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We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…

Probability · Mathematics 2017-06-22 Mike B. Giles , Tigran Nagapetyan , Klaus Ritter

In this paper we extend the refined second-order Poincar\'e inequality for Poisson functionals from a one-dimensional to a multi-dimensional setting. Its proof is based on a multivariate version of the Malliavin-Stein method for normal…

Probability · Mathematics 2021-11-23 Ehsan Azmoodeh , Mathias Mørck Ljungdahl , Christoph Thäle

Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In order to establish concentration properties for nonlinear functions $Z(A)$, it is standard to appeal to functional inequalities like Poincar\'e or…

Probability · Mathematics 2019-10-11 Mitia Duerinckx , Antoine Gloria

We introduce a model for translational molecular motors to demonstrate that a multivalent catalytic walker with flexible, uncoordinated legs can transform the free energy of surface-bound substrate sites into mechanical work and undergo…

Biological Physics · Physics 2014-11-18 Mark J. Olah , Darko Stefanovic

An adaptive moving mesh finite element method is studied for the numerical solution of the porous medium equation with and without variable exponents and absorption. The method is based on the so-called moving mesh partial differential…

Numerical Analysis · Mathematics 2017-01-03 Cuong Ngo , Weizhang Huang

In most machine learning training paradigms a fixed, often handcrafted, loss function is assumed to be a good proxy for an underlying evaluation metric. In this work we assess this assumption by meta-learning an adaptive loss function to…

Machine Learning · Computer Science 2019-05-16 Chen Huang , Shuangfei Zhai , Walter Talbott , Miguel Angel Bautista , Shih-Yu Sun , Carlos Guestrin , Josh Susskind

Anisotropic mesh adaptation has been successfully applied to the numerical solution of partial differential equations but little considered for variational problems. In this paper, we investigate the use of a global hierarchical basis error…

Numerical Analysis · Mathematics 2015-03-17 Weizhang Huang , Lennard Kamenski , Xianping Li

We present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and…

Numerical Analysis · Mathematics 2022-12-07 Joakim Beck , Yang Liu , Erik von Schwerin , Raúl Tempone

In modern biomedical and econometric studies, longitudinal processes are often characterized by complex time-varying associations and abrupt regime shifts that are shared across correlated outcomes. Standard functional data analysis (FDA)…

Methodology · Statistics 2026-01-28 Baolin Chen , Mengfei Ran

The maximum (or minimum) generalized eigenvalue of symmetric positive semidefinite matrices that depend on optimization variables often appears as objective or constraint functions in structural topology optimization when we consider…

Optimization and Control · Mathematics 2024-05-09 Akatsuki Nishioka , Yoshihiro Kanno

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

In this paper we propose a proximal algorithm for minimizing an objective function of two block variables consisting of three terms: 1) a smooth function, 2) a nonsmooth function which is a composition between a strictly increasing,…

Optimization and Control · Mathematics 2022-09-15 Maryam Yashtini

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

We consider the problem of minimizing the sum of a convex function and a convex function composed with an injective linear mapping. For such problems, subject to a coercivity condition at fixed points of the corresponding Picard iteration,…

Optimization and Control · Mathematics 2018-02-07 Timo Aspelmeier , C. Charitha , D. Russell Luke

Variable stiffness is a key capability in biological and robotic systems, enabling adaptive interaction across tasks and environments. Mechanical metamaterials offer an alternative to conventional mechatronic solutions by encoding stiffness…

Soft Condensed Matter · Physics 2026-05-06 Hugo de Souza Oliveira , Michele Curatolo , Renate Sachse , Edoardo Milana

Amorphous solids tend to present an abundance of soft elastic modes, which diminish their transport properties, generate heterogeneities in their elastic response, and affect non-linear processes like thermal activation of plasticity. This…

Soft Condensed Matter · Physics 2016-06-22 Le Yan , Eric DeGiuli , Matthieu Wyart

In this work we introduce the class of unit-Weibull Autoregressive Moving Average models for continuous random variables taking values in $(0,1)$. The proposed model is an observation driven one, for which, conditionally on a set of…

Statistics Theory · Mathematics 2025-04-29 Guilherme Pumi , Taiane Schaedler Prass , Cleiton Guollo Taufemback

In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…

Statistical Mechanics · Physics 2026-01-27 Sang Yang , Zhixin Peng

We propose a new space-variant anisotropic regularisation term for variational image restoration, based on the statistical assumption that the gradients of the target image distribute locally according to a bivariate generalised Gaussian…

Numerical Analysis · Mathematics 2019-04-04 Luca Calatroni , Alessandro Lanza , Monica Pragliola , Fiorella Sgallari

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil