Related papers: Stable convergence of multiple Wiener-It\^{o} inte…
We combine Malliavin calculus with Stein's method to derive bounds for the Variance-Gamma approximation of functionals of isonormal Gaussian processes, in particular of random variables living inside a fixed Wiener chaos induced by such a…
Wigner integrals and the corresponding Wigner chaos were introduced by P. Biane and R. Speicher in 1998 as a non-commutative counterpart of classical Wiener-It\^o integrals and the corresponding Wiener-It\^o chaos, respectively, in free…
For a given target density, there exist an infinite number of diffusion processes which are ergodic with respect to this density. As observed in a number of papers, samplers based on nonreversible diffusion processes can significantly…
We consider measurable and topological dynamical systems over locally compact abelian groups. Our main observation relates convergence of Wiener-Wintner type averages to eigenvalues of the dynamical system in question. As a consequence we…
Infinite divisibility of a class of two-dimensional vectors with components in the second Wiener chaos is studied. Necessary and sufficient conditions for infinite divisibility is presented as well as more easily verifiable sufficient…
We study uniquely ergodic dynamical systems over locally compact, sigma-compact Abelian groups. We characterize uniform convergence in Wiener/Wintner type ergodic theorems in terms of continuity of the limit. Our results generalize and…
This paper tackles efficient methods for Bayesian inverse problems with priors based on Whittle--Mat\'ern Gaussian random fields. The Whittle--Mat\'ern prior is characterized by a mean function and a covariance operator that is taken as a…
We establish the weak convergence of inertial Krasnoselskii-Mann iterations towards a common fixed point of a family of quasi-nonexpansive operators, along with estimates for the non-asymptotic rate at which the residuals vanish. Strong and…
We consider the Euler alignment system with mildly singular interaction kernels. When the local repulsion term is of the fractional type, global in time existence of smooth solutions was proved…
We study the multivariate deconvolution problem of recovering the distribution of a signal from independent and identically distributed observations additively contaminated with random errors (noise) from a known distribution. For errors…
We prove global equivariant refinements of Miller's stable splittings of the infinite orthogonal, unitary and symplectic groups, and more generally of the spaces $O/O(m)$, $U/U(m)$ and $Sp/Sp(m)$. As such, our results encode compatible…
We prove that the most common filtering procedure for nodal discontinuous Galerkin (DG) methods is stable. The proof exploits that the DG approximation is constructed from polynomial basis functions and that integrals are approximated with…
We prove a sharp quantitative version of recent Faber-Krahn inequalities for the continuous Wavelet transforms associated to a certain family of Cauchy wavelet windows . Our results are uniform on the parameters of the family of Cauchy…
This paper deals with iteration stable (STIT) tessellations, and, more generally, with a certain class of tessellations that are infinitely divisible with respect to iteration. They form a new, rich and flexible class of spatio-temporal…
Estimation of covariance matrices or their inverses plays a central role in many statistical methods. For these methods to work reliably, estimated matrices must not only be invertible but also well-conditioned. In this paper we present an…
Gaussian Processes (GPs) are a versatile method that enables different approaches towards learning for dynamics and control. Gaussianity assumptions appear in two dimensions in GPs: The positive semi-definite kernel of the underlying…
Making use of the Whittaker-Shannon interpolation formula with shifted sampling points, we propose in this paper a well-posed semi-discretization of the stationary Wigner equation with inflow BCs. The convergence of the solutions of the…
In this paper, we first establish well-posedness of McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs) with common noise, possibly with coefficients having super-linear growth in the state variable. Second, we present…
Discrete state spaces represent a major computational challenge to statistical inference, since the computation of normalisation constants requires summation over large or possibly infinite sets, which can be impractical. This paper…
A general class of solutions of Einstein's equation for a slowly rotating fluid source, with supporting internal pressure, is matched using Lichnerowicz junction conditions, to the Kerr metric up to and including first order terms in…