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We extend the branching process based numerical algorithm of Bouchard et al. [3], that is dedicated to semilinear PDEs (or BSDEs) with Lipschitz nonlinearity, to the case where the nonlinearity involves the gradient of the solution. As in…

Probability · Mathematics 2017-10-31 Bruno Bouchard , Xiaolu Tan , Xavier Warin

We develop a variant of Stein's method of comparison of generators to bound the Kolmogorov, total variation, and Wasserstein-1 distances between distributions on the real line. Our discrepancy is expressed in terms of the ratio of reverse…

Probability · Mathematics 2025-10-28 Paul Mansanarez , Guillaume Poly , Yvik Swan

Within the exact renormalisation group, the scaling solutions for O(N) symmetric scalar field theories are studied to leading order in the derivative expansion. The Gaussian fixed point is examined for d>2 dimensions and arbitrary infrared…

High Energy Physics - Theory · Physics 2015-06-26 Daniel F. Litim

In this paper, we establish the existence of extremals for two kinds of Stein-Weiss inequalities on the Heisenberg group. More precisely, we prove the existence of extremals for the Stein-Weiss inequalities with full weights in Theorem 1.1…

Classical Analysis and ODEs · Mathematics 2019-01-18 Lu Chen , Guozhen Lu , Chunxia Tao

This work is devoted to prove a linear profile decomposition for the Airy equation in $\dot{H}_x^{s_k}(\mathbb{R})$, where $s_k=(k-4)/2k$ and $k>4$. We also apply this decomposition to establish the existence of maximizers for a general…

Analysis of PDEs · Mathematics 2021-08-26 Luiz Gustavo Farah , Henrique Versieux

We study the existence of maximizers for a one-parameter family of Strichartz inequalities on the torus. In general maximizing sequences can fail to be precompact in $L^2(\mathbb T)$, and maximizers can fail to exist. We provide a…

Analysis of PDEs · Mathematics 2020-02-12 Oreoluwa Adekoya , John P. Albert

We study the combinatorial pure exploration problem Best-Set in stochastic multi-armed bandits. In a Best-Set instance, we are given $n$ arms with unknown reward distributions, as well as a family $\mathcal{F}$ of feasible subsets over the…

Machine Learning · Computer Science 2017-06-06 Lijie Chen , Anupam Gupta , Jian Li , Mingda Qiao , Ruosong Wang

Various types of expansions in series of Chebyshev-Hermite polynomials currently used in astrophysics for weakly non-normal distributions are compared, namely the Gram-Charlier, Gauss-Hermite and Edgeworth expansions. It is shown that the…

Astrophysics · Physics 2009-10-30 S. Blinnikov , R. Moessner

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

A method for detecting and approximating fault lines or surfaces, respectively, or decision curves in two and three dimensions with guaranteed accuracy is presented. Reformulated as a classification problem, our method starts from a set of…

Numerical Analysis · Mathematics 2023-02-17 Matthias Grajewski , Andreas Kleefeld

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and…

Numerical Analysis · Mathematics 2023-03-01 H. Egger , J. Giesselmann , T. Kunkel , N. Philippi

We apply the results of Andresen A. and Spokoiny V. on profile M-estimators and the alternating maximization procedure to analyse a sieve profile quasi maximum likelihood estimator in the single index model with linear index function. The…

Statistics Theory · Mathematics 2015-02-25 Andreas Andresen

We abstract and study \emph{reachability preservers}, a graph-theoretic primitive that has been implicit in prior work on network design. Given a directed graph $G = (V, E)$ and a set of \emph{demand pairs} $P \subseteq V \times V$, a…

Data Structures and Algorithms · Computer Science 2023-11-23 Amir Abboud , Greg Bodwin

The framework of feedback graphs is a generalization of sequential decision-making with bandit or full information feedback. In this work, we study an extension where the directed feedback graph is stochastic, following a distribution…

Machine Learning · Computer Science 2024-02-20 Emmanuel Esposito , Federico Fusco , Dirk van der Hoeven , Nicolò Cesa-Bianchi

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

Optimization and Control · Mathematics 2021-09-28 Monika Eisenmann , Tony Stillfjord , Måns Williamson

We extend the classical Heisenberg uncertainty principle to a fractional $L^p$ setting by investigating a novel class of uncertainty inequalities derived from the fractional Schr\"odinger equation. In this work, we establish the existence…

Classical Analysis and ODEs · Mathematics 2025-04-24 S. Hashemi Sababe , Amir Baghban

In this paper, we present a randomized extension of the deep splitting algorithm introduced in [Beck, Becker, Cheridito, Jentzen, and Neufeld (2021)] using random neural networks suitable to approximately solve both high-dimensional…

Numerical Analysis · Mathematics 2025-01-07 Ariel Neufeld , Philipp Schmocker , Sizhou Wu

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…

General Relativity and Quantum Cosmology · Physics 2011-11-08 Michele Vallisneri

We consider the problem of numerically approximating the solutions to an elliptic partial differential equation (PDE) for which the boundary conditions are lacking. To alleviate this missing information, we assume to be given measurement…

Numerical Analysis · Mathematics 2024-06-07 Andrea Bonito , Diane Guignard
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