Related papers: Optimal linear response for Anosov diffeomorphisms
We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in $\sup$-norm loss. The unknown drift $b$ is supposed to belong to a…
In this article we consider the numerical approximation of the convection-diffusion-reaction equation. One of the main challenges of designing a numerical method for this problem is that boundary layers occurring in the convection-dominated…
A residual error estimator is proposed for the energy norm of the error for a scalar reaction-diffusion problem and for the monodomain model used in cardiac electrophysiology. The problem is discretized using $P_1$ finite elements in space,…
The randomized unbiased estimators of Rhee and Glynn (Operations Research:63(5), 1026-1043, 2015) can be highly efficient at approximating expectations of path functionals associated with stochastic differential equations (SDEs). However,…
Linearity is an important and frequently sought property in electronics and instrumentation. Here, we report a method capable of, given a transfer function, identifying the respective most linear region of operation with a fixed width. This…
In this paper, we prove that functional sliced inverse regression (FSIR) achieves the optimal (minimax) rate for estimating the central space in functional sufficient dimension reduction problems. First, we provide a concentration…
We focus on the maximum regularization parameter for anisotropic total-variation denoising. It corresponds to the minimum value of the regularization parameter above which the solution remains constant. While this value is well know for the…
For linear inverse problem with Gaussian random noise we show that Tikhonov regularization algorithm is minimax in the class of linear estimators and is asymptotically minimax in the sense of sharp asymptotic in the class of all estimators.…
Anisotropic mesh adaptation is studied for linear finite element solution of 3D anisotropic diffusion problems. The M-uniform mesh approach is used, where an anisotropic adaptive mesh is generated as a uniform one in the metric specified by…
We consider the estimation of the slope function in functional linear regression, where scalar responses are modeled in dependence of random functions. Cardot and Johannes [J. Multivariate Anal. 101 (2010) 395-408] have shown that a…
The optimum subspace decomposition of the infinite-dimensional compressible random processes in the locally convex Hausdorff space has been propose and its dimension has been measured. We conduct topological analysis of finite- and…
A solution algorithm for a special class of optimal control problems subject to an ordinary differential equation is proposed. The controls possess a continuous-or-off structure and are priced by a convex function. Additionally, a total…
The Sobolev embedding theorem implies that the SRB entropy functional is also differentiable in the family of Anosov diffeomorphisms equipped with a suitable Hilbert manifold structure. The same holds true for the SRB entropy functional…
We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…
Adaptive estimation of a quadratic functional over both Besov and $L_p$ balls is considered. A collection of nonquadratic estimators are developed which have useful bias and variance properties over individual Besov and $L_p$ balls. An…
In this paper, we address the problem of robust adaptive beamforming of signals received by a linear array. The challenge associated with the beamforming problem is twofold. Firstly, the process requires the inversion of the usually…
Reliable adaptive beamforming is critical for large microphone arrays operating in highly dynamic acoustic environments. In scenarios characterized by fast-moving talkers and interferers, the available sample support for estimating the…
Weprovethattheasymptoticsofergodicintegralsalonganinvariant foliation of a toral Anosov diffeomorphism, or of a pseudo-Anosov diffeomorphism on a compact orientable surface of higher genus, are determined (up to a logarithmic error) by the…
This article delves into the study of the theory of regularized learning in Banach spaces for linear-functional data. It encompasses discussions on representer theorems, pseudo-approximation theorems, and convergence theorems. Regularized…
This work presents cost-effective low-rank techniques for designing robust adaptive beamforming (RAB) algorithms. The proposed algorithms are based on the exploitation of the cross-correlation between the array observation data and the…