相关论文: On the symbol error probability of regular polytop…
The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…
We present an approximate calculation for the distribution of the maximum of a smooth stationary temporal signal X(t). As an application, we compute the persistence exponent associated to the probability that the process remains below a…
Verification of PCTL properties of MDPs with convex uncertainties has been investigated recently by Puggelli et al. However, model checking algorithms typically suffer from state space explosion. In this paper, we address probabilistic…
We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or $\mathbb{L}_2$-norms of kernel estimators. We point out necessary and sufficient…
We provide a streamlined proof and improved estimates for the weak multivariate Gnedenko law of large numbers on concentration of random polytopes within the space of convex bodies (in a fixed or a high dimensional setting), as well as a…
We estimate convex polytopes and general convex sets in $\mathbb R^d,d\geq 2$ in the regression framework. We measure the risk of our estimators using a $L^1$-type loss function and prove upper bounds on these risks. We show that, in the…
In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard…
The problem of estimating the delays and amplitudes of a positive stream of pulses appears in many applications, such as single-molecule microscopy. This paper suggests estimating the delays and amplitudes using a convex program, which is…
This paper studies the partial estimation of Gaussian graphical models from high-dimensional empirical observations. We derive a convex formulation for this problem using $\ell_1$-regularized maximum-likelihood estimation, which can be…
For a $d$-dimensional random vector $X$, let $p_{n, X}(\theta)$ be the probability that the convex hull of $n$ independent copies of $X$ contains a given point $\theta$. We provide several sharp inequalities regarding $p_{n, X}(\theta)$ and…
Exact integral expressions of the skew orthogonal polynomials involved in Orthogonal (beta=1) and Symplectic (beta=4) random matrix ensembles are obtained: the (even rank) skew orthogonal polynomials are average characteristic polynomials…
There is a remarkable well-known connection between the G$(4,n)$ cluster algebra and $n$-particle amplitudes in $\mathcal{N}=4$ SYM theory. For $n \ge 8$ two long-standing open questions have been to find a mathematically natural way to…
After a short review of the historical milestones on normal numbers, we introduce the Borel numbers as the reals admitting a probability function on their different bases representations. In this setting, we provide two probabilistic…
Flexible systems are linear systems of inclusions in which the elements of the coefficient matrix are external numbers in the sense of nonstandard analysis. External numbers represent real numbers with small, individual error terms. Using…
Polytopes are the basic finite data structures for convex sets: they appear as feasible regions in linear optimization, as geometric summaries in algorithms, and as random objects in stochastic geometry. A natural geometric question is…
A method for calculating the pressure tensor in constant-volume Monte Carlo simulations of convex bodies is presented. In contrast to other approaches, the method requires only an isotropic scaling of the simulation box, and the counting of…
We prove the four-dimensional Gaussian random vector maximum conjecture. This conjecture asserts that among all centered Gaussian random vectors $X=(X_1,X_2,X_3,X_4)$ with $E[X_i^2]=1$, $1\le i\le 4$, the expectation…
Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under various conditions. A esult potentially applicable in a…
We prove a general theorem providing smoothed analysis estimates for conic condition numbers of problems of numerical analysis. Our probability estimates depend only on geometric invariants of the corresponding sets of ill-posed inputs.…
A probability distribution function is presented which provides a realistic description of the detection of scattered photons. The resulting probabilities can be described analytically by means of a superposition of several special…