Related papers: Complex Alexandrov-Bakelman-Pucci estimate and its…
In this paper, we establish a doubling argument to obtain Hessian estimates for the special Lagrangian equation under general phase constraints. In particular, our approach does not rely on the Michael-Simon mean value inequality. As an…
In this paper, we derive the second order estimate to the $2$-nd Hessian type equation on a compact almost Hermitian manifold.
We formulate two classes of first-order algorithms more general than previously studied for minimizing smooth and strongly convex or, respectively, smooth and convex functions. We establish sufficient conditions, via new discrete Lyapunov…
We prove the convergence of a wide stencil finite difference scheme to the Aleksandrov solution of the elliptic Monge-Ampere equation when the right hand side is a sum of Dirac masses. The discrete scheme we analyze for the Dirichlet…
Hierarchical Bayesian Poisson regression models (HBPRMs) provide a flexible modeling approach of the relationship between predictors and count response variables. The applications of HBPRMs to large-scale datasets require efficient…
Monge--Amp\`ere equation plays an important part in Analysis. For example, it is instrumental in mass transport problems. On the other hand, the Bellman function technique appeared recently as a way to consider certain Harmonic Analysis…
$W^{\sigma,p}$ estimates are studied for a class of fully nonlinear integro-differential equations of order $\sigma$, which are analogues of $W^{2,p}$ estimates by Caffarelli. We also present Aleksandrov-Bakelman-Pucci maximum principles,…
We prove uniform gradient and diameter estimates for a family of geometric complex Monge-Ampere equations. Such estimates can be applied to study geometric regularity of singular solutions of complex Monge-Ampere equations. We also prove a…
We propose an adaptive importance sampling scheme for Gaussian approximations of intractable posteriors. Optimization-based approximations like variational inference can be too inaccurate while existing Monte Carlo methods can be too slow.…
An accurate method to compute enclosures of Abelian integrals is developed. This allows for an accurate description of the phase portraits of planar polynomial systems that are perturbations of Hamiltonian systems. As an example, it is…
The regularity theory of the degenerate complex Monge-Amp\`{e}re equation is studied. The equation is considered on a closed compact K\"{a}hler manifold $(M,g)$ with nonnegative orthogonal bisectional curvature of dimension $m$. Given a…
To target challenges in differentiable optimization we analyze and propose strategies for derivatives of the Mat\'ern kernel with respect to the smoothness parameter. This problem is of high interest in Gaussian processes modelling due to…
We establish an analytic proof for the Krylov $C^{1,1}$ estimates for solutions of degenerate complex Monge-Amp\`ere equation. We also provide an analytic proof of the Bedford-Taylor interior $C^{1,1}$ estimate.
Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…
This paper proposes a regularization of the Monge-Amp\`ere equation in planar convex domains through uniformly elliptic Hamilton-Jacobi-Bellman equations. The regularized problem possesses a unique strong solution $u_\varepsilon$ and is…
We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…
The complex Monge-Amp\`ere equation admits covariant bi-symplectic structure for complex dimension 3, or higher. The first symplectic 2-form is obtained from a new variational formulation of complex Monge- Amp\`ere equation in the framework…
We consider a generalised complex Monge-Amp\`ere equation on a compact K\"ahler manifold and treat it using the method of continuity. For complex surfaces, we prove an easy existence result. We also prove that (for three-folds and a related…
In this paper, by providing the uniform gradient estimates for a sequence of the approximating equations, we prove the existence, uniqueness and regularity of the conical parabolic complex Monge-Amp\`ere equation with weak initial data. As…
This paper provides a review of Approximate Bayesian Computation (ABC) methods for carrying out Bayesian posterior inference, through the lens of density estimation. We describe several recent algorithms and make connection with traditional…