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In this paper, we develop interval estimation methods for means of bounded random variables based on a sequential procedure such that the sampling is continued until the sample sum is no less than a prescribed threshold.

Statistics Theory · Mathematics 2008-03-07 Xinjia Chen

In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional…

Computation · Statistics 2025-01-23 Matthias J. Ehrhardt , Lorenz Kuger , Carola-Bibiane Schönlieb

We consider the problem of reconstructing an unknown function $u\in L^2(D,\mu)$ from its evaluations at given sampling points $x^1,\dots,x^m\in D$, where $D\subset \mathbb R^d$ is a general domain and $\mu$ a probability measure. The…

Numerical Analysis · Mathematics 2020-10-29 Albert Cohen , Matthieu Dolbeault

The arbitrary functions principle says that the fractional part of $nX$ converges stably to an independent random variable uniformly distributed on the unit interval, as soon as the random variable $X$ possesses a density or a…

Probability · Mathematics 2007-05-23 Nicolas Bouleau

This paper studies two classes of sampling methods for the solution of inverse problems, namely Randomize-Then-Optimize (RTO), which is rooted in sensitivity analysis, and Langevin methods, which are rooted in the Bayesian framework. The…

Image and Video Processing · Electrical Eng. & Systems 2024-11-06 Remi Laumont , Yiqiu Dong , Martin Skovgaard Andersen

Many spatial processes exhibit nonstationary features. We estimate a variance function from a single process observation where the errors are nonstationary and correlated. We propose a difference-based approach for a one-dimensional…

Methodology · Statistics 2016-05-24 Eunice J. Kim , Zhengyuan Zhu

Location estimation is a central problem in functional data analysis. In this paper, we investigate penalized spline estimators of location for discretely sampled functional data under a broad class of convex loss functions. Our framework…

Methodology · Statistics 2025-08-19 Ioannis Kalogridis

Boson sampling is a mathematical problem that is strongly believed to be intractable for classical computers, whereas passive linear interferometers can produce samples efficiently. So far, the problem remains a computational curiosity, and…

Quantum Physics · Physics 2019-07-04 Georgios M. Nikolopoulos , Thomas Brougham

The new ingredient of this paper is that we consider infinitely dimensional classes of functions and instead of the relative error setting, which was used in previous papers on norm discretization, we consider the absolute error setting. We…

Numerical Analysis · Mathematics 2018-12-20 Vladimir Temlyakov

In classic distributed graph problems, each instance on a graph specifies a space of feasible solutions (e.g. all proper ($\Delta+1$)-list-colorings of the graph), and the task of distributed algorithm is to construct a feasible solution…

Data Structures and Algorithms · Computer Science 2018-02-20 Weiming Feng , Yitong Yin

In this paper we continue investigation of the interior problem of tomography that was started in \cite{BKT2}. As is known, solving the interior problem {with prior data specified on a finite collection of intervals $I_i$} is equivalent to…

Mathematical Physics · Physics 2014-03-10 Marco Bertola , Alexander Katsevich , Alexander Tovbis

We introduce a general framework for the reconstruction of vector-valued functions from finite and possibly noisy data, acquired through a known measurement operator. The reconstruction is done by the minimization of a loss functional…

Optimization and Control · Mathematics 2025-07-08 Vincent Guillemet , Michaël Unser

There is currently a great deal of interest in the 4D-Var data assimilation scheme, in which one uses observational data to find the optimal initial condition for a differential equation by minimizing a cost function over the set of all…

Optimization and Control · Mathematics 2012-07-20 Graham Cox

Bayesian optimisation (BO) is a powerful framework for global optimisation of costly functions, using predictions from Gaussian process models (GPs). In this work, we apply BO to functions that exhibit invariance to a known group of…

Machine Learning · Computer Science 2024-10-23 Theodore Brown , Alexandru Cioba , Ilija Bogunovic

We consider four prototypes of variational problems and prove the existence of fractal minimizers through the direct method in the calculus of variations. By design these minimizers are H\"older curves or H\"older parametrizations of…

Probability · Mathematics 2025-12-17 Michael Hinz , Jonas M. Tölle , Lauri Viitasaari

Motion planning under differential constraints is a classic problem in robotics. To date, the state of the art is represented by sampling-based techniques, with the Rapidly-exploring Random Tree algorithm as a leading example. Yet, the…

Robotics · Computer Science 2015-03-03 Edward Schmerling , Lucas Janson , Marco Pavone

We study nonuniform sampling in shift-invariant spaces and the construction of Gabor frames with respect to the class of totally positive functions whose Fourier transform factors as $ \hat g(\xi)= \prod_{j=1}^n (1+2\pi i\delta_j\xi)^{-1}…

Functional Analysis · Mathematics 2018-04-11 Karlheinz Gröchenig , José Luis Romero , Joachim Stöckler

In this paper we introduce the class of infinite infimal convolution functionals and apply these functionals to the regularization of ill-posed inverse problems. The proposed regularization involves an infimal convolution of a continuously…

Optimization and Control · Mathematics 2024-12-17 Kristian Bredies , Marcello Carioni , Martin Holler , Yury Korolev , Carola-Bibiane Schönlieb

In this paper, we discuss some numerical realizations of Shannon's sampling theorem. First we show the poor convergence of classical Shannon sampling sums by presenting sharp upper and lower bounds of the norm of the Shannon sampling…

Numerical Analysis · Mathematics 2025-04-17 Melanie Kircheis , Daniel Potts , Manfred Tasche

We propose an alternative to $k$-nearest neighbors for functional data whereby the approximating neighboring curves are piecewise functions built from a functional sample. Using a locally defined distance function that satisfies…

Methodology · Statistics 2021-06-02 Antonio Elías , Raúl Jiménez , Joe Yukich