Related papers: A variational approach based on perturbed eigenval…
In this paper, we study the eigenvalues and eigenvectors of the spiked invariant multiplicative models when the randomness is from Haar matrices. We establish the limits of the outlier eigenvalues $\widehat{\lambda}_i$ and the generalized…
In Vuik and Ryan (2014) we studied the use of troubled-cell indicators for discontinuity detection in nonlinear hyperbolic partial differential equations and introduced a new multiwavelet technique to detect troubled cells. We found that…
We study the eigenvalue distribution of a GUE matrix with a variance profile that is perturbed by an additive random matrix that may possess spikes. Our approach is guided by Voiculescu's notion of freeness with amalgamation over the…
Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…
We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…
We consider a perturbation problem for embedded eigenvalues of a self-adjoint differential operator in $L^2(\mathbb R;\mathbb R^n)$. In particular, we study the set of all small perturbations in an appropriate Banach space for which the…
Pricing based on individual customer characteristics is widely used to maximize sellers' revenues. This work studies offline personalized pricing under endogeneity using an instrumental variable approach. Standard instrumental variable…
This paper is concerned with the interplay between statistical asymmetry and spectral methods. Suppose we are interested in estimating a rank-1 and symmetric matrix $\mathbf{M}^{\star}\in \mathbb{R}^{n\times n}$, yet only a randomly…
In this paper, we investigate the unique solvability of a mixed boundary value problem for a fractional partial differential equation featuring a degenerate coefficient. By introducing a novel operator and applying the method of separation…
Reasoning about 3D scenes from their 2D image projections is one of the core problems in computer vision. Solutions to this inverse and ill-posed problem typically involve a search for models that best explain observed image data. Notably,…
Here we present a numerical method for finding non-hydrostatic coastal-trapped wave and instability solutions to the non-hydrostatic Boussinesq equations in the presence of a background flow and complicated coastal topography. We use…
One of the significant challenges in monitoring the quality of products today is the high dimensionality of quality characteristics. In this paper, we address Phase I analysis of high-dimensional processes with individual observations when…
Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…
The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…
We develop mathematical framework and computational tools for calculating frequency responses of linear time-invariant PDEs in which an independent spatial variable belongs to a compact interval. In conventional studies this computation is…
The purpose of this work is to study spectral methods to approximate the eigenvalues of nonlocal integral operators. Indeed, even if the spatial domain is an interval, it is very challenging to obtain closed analytical expressions for the…
This paper investigates oscillation-free stability conditions of numerical methods for linear parabolic partial differential equations with some example extrapolations to nonlinear equations. Not clearly understood, numerical oscillations…
We present a new scheme for extracting approximate values in ``the improved perturbation method'', which is a sort of resummation technique capable of evaluating a series outside the radius of convergence. We employ the distribution profile…
Cook's [J. Roy. Statist. Soc. Ser. B 48 (1986) 133--169] local influence approach based on normal curvature is an important diagnostic tool for assessing local influence of minor perturbations to a statistical model. However, no rigorous…
This paper proposes an adaptive penalized weighted mean regression for outlier detection of high-dimensional data. In comparison to existing approaches based on the mean shift model, the proposed estimators demonstrate robustness against…