Related papers: Spectral asymptotics for Metropolis algorithm on s…

In this paper, we propose a unified algorithmic framework for solving many known variants of \mds. Our algorithm is a simple iterative scheme with guaranteed convergence, and is \emph{modular}; by changing the internals of a single…

A singularly perturbed free boundary problem arising from a real problem associated with a Radiographic Integrated Test Stand concerns a solution of the equation $\Delta u = f(u)$ in a domain $\Omega$ subject to constant boundary data,…

We consider the hybrid problem of reconstructing the isotropic electric conductivity of a body $\Omega$ from interior Current Density Imaging data obtainable using MRI measurements. We only require knowledge of the magnitude $|J|$ of one…

Deterministic-scan and random-scan component-wise Markov chain Monte Carlo algorithms, such as Gibbs samplers and conditional Metropolis-Hastings, are popular approaches for sampling from multivariate distributions. A long-standing open…

We propose a new kernel for Metropolis Hastings called Directional Metropolis Hastings (DMH) with multivariate update where the proposal kernel has state dependent covariance matrix. We use the derivative of the target distribution at the…

We consider uniformly elliptic operators with Dirichlet or Neumann homogeneous boundary conditions on a domain $\Omega $ in ${\mathbb{R}}^N$. We consider deformations $\phi (\Omega)$ of $\Omega $ obtained by means of a locally Lipschitz…

Elliptic partial differential equations arise in many fields of science and engineering such as steady state distribution of heat, fluid dynamics, structural/mechanical engineering, aerospace engineering and seismology etc. In three…

The paper deals with the asymptotic behavior as $\eps\to 0$ of the spectrum of Laplace-Beltrami operator $\Delta\e$ on the Riemannian manifold $M\e$ ($\mathrm{\dim} M\e=N\geq 2$) depending on a small parameter $\eps>0$. $M\e$ consists of…

In this paper we study the asymptotic behaviour as $\varepsilon\to 0$ of the spectrum of the elliptic operator $\mathcal{A}^\varepsilon=-{1\over b^\varepsilon}\mathrm{div}(a^\varepsilon\nabla)$ posed in a bounded domain…

Let $\Omega\subset\mathbb R^2$ be a chord arc domain. We give a simple proof of the the following fact, which is commonly known to be true: a nontrivial harmonic function which vanishes continuously on a relatively open set of the boundary…

Bayesian inference via standard Markov Chain Monte Carlo (MCMC) methods is too computationally intensive to handle large datasets, since the cost per step usually scales like $\Theta(n)$ in the number of data points $n$. We propose the…

We investigate the spectral properties of a differential elliptic operator on $H^1(\bar{\Omega}\cup \Sigma)$, where $\Omega$ is a smooth domain surrounded by a layer $\Sigma$. The thickness of the layer is given by $\varepsilon h$, where…

This work considers black-box Bayesian inference over high-dimensional parameter spaces. The well-known adaptive Metropolis (AM) algorithm of (Haario etal. 2001) is extended herein to scale asymptotically uniformly with respect to the…

We introduce a continuous domain framework for the recovery of points on a surface in high dimensional space, represented as the zero-level set of a bandlimited function. We show that the exponential maps of the points on the surface…

We present a pair of heuristic algorithms. The first is to generate a random regular graph of fixed size. The second is the introduction of the Metropolis Coupled Simulated Annealer (MCSA) for optimizing spectral gaps in fixed size regular…

We consider the Robin Laplacian in the domains $\Omega$ and $\Omega^\varepsilon$, $\varepsilon >0$, with sharp and blunted cusps, respectively. Assuming that the Robin coefficient $a$ is large enough, the spectrum of the problem in $\Omega$…

This paper formulates an elementary algorithm for resolution of singularities in a neighborhood of a singular point over a field of characteristic zero. The algorithm is composed of finite sequences of Newton polyhedra and monomial…

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

In this work we study, as the temperature goes to zero, the oscillation of Metropolis-Hasting's algorithm around the Basis Pursuit De-noising solutions. We derive new criteria for choosing the proposal distribution and the temperature in…

In this paper, we shall optimize the efficiency of Metropolis algorithms for multidimensional target distributions with scaling terms possibly depending on the dimension. We propose a method for determining the appropriate form for the…