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We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

Probability · Mathematics 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…

Methodology · Statistics 2012-07-25 Christine Choirat , Raffaello Seri

This paper provides an upper for the invariance pressure of control sets with nonempty interior and a lower bound for sets with finite volume. In the special case of the control set of a hyperbolic linear control system in R^{d} this yields…

Optimization and Control · Mathematics 2019-04-10 Fritz Colonius , Alexandre J. Santana , João A. N. Cossich

The non-parametric estimation of covariance lies at the heart of functional data analysis, whether for curve or surface-valued data. The case of a two-dimensional domain poses both statistical and computational challenges, which are…

Statistics Theory · Mathematics 2022-01-19 Tomas Masak , Soham Sarkar , Victor M. Panaretos

Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…

Machine Learning · Computer Science 2012-02-20 Nima Reyhani , Hideitsu Hino , Ricardo Vigario

This paper is to investigate the dependence of the principal spectrum points of nonlocal dispersal operators on underlying parameters and to consider its applications. In particular, we study the effects of the spatial inhomogeneity, the…

Dynamical Systems · Mathematics 2013-09-19 Wenxian Shen , Xiaoxia Xie

This paper proposes hybrid high-order eigensolvers for the computation of guaranteed lower eigenvalue bounds. These bounds display higher order convergence rates and are accessible to adaptive mesh-refining algorithms. The involved…

Numerical Analysis · Mathematics 2026-04-23 Ngoc Tien Tran

This paper introduces a reduced order modeling technique based on Koopman operator theory that gives confidence bounds on the model's predictions. It is based on a data-driven spectral decomposition of the Koopman operator. The reduced…

Dynamical Systems · Mathematics 2025-03-31 Ryan Mohr , Maria Fonoberova , Igor Mezic

Building upon previous works by Young, Chernov-Zhang and Bruin-Melbourne-Terhesiu, we present a general scheme to improve bounds on the statistical properties (in particular, decay of correlations, and rates in the almost sure invariant…

Dynamical Systems · Mathematics 2025-02-04 Péter Bálint , Ábel Komálovics

We study principal components analyses in multivariate random and mixed effects linear models, assuming a spherical-plus-spikes structure for the covariance matrix of each random effect. We characterize the behavior of outlier sample…

Statistics Theory · Mathematics 2018-06-26 Zhou Fan , Iain M. Johnstone , Yi Sun

This paper studies the joint limiting behavior of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, where the asymptotic regime is such that the dimension and sample size grow…

Statistics Theory · Mathematics 2019-06-25 Zeng Li , Fang Han , Jianfeng Yao

In this paper, the asymptotics of the spectral data (eigenvalues and weight numbers) are obtained for the higher-order differential operators with distribution coefficients and separated boundary conditions. Additionally, we consider the…

Spectral Theory · Mathematics 2022-08-30 Natalia P. Bondarenko

This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…

Statistics Theory · Mathematics 2021-01-25 Weiming Li , Qinwen Wang , Jianfeng Yao , Wang Zhou

A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the…

Numerical Analysis · Mathematics 2017-11-23 Sabyasachi Chatterjee , Amit Acharya , Zvi Artstein

In this paper, we give some lower bounds for several eigenvalues. Firstly, we investigate the eigenvalues $\lambda_i$ of the Laplace operator and prove a sharp lower bound. Moreover, we extent this estimate of the eigenvalues to general…

Differential Geometry · Mathematics 2020-11-26 Zhengchao Ji , Hongwei Xu

We prove a tight lower bound (up to constant factors) on the sample complexity of any non-interactive local differentially private protocol for optimizing a linear function over the simplex. This lower bound also implies a tight lower bound…

Cryptography and Security · Computer Science 2021-05-17 Jonathan Ullman

Yang and Johnstone (2018) established an Edgeworth correction for the largest sample eigenvalue in a spiked covariance model under the assumption of Gaussian observations, leaving the extension to non-Gaussian settings as an open problem.…

Statistics Theory · Mathematics 2025-07-18 Yashi Wei , Jiang Hu , Zhidong Bai

In this paper, we derive sharp asymptotics for the spectral data (eigenvalues and weight numbers) of the fourth-order linear differential equation with a distribution coefficient and three types of separated boundary conditions. Our methods…

Spectral Theory · Mathematics 2023-10-24 Natalia P. Bondarenko

The aim of this paper is give a simple proof of some results in \cite{Jun Ling-2006-IJM} and \cite{JunLing-2007-AGAG}, which are very deep studies in the sharp lower bound of the first eigenvalue in the Laplacian operator on compact…

Differential Geometry · Mathematics 2015-06-11 Yue He

For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information above which a given compact subset of the state space can be…

Optimization and Control · Mathematics 2021-11-19 Mahendra Singh Tomar , Christoph Kawan , Majid Zamani