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Related papers: Bounds on inequality with incomplete data

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This paper introduces the partial Gini covariance, a novel dependence measure that addresses the challenges of high-dimensional inference with heavy-tailed errors, often encountered in fields like finance, insurance, climate, and biology.…

Methodology · Statistics 2024-11-21 Yilin Zhang , Songshan Yang , Yunan Wu , Lan Wang

Gradient schemes is a framework which enables the unified convergence analysis of many different methods -- such as finite elements (conforming, non-conforming and mixed) and finite volumes methods -- for $2^{\rm nd}$ order diffusion…

Numerical Analysis · Mathematics 2018-10-09 Yahya Alnashri , Jerome Droniou

We construct a finite element like scheme for fully non-linear integro-partial differential equations arising in optimal control of jump-processes. Special cases of these equations include optimal portfolio and option pricing equations in…

Numerical Analysis · Mathematics 2008-05-22 Fabio Camilli , Espen R. Jakobsen

Determining an upper bound, particularly the optimal upper bound of the Gini coefficient when dealing with grouped data without specified income brackets, remains an important and open question. In this paper, we introduce an efficient…

Methodology · Statistics 2025-01-15 Pixu Shi , Anru R. Zhang

The classical numerical treatment of boundary value problems defined on infinite intervals is to replace the boundary conditions at infinity by suitable boundary conditions at a finite point, the so-called truncated boundary. A truncated…

Numerical Analysis · Mathematics 2015-03-03 Riccardo Fazio , Alessandra Jannelli

Lorenz values and the Gini index are popular quantities in Mathematical Economics, and are used here in the context of quantum systems with finite-dimensional Hilbert space. They quantify the uncertainty in the probability distribution…

Quantum Physics · Physics 2020-08-26 A. Vourdas

In this survey we consider polynomial optimization problems, asking to minimize a polynomial function over a compact semialgebraic set, defined by polynomial inequalities. This models a great variety of (in general, nonlinear nonconvex)…

Optimization and Control · Mathematics 2025-01-16 Monique Laurent , Lucas Slot

We proposed the boundary-integral type neural networks (BINN) for the boundary value problems in computational mechanics. The boundary integral equations are employed to transfer all the unknowns to the boundary, then the unknowns are…

Machine Learning · Computer Science 2023-05-26 Jia Sun , Yinghua Liu , Yizheng Wang , Zhenhan Yao , Xiaoping Zheng

Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…

Machine Learning · Statistics 2021-11-04 Andrés F. López-Lopera , François Bachoc , Nicolas Durrande , Olivier Roustant

A society or country with income equally distributed among its people is truly a fiction! The phenomena of socioeconomic inequalities have been plaguing mankind from times immemorial. We are interested in gaining an insight about the…

General Finance · Quantitative Finance 2018-08-07 Kiran Sharma , Subhradeep Das , Anirban Chakraborti

In this work, we describe a Bayesian framework for reconstructing the boundaries of piecewise smooth regions in the X-ray computed tomography (CT) problem in an infinite-dimensional setting. In addition to the reconstruction, we are also…

Numerical Analysis · Mathematics 2022-12-20 Babak Maboudi Afkham , Yiqiu Dong , Per Christian Hansen

We classify positive solutions to a class of quasilinear equations with Neumann or Robin boundary conditions in convex domains. Our main tool is an integral formula involving the trace of some relevant quantities for the problem. Under a…

Analysis of PDEs · Mathematics 2020-03-27 Giulio Ciraolo , Rosario Corso , Alberto Roncoroni

We propose a new semi-analytic physics informed neural network (PINN) to solve singularly perturbed boundary value problems. The PINN is a scientific machine learning framework that offers a promising perspective for finding numerical…

Numerical Analysis · Mathematics 2022-08-22 Gung-Min Gie , Youngjoon Hong , Chang-Yeol Jung

For an ergodic Brownian diffusion with invariant measure $\nu$, we consider a sequence of empirical distributions ($\nu$n) n$\ge$1 associated with an approximation scheme with decreasing time step ($\gamma$n) n$\ge$1 along an adapted…

Probability · Mathematics 2018-10-09 I Honoré

Measuring inequalities in a multidimensional framework is a challenging problem which is common to most field of science and engineering. Nevertheless, despite the enormous amount of researches illustrating the fields of application of…

Physics and Society · Physics 2025-03-19 Giuseppe Toscani

We consider optimization problems containing nonconvex quadratic functions for which semidefinite programming (SDP) relaxations often yield strong bounds. We investigate linear inequalities that outer approximate the positive semidefinite…

Optimization and Control · Mathematics 2026-03-11 Oktay Günlük , Paul Jünger , Jeff Linderoth , Andrea Lodi , James Luedtke

We find the nodes that minimise divided differences and use them to find the sharp constant in a sublevel set estimate. We also find the sharp constant in the first instance of the van der Corput Lemma using a complex mean value theorem for…

Classical Analysis and ODEs · Mathematics 2025-10-20 Keith Rogers

We establish several optimal moment comparison inequalities (Khinchin-type inequalities) for weighted sums of independent identically distributed symmetric discrete random variables which are uniform on sets of consecutive integers.…

Probability · Mathematics 2022-03-15 Alex Havrilla , Tomasz Tkocz

We study inverse boundary problems for semilinear Schr\"odinger equations on smooth compact Riemannian manifolds of dimensions $\ge 2$ with smooth boundary, at a large fixed frequency. We show that certain classes of cubic nonlinearities…

Analysis of PDEs · Mathematics 2024-02-21 Katya Krupchyk , Shiqi Ma , Suman Kumar Sahoo , Mikko Salo , Simon St-Amant

We investigate how basic probability inequalities can be extended to an imprecise framework, where (precise) probabilities and expectations are replaced by imprecise probabilities and lower/upper previsions. We focus on inequalities giving…

Probability · Mathematics 2022-11-04 Renato Pelessoni , Paolo Vicig
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