Related papers: Binomial Approximation to Locally Dependent CDO
Stein's method for Gaussian process approximation can be used to bound the differences between the expectations of smooth functionals $h$ of a c\`adl\`ag random process $X$ of interest and the expectations of the same functionals of a well…
Proximal distance algorithms combine the classical penalty method of constrained minimization with distance majorization. If $f(\boldsymbol{x})$ is the loss function, and $C$ is the constraint set in a constrained minimization problem, then…
We begin by introducing a class of conditional density estimators based on local polynomial techniques. The estimators are boundary adaptive and easy to implement. We then study the (pointwise and) uniform statistical properties of the…
In this paper we consider approximations to the popular Pitman-Yor process obtained by truncating the stick-breaking representation. The truncation is determined by a random stopping rule that achieves an almost sure control on the…
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…
We adapt a recent algorithm by Ghaffari [SODA'16] for computing a Maximal Independent Set in the LOCAL model, so that it works in the significantly weaker BEEP model. For networks with maximum degree $\Delta$, our algorithm terminates…
Raghavendra (STOC 2008) gave an elegant and surprising result: if Khot's Unique Games Conjecture (STOC 2002) is true, then for every constraint satisfaction problem (CSP), the best approximation ratio is attained by a certain simple…
We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…
An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…
In this paper, we obtain Stein operator for sum of $n$ independent random variables (rvs) which is shown as perturbation of negative binomial (NB) operator. Comparing the operator with NB operator, we derive the error bounds for total…
Approximation algorithms for classical constraint satisfaction problems are one of the main research areas in theoretical computer science. Here we define a natural approximation version of the QMA-complete local Hamiltonian problem and…
We study weighted Tikhonov regularization for large-scale linear discrete ill-posed problems with random noise. Under a polynomial upper-bound assumption on the generalized eigenvalues of the discrete forward operator, we derive stochastic…
This paper investigates the approximation of stochastic delay differential equations (SDDEs) via the backward Euler-Maruyama (BEM) method under generalized monotonicity and Khasminskii-type conditions in the infinite horizon. First, by…
In Siotani & Fujikoshi (1984), a precise local limit theorem for the multinomial distribution is derived by inverting the Fourier transform, where the error terms are explicit up to order $N^{-1}$. In this paper, we give an alternative…
This paper introduces a local optimization-based approach to test statistical hypotheses and to construct confidence intervals. This approach can be viewed as an extension of bootstrap, and yields asymptotically valid tests and confidence…
The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…
In this article, we study the rate of convergence of prices when a model is approximated by some simplified model. We also provide a method how explicit error formula for more general options can be obtained if such formula is available for…
In this study, we introduce a refined method for ascertaining error estimations in numerical simulations of dynamical systems via an innovative application of composition techniques. Our approach involves a dual application of a basic…
Accurate error estimation is crucial in model order reduction, both to obtain small reduced-order models and to certify their accuracy when deployed in downstream applications such as digital twins. In existing a posteriori error estimation…
The McLachlan "minimum-distance" principle for optimizing approximate solutions of the time-dependent Schrodinger equation is revisited, with a focus on the local-in-time error accompanying the variational solutions. Simple, exact…