Related papers: The optimal Malliavin-type remainder for Beurling …

In this paper, we study a method to sample from a target distribution $\pi$ over $\mathbb{R}^d$ having a positive density with respect to the Lebesgue measure, known up to a normalisation factor. This method is based on the Euler…

In this paper, we consider the problem of noiseless non-adaptive probabilistic group testing, in which the goal is high-probability recovery of the defective set. We show that in the case of $n$ items among which $k$ are defective, the…

We investigate the numerical approximation of integrals over $\mathbb{R}^d$ equipped with the standard Gaussian measure $\gamma$ for integrands belonging to the Gaussian-weighted Sobolev spaces $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed…

We use a Mellin-Barnes integral representation for the Lerch transcendent $\Phi(z,s,a)$ to obtain large $z$ asymptotic approximations. The simplest divergent asymptotic approximation terminates in the case that $s$ is an integer. For…

We study the design and implementation of numerical methods to solve the generalized Langevin equation (GLE) focusing on canonical sampling properties of numerical integrators. For this purpose, we cast the GLE in an extended phase space…

Consider a standard ${\Lambda }$-coalescent that comes down from infinity. Such a coalescent starts from a configuration consisting of infinitely many blocks at time $0$, but its number of blocks $N_t$ is a finite random variable at each…

We show that there exists some $\delta > 0$ such that, for any set of integers $B$ with $B\cap[1,Y]\gg Y^{1-\delta}$ for all $Y \gg 1$, there are infinitely many primes of the form $a^2+b^2$ with $b\in B$. We prove a quasi-explicit formula…

In this paper we prove an estimate for the total variation distance, in the framework of the Breuer-Major theorem, using the Malliavin-Stein method, assuming the underlying function $g$ to be once weakly differentiable with $g$ and $g'$…

For a conformally compact manifold that is hyperbolic near infinity and of dimension $n+1$, we complete the proof of the optimal $O(r^{n+1})$ upper bound on the resonance counting function, correcting a mistake in the existing literature.…

Let $M(x)$ denote the median largest prime factor of the integers in the interval $[1,x]$. We prove that $$M(x)=x^{\frac{1}{\sqrt{e}}\exp(-\text{li}_{f}(x)/x)}+O_{\epsilon}(x^{\frac{1}{\sqrt{e}}}e^{-c(\log x)^{3/5-\epsilon}})$$ where…

We study when a given Gaussian random variable on a given probability space $(\Omega, {\cal{F}}, P) $ is equal almost surely to $\beta_{1}$ where $\beta $ is a Brownian motion defined on the same (or possibly extended) probability space. As…

We develop a general class of Bayesian repulsive Gaussian mixture models that encourage well-separated clusters, aiming at reducing potentially redundant components produced by independent priors for locations (such as the Dirichlet…

In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…

In this paper, we introduce a new class of positive linear operators that generalize the classical Bernstein operators. Specifically, we construct a sequence of operators that reproduce the logarithmic function $\ln(1+\mu+x)$, with $\mu >…

A sharp asymptotic formula for the sum of reciprocals of $\pi(n)$ is derived, where $\pi(x)$ is the number of primes not exceeding $x$. This result improves the previous results of De Koninck--Ivi\'c and L. Panaitopol.

This paper uses concepts introduced by Fiorilli and Martin to develop a more accurate remainder term in calculations of the distribution of primes in residue classes. Using it in Rubinstein and Sarnak's method estimates the limiting…

The Metropolis-adjusted Langevin (MALA) algorithm is a sampling algorithm that incorporates the gradient of the logarithm of the target density in its proposal distribution. In an earlier joint work \citet{pill:stu:12}, the author had…

For any function F(x) having a Taylor expansion we solve the boson normal ordering problem for F[(a*)^r a^s], with r,s positive integers,[a,a*]=1, i.e. we provide exact and explicit expressions for its normal form which has all a's to the…

We study the recovery of multivariate functions from reproducing kernel Hilbert spaces in the uniform norm. Our main interest is to obtain preasymptotic estimates for the corresponding sampling numbers. We obtain results in terms of the…

Using stochastic gradient search and the optimal filter derivative, it is possible to perform recursive (i.e., online) maximum likelihood estimation in a non-linear state-space model. As the optimal filter and its derivative are…