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The Dirichlet process (DP) is one of the most popular Bayesian nonparametric models. An open problem with the DP is how to choose its infinite dimensional parameter (base measure) in case of lack of prior information. In this work we…

Statistics Theory · Mathematics 2014-02-21 Alessio Benavoli , Francesca Mangili , Fabrizio Ruggeri , Marco Zaffalon

Probabilistic mixture models are recognized as effective tools for unsupervised outlier detection owing to their interpretability and global characteristics. Among these, Dirichlet process mixture models stand out as a strong alternative to…

Machine Learning · Computer Science 2024-07-26 Dongwook Kim , Juyeon Park , Hee Cheol Chung , Seonghyun Jeong

Many optimization and scheduling problems can be abstracted in terms of a bipartite ``assignment graph" $G = (L \cup R, E)$, where the goal is to select exactly one edge for each right-node. For example, a right-node may correspond to a…

Data Structures and Algorithms · Computer Science 2026-05-26 David G. Harris , George Z. Li , Nitya Raju , Renata Valieva

We characterize the uniform limits of Dirichlet polynomials on a right half plane. In the Dirichlet setting, we find approximation results, with respect to the Euclidean distance and {to} the chordal one as well, analogous to classical…

Complex Variables · Mathematics 2016-08-24 Richard Aron , Frédéric Bayart , Paul Gauthier , Manuel Maestre , Vassili Nestoridis

In a series of recent papers, W. M. Schmidt and L. Summerer developed a new theory by which they recover all major generic inequalities relating exponents of Diophantine approximation to a point in $\mathbb{R}^n$, and find new ones. Given a…

Number Theory · Mathematics 2016-07-05 Damien Roy

A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…

Numerical Analysis · Mathematics 2018-11-27 Truong-Vinh Hoang , Hermann G. Matthies

Cox-Ingersoll-Ross (CIR) processes are extensively used in state-of-the-art models for the approximative pricing of financial derivatives. In particular, CIR processes are day after day employed to model instantaneous variances (squared…

Numerical Analysis · Mathematics 2021-11-02 Mario Hefter , Arnulf Jentzen

We present a derivation and theoretical investigation of the Adams-Bashforth and Adams-Moulton family of linear multistep methods for solving ordinary differential equations, starting from a Gaussian process (GP) framework. In the limit,…

Numerical Analysis · Mathematics 2018-10-10 Onur Teymur , Konstantinos Zygalakis , Ben Calderhead

We study the supremum of some random Dirichlet polynomials and obtain sharp upper and lower bounds for supremum expectation that extend the optimal estimate of Hal\'asz-Queff\'elec and enable to cunstruct random polynomials with unusually…

Probability · Mathematics 2008-02-01 Mikhail Lifshits , Michel Weber

The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of "weak Dirichlet process" in this context. Such a process $\X$,…

Probability · Mathematics 2016-06-14 Giorgio Fabbri , Francesco Russo

We describe a procedure based on the iteration of an initial function by an appropriated operator, acting on continuous functions, in order to get a fixed point. This fixed point will be a calibrated subaction for the doubling map on the…

Dynamical Systems · Mathematics 2020-10-26 Hermes H. Ferreira , Artur O. Lopes , Elismar R. Oliveira

We study a fourth-order div problem and its approximation by the discontinuous Petrov-Galerkin method with optimal test functions. We present two variants, based on first and second-order systems. In both cases we prove well-posedness of…

Numerical Analysis · Mathematics 2022-01-03 Thomas Führer , Pablo Herrera , Norbert Heuer

We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…

Dynamical Systems · Mathematics 2020-10-28 Juho Leppänen , Mikko Stenlund

The requirement-driven performance evaluation of a black-box cyber-physical system (CPS) that utilizes machine learning methods has proven to be an effective way to assess the quality of the CPS. However, the distributional evaluation of…

Systems and Control · Electrical Eng. & Systems 2024-09-02 Ryohei Oura , Yuji Ito

In this paper, we give direct theorems on point wise and global approximation by new variants of Bernstein-Durrmeyer operator, introduced by A.-M. et al.[1].

Classical Analysis and ODEs · Mathematics 2020-05-11 Asha Ram Gairola , Karunesh Kumar Singh

We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the…

Probability · Mathematics 2007-11-08 Margarete Knape , Ralph Neininger

In analytic number theory, several results make use of information regarding the prime values of a multiplicative function in order to extract information about its averages. Examples of such results include Wirsing's theorem and the…

Number Theory · Mathematics 2023-06-13 Stelios Sachpazis

Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are…

Optimization and Control · Mathematics 2021-05-18 Huan Xiong , Mengyang Yu , Li Liu , Fan Zhu , Fumin Shen , Ling Shao

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault