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Wright-Fisher diffusions and their dual ancestral graphs occupy a central role in the study of allele frequency change and genealogical structure, and they provide expressions, explicit in some special cases but generally implicit, for the…

Probability · Mathematics 2025-03-25 Martina Favero , Paul A. Jenkins

We study a family of numerical schemes applied to a class of multiscale systems of stochastic differential equations. When the time scale separation parameter vanishes, a well-known Smoluchowski--Kramers diffusion approximation result…

Numerical Analysis · Mathematics 2022-08-02 Charles-Edouard Bréhier

This work reviews deterministic and diffusion approximations of the stochastic chemical reaction networks and explains their applications. We discuss the added value the diffusion approximation provides for systems with different phenomena,…

Probability · Mathematics 2018-01-15 Pavel Mozgunov , Marco Beccuti , Andras Horvath , Thomas Jaki , Roberta Sirovich , Enrico Bibbona

In this paper we introduce a new approach for approximately counting in bounded degree systems with higher-order constraints. Our main result is an algorithm to approximately count the number of solutions to a CNF formula $\Phi$ when the…

Data Structures and Algorithms · Computer Science 2017-03-17 Ankur Moitra

Let $X$ be lognormal$(\mu,\sigma^2)$ with density $f(x)$, let $\theta>0$ and define ${L}(\theta)=E e^{-\theta X}$. We study properties of the exponentially tilted density (Esscher transform) $f_\theta(x) =e^{-\theta x}f(x)/{L}(\theta)$, in…

Probability · Mathematics 2014-03-20 Soren Asmussen , Jens Ledet Jensen , Leonardo Rojas-Nandayapa

The conventional channel resolvability refers to the minimum rate needed for an input process to approximate the channel output distribution in total variation distance. In this paper we study $E_{\gamma}$-resolvability, in which total…

Information Theory · Computer Science 2017-07-24 Jingbo Liu , Paul Cuff , Sergio Verdú

The recent, impressive advances in algorithmic generation of high-fidelity image, audio, and video are largely due to great successes in score-based diffusion models. A key implementing step is score matching, that is, the estimation of the…

Machine Learning · Statistics 2024-09-12 Zehao Dou , Subhodh Kotekal , Zhehao Xu , Harrison H. Zhou

In a high-frequency context, we investigate the efficient estimation of scaling and jump activity parameters for a stochastic differential equation driven by a L{\'e}vy process with both diffusion component and pure-jump component. We first…

Probability · Mathematics 2025-09-08 Elise Bayraktar , Emmanuelle Clément

We derive an approximation error bound that holds simultaneously for a function and all its derivatives up to any prescribed order. The bounds apply to elementary functions, including multivariate polynomials, the exponential function, and…

Machine Learning · Computer Science 2025-12-29 Konstantin Yakovlev , Nikita Puchkin

In this paper we analyze the approximation of stable linear time-invariant systems, like the Hilbert transform, by sampling series for bandlimited functions in the Paley-Wiener space $\mathcal{PW}_{\pi}^{1}$. It is known that there exist…

Information Theory · Computer Science 2015-05-13 Holger Boche , Ullrich J. Mönich

We present an algorithm for data-driven reachability analysis that estimates finite-horizon forward reachable sets for general nonlinear systems using level sets of a certain class of polynomials known as Christoffel functions. The level…

Systems and Control · Electrical Eng. & Systems 2021-04-29 Alex Devonport , Forest Yang , Laurent El Ghaoui , Murat Arcak

We consider the problem of approximating a smooth function from finitely-many pointwise samples using $\ell^1$ minimization techniques. In the first part of this paper, we introduce an infinite-dimensional approach to this problem. Three…

Numerical Analysis · Mathematics 2016-12-16 Ben Adcock

The reliability of density-functional calculations hinges on accurately approximating the unknown exchange-correlation (xc) potential. Common (semi-)local xc approximations lack the jump experienced by the exact xc potential as the number…

Atomic Physics · Physics 2021-01-15 M. J. P. Hodgson , E. Kraisler , E. K. U. Gross

Here we research the univariate quantitative approximation of real and complex valued continuous functions on a compact interval or all the real line by quasi-interpolation, Baskakov type and quadrature type neural network operators. We…

Classical Analysis and ODEs · Mathematics 2014-04-28 George Anastassiou

This paper investigates achievable information rates and error exponents of mismatched decoding when the channel belongs to the class of channels that are close to the decoding metric in terms of relative entropy. For both discrete- and…

Information Theory · Computer Science 2025-05-28 Priyanka Patel , Francesc Molina , Albert Guillén i Fàbregas

We derive a sharp scaling law for deviations of edge-isoperimetric sets in the lattice $\mathbb Z^d$ from the limiting Wulff shape in arbitrary dimensions. As the number $n$ of elements diverges, we prove that the symmetric difference to…

Mathematical Physics · Physics 2020-12-02 Edoardo Mainini , Bernd Schmidt

(abridged) We develop an algorithm for estimating parameters of a distribution sampled with contamination, employing a statistical technique known as ``expectation maximization'' (EM). Given models for both member and contaminant…

In the limit epsilon to 0 we analyze the generators H_epsilon of families of reversible jump processes in R^d associated with a class of symmetric non-local Dirichlet-forms and show exponential decay of the eigenfunctions. The exponential…

Probability · Mathematics 2013-09-17 Markus Klein , Christian Leonard , Elke Rosenberger

This article discusses the convergence properties of the Max Product and Max Min variants of Durrmeyer type exponential sampling series. We first establish pointwise and uniform convergence of both operators in the space of log uniformly…

Functional Analysis · Mathematics 2025-10-17 Satyaranjan Pradhan , Abhishek Senapati , Madan Mohan Soren

We consider the exponential functional $A_{\infty}=\int_0^{\infty} e^{\xi_s} ds$ associated to a Levy process $(\xi_t)_{t \geq 0}$. We find the asymptotic behavior of the tail of this random variable, under some assumptions on the process…

Probability · Mathematics 2007-05-23 Mejane Olivier