Related papers: Exact threshold for approximate ellipsoid fitting …
We study the circumradius of a random section of an $\ell_p$-ellipsoid, $0<p\le \infty$, and compare it with the minimal circumradius over all sections with subspaces of the same codimension. Our main result is an upper bound for random…
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…
This paper studies the problem of estimating the means $\pm\theta_{*}\in\mathbb{R}^{d}$ of a symmetric two-component Gaussian mixture $\delta_{*}\cdot N(\theta_{*},I)+(1-\delta_{*})\cdot N(-\theta_{*},I)$ where the weights $\delta_{*}$ and…
In this paper we study constrained subspace approximation problem. Given a set of $n$ points $\{a_1,\ldots,a_n\}$ in $\mathbb{R}^d$, the goal of the {\em subspace approximation} problem is to find a $k$ dimensional subspace that best…
We study the use of Gaussian process emulators to approximate the parameter-to-observation map or the negative log-likelihood in Bayesian inverse problems. We prove error bounds on the Hellinger distance between the true posterior…
We review the finite element approximation of the classical obstacle problem in energy and max-norms and derive error estimates for both the solution and the free boundary. On the basis of recent regularity results we present an optimal…
We study the $d$-dimensional knapsack problem. We are given a set of items, each with a $d$-dimensional cost vector and a profit, along with a $d$-dimensional budget vector. The goal is to select a set of items that do not exceed the budget…
In this paper we consider the problem of minimizing a general quadratic function over the mixed integer points in an ellipsoid. This problem is strongly NP-hard, NP-hard to approximate within a constant factor, and optimal solutions can be…
We consider a Gaussian sequence model that contains ill-posed inverse problems as special cases. We assume that the associated operator is partially unknown in the sense that its singular functions are known and the corresponding singular…
We discretize a risk-neutral optimal control problem governed by a linear elliptic partial differential equation with random inputs using a Monte Carlo sample-based approximation and a finite element discretization, yielding finite…
Tests of fit to exact models in statistical analysis often lead to rejections even when the model is a useful approximate description of the random generator of the data. Among possible relaxations of a fixed model, the one defined by…
Exact results are derived, specifically the perihelion shift and the Kepler orbit, for a bound test particle in the Schwarzschild metric with cosmological constant $\Lambda=0$. A series expansion, of $\Delta\phi = 2(2(1-2M/p(3-e))^{-1/2}…
We show that correlation functions have to satisfy contraint relations, owing to the non-negativity of the power spectrum of the underlying random process. Specifically, for any statistically homogeneous and (for more than one spatial…
Constrained least-squares regression problems, such as the Nonnegative Least Squares (NNLS) problem, where the variables are restricted to take only nonnegative values, often arise in applications. Motivated by the recent development of the…
We study the problem of ellipsoidal bounding of convex set-valued data, where the convex set is obtained by the $p$-sum of finitely many ellipsoids, for any real $p\geq 1$. The notion of $p$-sum appears in the Brunn-Minkowski-Firey theory…
Given a set of discrete probability distributions, the minimum entropy coupling is the minimum entropy joint distribution that has the input distributions as its marginals. This has immediate relevance to tasks such as entropic causal…
We propose and analyze a numerical method to solve an elliptic transmission problem in full space. The method consists of a variational formulation involving standard boundary integral operators on the coupling interface and an ultra-weak…
Using $\Gamma$-convergence, we study the Cahn-Hilliard problem with interface width parameter $\varepsilon > 0$ for phase transitions on manifolds with conical singularities. We prove that minimizers of the corresponding energy functional…
In this paper, we introduce a multiscale framework based on adaptive edge basis functions to solve second-order linear elliptic PDEs with rough coefficients. One of the main results is that we prove the proposed multiscale method achieves…
We investigate two aspects of conformal field theories. In the first part, we study the general 4-point correlator of identical scalars around the fully crossing symmetric point $u=v=1$, where $u,v$ are conformally invariant cross ratios.…