Related papers: On universality in penalisation problems with mult…
We study a free boundary problem which arises as the continuum version of a stochastic particles system in the context of Fourier law. Local existence and uniqueness of the classical solution are well known in the literature of free…
Finite Gaussian mixture models provide a powerful and widely employed probabilistic approach for clustering multivariate continuous data. However, the practical usefulness of these models is jeopardized in high-dimensional spaces, where…
In this paper we investigate the representation of a class of non Gaussian processes, namely generalized grey Brownian motion, in terms of a weighted integral of a stochastic process which is a solution of a certain stochastic differential…
The Bayesian framework is ideally suited for induction problems. The probability of observing $x_t$ at time $t$, given past observations $x_1...x_{t-1}$ can be computed with Bayes' rule if the true distribution $\mu$ of the sequences…
We consider certain questions pertaining to noncommutative generalized Brownian motions with multiple processes. We establish a framework for generalized Brownian motion with multiple processes similar to that defined by Guta and prove…
We obtain some weighted $L^{p}$-Sobolev estimates with gain on $p$ and the weight for solutions of the $\overline{\partial}$-equation in lineally convex domains of finite type in $\mathbb{C}^{n}$ and apply them to obtain weighted…
Assuming that the loss function is convex in the prediction, we construct a prediction strategy universal for the class of Markov prediction strategies, not necessarily continuous. Allowing randomization, we remove the requirement of…
We introduce the notion of universal graphs as a tool for constructing algorithms solving games of infinite duration such as parity games and mean payoff games. In the first part we develop the theory of universal graphs, with two goals:…
In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…
We describe all weights which are appropriated for the unitarization of linear representations of primitive partially ordered sets of finite type.
In this paper, we give various identities for the weighted average of the product of generalized Anderson-Apostol sums with weights concerning completely multiplicative function, completely additive function, logarithms, the Gamma function,…
In this paper we study quadratic forms which are universal when restricted to almost prime inputs, establishing finiteness theorems akin to the Conway--Schneeberger 15 theorem.
Using continuation methods and bifurcation theory, we study the exact multiplicity of periodic solutions, and the global solution structure, for three classes of periodically forced equations with singularities, including the equations…
Using continuation methods, we study the global solution structure of periodic solutions for a class of periodically forced equations, generalizing the case of relativistic pendulum. We obtain results on the existence and multiplicity of…
We propose a unified treatment of extensions of group-valued contents (i.e., additive set functions defined on a ring) by means of adding new null sets. Our approach is based on the notion of a completion ring for a content $\mu$. With…
We deal with the boundedness properties of higher order commutators related to some generalizations of the multilinear fractional integral operator of order $m$, $I_\alpha ^m$, from a product of weighted Lebesgue spaces into adequate…
The Tikhonov-Phillips method is widely used for regularizing ill-posed inverse problems mainly due to the simplicity of its formulation as an optimization problem. The use of different penalizers in the functionals associated to the…
We address the choice of the tuning parameter $\lambda$ in $\ell_1$-penalized M-estimation. Our main concern is models which are highly nonlinear, such as the Gaussian mixture model. The number of parameters $p$ is moreover large, possibly…
To convert standard Brownian motion $Z$ into a positive process, Geometric Brownian motion (GBM) $e^{\beta Z_t}, \beta >0$ is widely used. We generalize this positive process by introducing an asymmetry parameter $ \alpha \geq 0$ which…
We introduce a notion of probabilistic convexity and generalize some classical globalization theorems in Alexandrov geometry. A weighted Alexandrov's lemma is developed as a basic tool.