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Gaussian processes are widely used for accurate emulation of unknown surfaces in sequential design of expensive simulation experiments. Integrated mean squared error (IMSE) is an effective acquisition function for sequential designs based…

Statistics Theory · Mathematics 2026-04-23 Huanyan Zhu , Cheng Li

We consider the invariant measure of a homogeneous continuous- time Markov process in the quarter-plane. The basic solutions of the global balance equation are the geometric distributions. We first show that the invariant measure can not be…

Probability · Mathematics 2014-02-25 Yanting Chen , Richard J. Boucherie , Jasper Goseling

In nonparametric regression problems involving multiple predictors, there is typically interest in estimating an anisotropic multivariate regression surface in the important predictors while discarding the unimportant ones. Our focus is on…

Statistics Theory · Mathematics 2015-03-19 Anirban Bhattacharya , Debdeep Pati , David Dunson

Manifold hypothesis states that data points in high-dimensional space actually lie in close vicinity of a manifold of much lower dimension. In many cases this hypothesis was empirically verified and used to enhance unsupervised and…

We present an algorithm to compute the geometric median of shapes which is based on the extension of median to high dimensions. The median finding problem is formulated as an optimization over distances and it is solved directly using the…

Computer Vision and Pattern Recognition · Computer Science 2019-04-17 Alexandre Cunha

In this paper, is introduced a new proposal of resolvent for equilibrium problems in terms of the Busemann's function. A great advantage of this new proposal is that, in addition to be a natural extension of the proposal in the linear…

Optimization and Control · Mathematics 2021-11-09 G. C. Bento , J. X. Cruz Neto , I. D. L. Melo

This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…

Statistics Theory · Mathematics 2025-08-28 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

We present and analyze an algorithm for estimating the size, under a Gaussian or uniform measure, of a localized neighborhood in neural network parameter space with behavior similar to an ``anchor'' point. We refer to this as the "local…

Machine Learning · Computer Science 2025-04-09 Adam Scherlis , Nora Belrose

The asymptotic behaviour of empirical measures has been studied extensively. In this paper, we consider empirical measures of given subordinated processes on complete (not necessarily compact) and connected Riemannian manifolds with…

Probability · Mathematics 2022-08-17 Huaiqian Li , Bingyao Wu

Upper and lower bounds are derived for the Gaussian mean width of the intersection of a convex hull of $M$ points with an Euclidean ball of a given radius. The upper bound holds for any collection of extreme point bounded in Euclidean norm.…

Statistics Theory · Mathematics 2017-09-28 Pierre C Bellec

We consider nonnegative solutions of the porous medium equation (PME) on a Cartan-Hadamard manifold whose negative curvature can be unbounded. We take compactly supported initial data because we are also interested in free boundaries. We…

Analysis of PDEs · Mathematics 2016-04-22 Gabriele Grillo , Matteo Muratori , Juan Luis Vázquez

In this paper we study algorithms to find a Gaussian approximation to a target measure defined on a Hilbert space of functions; the target measure itself is defined via its density with respect to a reference Gaussian measure. We employ the…

Numerical Analysis · Mathematics 2014-08-11 Frank J. Pinski , Gideon Simpson , Andrew M. Stuart , Hendrik Weber

In this paper we discuss the question how to bound supremum of a stochastic process with the index set of a product type. There is a tempting idea to approach the question by the analysis of the process on each of the marginal index spaces…

Probability · Mathematics 2016-02-01 Witold Bednorz

Von Neumann projections are the main operations by which information can be extracted from the quantum to the classical realm. They are however static processes that do not adapt to the states they measure. Advances in the field of adaptive…

Quantum Physics · Physics 2015-10-28 Amine Laghaout , Ulrik L. Andersen

Analytic relations are derived for finite volume integrals over the radial distribution function of a fluid, so-called Kirkwood-Buff integrals. Closed form expressions are obtained for cubes and cuboids, the system shapes commonly employed…

Soft Condensed Matter · Physics 2018-05-23 Peter Krüger , Thijs J. H. Vlugt

We compute the volume of the convex N^2-1 dimensional set M_N of density matrices of size N with respect to the Hilbert-Schmidt measure. The hyper--area of the boundary of this set is also found and its ratio to the volume provides an…

Quantum Physics · Physics 2009-11-10 Karol Zyczkowski , Hans-Juergen Sommers

Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…

Probability · Mathematics 2011-06-28 Marc Arnaudon , Clément Dombry , Anthony Phan , Le Yang

Many classical geometric inequalities on functionals of convex bodies depend on the dimension of the ambient space. We show that this dimension dependence may often be replaced (totally or partially) by different symmetry measures of the…

Metric Geometry · Mathematics 2014-12-11 René Brandenberg , Stefan König

Approximate a smooth convex body $K$ with nonvanishing curvature by the convex hull of $n$ independent random points sampled from its boundary $\partial K$. In case the points are distributed according to the optimal density, we prove that…

Probability · Mathematics 2025-08-25 Mathias Sonnleitner

With the present paper we conclude the presentation of a semianalytical model of hierarchical clustering of bound virialized objects formed by gravitational instability from a random Gaussian field of density fluctuations. In paper I, we…

Astrophysics · Physics 2009-10-28 Alberto Manrique , Eduard Salvador-Sole
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