daskalakis , Nishanth Dikkala , Ioannis Panageas

We propose a numerical homogenization method for scalar linear partial differential equations with rough coefficients, that integrates classical coarse-scale solvers with quantum subroutines for fine-scale corrections. Inspired by the…

Numerical Analysis · Mathematics 2026-03-31 Loïc Balazi , Matthias Deiml , Daniel Peterseim