Related papers: M\"obius-Transformed Trapezoidal Rule
Ergodic Optimization is the process of finding invariant probability measures that maximize the integral of a given function. It has been conjectured that "most" functions are optimized by measures supported on a periodic orbit, and it has…
Fractional Sobolev spaces, also known as Besov or Slobodetzki spaces, arise in many areas of analysis, stochastic analysis in particular. We prove an embedding into certain q-variation spaces and discuss a few applications. First we show…
This paper deals with the fractional Sobolev spaces $W^{s, p}(\Omega)$, with $s\in (0, 1]$ and $p\in[1,+\infty]$. Here, we use the interpolation results in [4] to provide suitable conditions on the exponents $s$ and $p$ so that the spaces…
A Sobolev type embedding for radially symmetric functions on the unit ball $B$ in $\mathbb R^n$, $n\geq 3$, into the variable exponent Lebesgue space $L_{2^\star + |x|^\alpha} (B)$, $2^\star = 2n/(n-2)$, $\alpha>0$, is known due to J.M. do…
We prove compactness of the embeddings in Sobolev spaces for fractional super and sub harmonic functions with radial symmetry. The main tool is a pointwise decay for radially symmetric functions belonging to a function space defined by…
A key problem in approximation theory is the recovery of high-dimensional functions from samples. In many cases, the functions of interest exhibit anisotropic smoothness, and, in many practical settings, the nature of this anisotropy may be…
We study $L_q$-approximation and integration for functions from the Sobolev space $W^s_p(\Omega)$ and compare optimal randomized (Monte Carlo) algorithms with algorithms that can only use iid sample points, uniformly distributed on the…
Function values are, in some sense, "almost as good" as general linear information for $L_2$-approximation (optimal recovery, data assimilation) of functions from a reproducing kernel Hilbert space. This was recently proved by new upper…
We introduce the notion of decomposition space as a general framework for incidence algebras and M\"obius inversion: it is a simplicial infinity-groupoid satisfying an exactness condition weaker than the Segal condition, which expresses…
We study multivariate approximation of periodic function in the worst case setting with the error measured in the $L_\infty$ norm. We consider algorithms that use standard information $\Lambda^{\rm std}$ consisting of function values or…
In this paper, we focus on the problem of stochastic optimization where the objective function can be written as an expectation function over a closed convex set. We also consider multiple expectation constraints which restrict the domain…
We develop new techniques for rounding packing integer programs using iterative randomized rounding. It is based on a novel application of multidimensional Brownian motion in $\mathbb{R}^n$. Let $\overset{\sim}{x} \in {[0,1]}^n$ be a…
The Metropolis algorithm is arguably the most fundamental Markov chain Monte Carlo (MCMC) method. But the algorithm is not guaranteed to converge to the desired distribution in the case of multivariate binary distributions (e.g., Ising…
We show that the M\"obius function of an interval in a permutation poset where the lower bound is sum (resp. skew) indecomposable depends solely on the sum (resp. skew) indecomposable permutations contained in the upper bound, and that this…
We derive the Christoffel-Geronimus-Uvarov transformations of a system of bi-orthogonal polynomials and associated functions on the unit circle, that is to say the modification of the system corresponding to a rational modification of the…
We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…
The ray transform $I$ integrates symmetric $m$-tensor field in $\mathbb{R}^n$ over lines. This transform in Sobolev spaces was studied in our earlier work where higher order Reshetnyak formulas (isometry relations) were established. The…
A new representation is proposed for functions in a Sobolev space with dominating mixed smoothness on an $N$-dimensional hyperrectangle. In particular, it is shown that these functions can be expressed in terms of their highest-order mixed…
We study multivariate numerical integration of smooth functions in weighted Sobolev spaces with dominating mixed smoothness $\alpha\geq 2$ defined over the $s$-dimensional unit cube. We propose a new quasi-Monte Carlo (QMC)-based quadrature…
Fixed a continuous kernel K on the $d$-dimensional torus, we consider a generalization of the univariate $sk$-spline to the torus, associated with the kernel K. It is proved an estimate which provides the rate of convergence of a given…