Related papers: Maximal signed volume for (multivariate) supermodu…
Generalized additive partial linear models (GAPLMs) are appealing for model interpretation and prediction. However, for GAPLMs, the covariates and the degree of smoothing in the nonparametric parts are often difficult to determine in…
It is known that for every $s\in]1,2[$ there is a copula whose support is a self-similar fractal set with Hausdorff -- and box-counting -- dimension $s$. In this paper we provide similar results for (proper) quasi-copulas, in both the…
This paper proposes a proximal variant of the alternating direction method of multipliers (ADMM) for distributed optimization. Although the current versions of ADMM algorithm provide promising numerical results in producing solutions that…
We study the moduli space volume of BPS vortices in quiver gauge theories on compact Riemann surfaces. The existence of BPS vortices imposes constraints on the quiver gauge theories. We show that the moduli space volume is given by a vev of…
Motivated by the prominence of Conditional Value-at-Risk (CVaR) as a measure for tail risk in settings affected by uncertainty, we develop a new formula for approximating CVaR based optimization objectives and their gradients from limited…
Robust methods, though ubiquitous in practice, are yet to be fully understood in the context of regularized estimation and high dimensions. Even simple questions become challenging very quickly. For example, classical statistical theory…
We study the 'number' $\mathfrak{N}(\mu)$ of AdS vacua with a UV cut off $ \mu$. It has been proposed that this number is finite. We find evidence that $\mathfrak{N}(\mu)\sim a \ \mu^{-b}$ as $\mu \rightarrow 0$ for some constants $a$ and…
Our article addresses the problem of flexibly estimating a multivariate density while also attempting to estimate its marginals correctly. We do so by proposing two new estimators that try to capture the best features of mixture of normals…
Solving difficult mixed-integer nonlinear programs via spatial branch-and-bound requires effective convex outer-approximations of nonconvex sets. In this framework, complex problem formulations are decomposed into simpler library functions,…
Starting from the characterization of extreme-value copulas based on max-stability, large-sample tests of extreme-value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula…
Consider a continuous random pair $(X,Y)$ whose dependence is characterized by an extreme-value copula with Pickands dependence function $A$. When the marginal distributions of $X$ and $Y$ are known, several consistent estimators of $A$ are…
We test the stability of various wormholes and black holes supported by a scalar field with a negative kinetic term. The general axial perturbations and the monopole type of polar perturbations are considered in the linear approximation.…
Volumetry is one of the principal downstream applications of 3D medical image segmentation, for example, to detect abnormal tissue growth or for surgery planning. Conformal Prediction is a promising framework for uncertainty quantification,…
The task of approximating a function of d variables from its evaluations at a given number of points is ubiquitous in numerical analysis and engineering applications. When d is large, this task is challenged by the so-called curse of…
We examine volume computation of general-dimensional polytopes and more general convex bodies, defined as the intersection of a simplex by a family of parallel hyperplanes, and another family of parallel hyperplanes or a family of…
The composite quantile regression (CQR) was introduced by Zou and Yuan [Ann. Statist. 36 (2008) 1108--1126] as a robust regression method for linear models with heavy-tailed errors while achieving high efficiency. Its penalized counterpart…
We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…
We establish a min-max estimate on the volume width of a closed Riemannian manifold with nonnegative Ricci curvature. More precisely, we show that every closed Riemannian manifold with nonnegative Ricci curvature admits a PL Morse function…
We study the Masur-Veech volumes $MV_{g,n}$ of the principal stratum of the moduli space of quadratic differentials of unit area on curves of genus $g$ with $n$ punctures. We show that the volumes $MV_{g,n}$ are the constant terms of a…
In this paper, we consider the maximum a posteriori (MAP) estimation for the multiple measurement vectors (MMV) problem with application to direction-of-arrival (DOA) estimation, which is classically formulated as a regularized…