Related papers: On the expected L2-discrepancy of jittered samplin…
The large time, small mass, asymptotic behavior of the average mass distribution $\pb$ is studied in a $d$-dimensional system of diffusing aggregating particles for $1\leq d \leq 2$. By means of both a renormalization group computation as…
We discuss the classical problem of how to pick $N$ weighted points on a $d-$dimensional manifold so as to obtain a reasonable quadrature rule $$ \frac{1}{|M|}\int_{M}{f(x) dx} \simeq \frac{1}{N} \sum_{n=1}^{N}{a_i f(x_i)}.$$ This problem,…
Inspired by Stein's lemma, we derive two expressions for the joint moments of elliptical distributions. We use two different methods to derive $E[X_{1}^{2}f(\mathbf{X})]$ for any measurable function $f$ satisfying some regularity…
We investigate the inference of varifold structures in a statistical framework: assuming that we have access to i.i.d. samples in $\mathbb{R}^n$ obtained from an underlying $d$--dimensional shape $S$ endowed with a possibly non uniform…
This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…
We propose a randomized lattice algorithm for approximating multivariate periodic functions over the $d$-dimensional unit cube from the weighted Korobov space with mixed smoothness $\alpha > 1/2$ and product weights…
We examine the $\chi^2$ test for binned, Gaussian samples, including effects due to the fact that the experimentally available sample standard deviation and the unavailable true standard deviation have different statistical properties. For…
The dispersion of a point set $P\subset[0,1]^d$ is the volume of the largest box with sides parallel to the coordinate axes, which does not intersect $P$. Here, we show a construction of low-dispersion point sets, which can be deduced from…
We derive optimal estimates in stochastic homogenization of linear elliptic equations in divergence form in dimensions $d\ge 2$. In previous works we studied the model problem of a discrete elliptic equation on $\mathbb{Z}^d$. Under the…
We study an intricate mechanism of pattern formation in globally coupled heterogeneous oscillatory media. In anodic electrochemical etching of silicon, the electrode surface splits into two amplitude-phase regions, while all oscillators…
We give an explicit construction of two-dimensional point sets whose $L_p$ discrepancy is of best possible order for all $1\le p\le \infty$. It is provided by folding Hammersley point sets in base $b$ by means of the $b$-adic baker's…
We consider Hotelling's T^2 statistic for an arbitrary d-dimensional sample. If the sampling is not too deterministic or inhomogeneous, then under zero means hypothesis, T^2 tends to \chi^2_d in distribution. We show that a test for the…
The L_2-discrepancy measures the irregularity of the distribution of a finite point set. In this note we prove lower bounds for the L_2 discrepancy of arbitrary N-point sets. Our main focus is on the two-dimensional case. Asymptotic upper…
We study one of the key tools in data approximation and optimization: low-discrepancy colorings. Formally, given a finite set system $(X,\mathcal S)$, the \emph{discrepancy} of a two-coloring $\chi:X\to\{-1,1\}$ is defined as $\max_{S \in…
We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…
We address two important statistical problems: that of estimating mixtures of multivariate normal distributions and mixtures of $t$-distributions based on univariate projections, and that of quantifying a discrepancy between mixture…
Let $d_1\leq d_2\leq\ldots\leq d_{n\choose 2}$ denote the distances determined by $n$ points in the plane. It is shown that $\min\sum_i (d_{i+1}-d_i)^2=O(n^{-6/7})$, where the minimum is taken over all point sets with minimal distance $d_1…
Low discrepancy point sets have been widely used as a tool to approximate continuous objects by discrete ones in numerical processes, for example in numerical integration. Following a century of research on the topic, it is still unclear…
Artificial Neural Network (ANN) is used as numerical methode in solving modified Nonlinear Schroedinger (NLS) equation with Dispersion Managed System (DMS) for jitter analysis. We take the optical axis z and the time t as input, and then…
We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set $K \subset \mathbb{R}^d$ that is based on the maximal spacing generated by i.i.d. points $X_1, \ldots,X_n$ in $K$, i.e., the volume…