Related papers: Reweighted techniques: definition and asymptotic c…
We investigate a weighted Multilevel Richardson-Romberg extrapolation for the ergodic approximation of invariant distributions of diffusions adapted from the one introduced in~[Lemaire-Pag\`es, 2013] for regular Monte Carlo simulation. In a…
In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
In this paper we show that a methodology based on a sampling with the Gaussian function of kind $h\,{e^{ - {{\left( {t/c} \right)}^2}}}/\left( {{c}\sqrt \pi } \right)$, where ${c}$ and $h$ are some constants, leads to the Fourier transform…
In this present paper, it is proposed the renormalization techniques in the investigation of phase transition phenomena in $p$-adic statistical mechanics. We mainly study $p$-adic $\l$-model on the Cayley tree of order two. We consider…
It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…
This paper studies pressure-robustness for the axisymmetric Stokes problem. The transformation to cylindrical coordinates requires that the radially weighted velocity is divergence-free in the classical sense. Consequently, traditional…
We develop the asymptotic expansion theory for vector-valued sequences (F N) N $\ge$1 of random variables in terms of the convergence of the Stein-Malliavin matrix associated to the sequence F N. Our approach combines the classical Fourier…
We study the notion of reverse hypercontractivity. We show that reverse hypercontractive inequalities are implied by standard hypercontractive inequalities as well as by the modified log-Sobolev inequality. Our proof is based on a new…
The resummation of superfactorially divergent series represents a significant computational challenge in mathematical physics. In the present paper the resummation of a specific class of Stieltjes series characterized by a moment sequence…
We review and extend in several directions recent results on the asymptotic safety approach to quantum gravity. The central issue in this approach is the search of a Fixed Point having suitable properties, and the tool that is used is a…
In this paper, we give a new generalization of positive sectional curvature called positive weighted sectional curvature. It depends on a choice of Riemannian metric and a smooth vector field. We give several simple examples of Riemannian…
Methods were initiated by Mark Kac and Richard Feynman to evaluate random functionals of the form $\int^t_0V(X_s)ds$ for a nonnegative $V$ and a Markov process $X_t$. Their results evolved into the well known Feynman Kac formula.…
A new set of symmetric correction functions is presented for high-order flux reconstruction, that expands upon, while incorporating, all previous correction function sets and opens the possibility for improved performance. By considering FR…
Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…
Alternating minimization, or Fienup methods, have a long history in phase retrieval. We provide new insights related to the empirical and theoretical analysis of these algorithms when used with Fourier measurements and combined with convex…
We discuss Rayleigh-Ritz variational calculations with nonorthogonal basis sets that exhibit the correct asymptotic behaviour. We construct the suitable basis sets for general one-dimensional models and illustrate the application of the…
The main purpose of this paper is to investigate the strong approximation of the integrated empirical process. More precisely, we obtain the exact rate of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer…
We present an alternative to reweighting techniques for modifying distributions to account for a desired change in an underlying conditional distribution, as is often needed to correct for mis-modelling in a simulated sample. We employ…
A standard approach to computing expectations with respect to a given target measure is to introduce an overdamped Langevin equation which is reversible with respect to the target distribution, and to approximate the expectation by a…