相关论文: On the error estimate for cubature on Wiener space

We derive curvature estimates for minimal submanifolds in Euclidean space for arbitrary dimension and codimension via Gauss map. Thus, Schoen-Simon-Yau's results and Ecker-Huisken's results are generalized to higher codimension. In this way…

Bayesian error analysis paves the way to the construction of credible and plausible error regions for a point estimator obtained from a given dataset. We introduce the concept of region accuracy for error regions (a generalization of the…

The goal of this research is to derive an approach to assess uncertainty in an arbitrary volume conditioned by sampling data, without using geostatistical simulation. We have accomplished this goal by deriving an numerical tool suitable for…

The formalism of Wiener filtering is developed here for the purpose of reconstructing the large scale structure of the universe from noisy, sparse and incomplete data. The method is based on a linear minimum variance solution, given data…

These notes represent a much expanded and updated version of the \textquotedblleft mini course\textquotedblright that the author gave at the ETH (Z\"{u}rich) and the University of Z\"{u}rich in February of 1995. The purpose of these notes…

This paper is related to our previous works [1][2] on the error estimate of the averaging technique, for systems with one fast angular variable. In the cited references, a general method (of mixed analytical and numerical type) has been…

We improve the error terms of some estimates related to counting lattices from recent work of L. Fukshansky, P. Guerzhoy and F. Luca (2017). This improvement is based on some analytic techniques, in particular on bounds of exponential sums…

Unitary errors, such as those arising from fault-tolerant compilation of quantum algorithms, systematically bias observable estimates. Correcting this bias typically requires additional resources, such as an increased number of non-Clifford…

We study cubature formulas for d-dimensional integrals with an arbitrary symmetric weight function of tensor product form. We present a construction that yields a high polynomial exactness: for fixed degree l=5 or l=7 and large dimension,…

This paper is a second part of our study of the Discrete Polyharmonic Cubature Formulas on the disc. It completes our study and provides a satisfactory cubature formula in terms of precision and number of evaluation points (coefficient of…

We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…

The expected value of some complex valued random vectors is computed by means of the indicator function of a designed experiment as known in algebraic statistics. The general theory is set-up and results are obtained for finite discrete…

A procedure for model reduction of stochastic ordinary differential equations with additive noise was recently introduced in [Colangeli-Duong-Muntean, Journal of Physics A: Mathematical and Theoretical, 2022], based on the Invariant…

This paper focusses on the formulation of numerical integration as an inferential task. To date, research effort has largely focussed on the development of Bayesian cubature, whose distributional output provides uncertainty quantification…

We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…

Wiener spaces are in many ways the decisive setting for fundamental results on Gaussian measures: large deviations (Schilder), quasi-invariance (Cameron--Martin), differential calculus (Malliavin), support description (Stroock--Varadhan),…

In this paper, a posteriori error estimates of functional type for a stationary diffusion problem with nonsymmetric coefficients are derived. The estimate is guaranteed and does not depend on any particular numerical method. An algorithm…

The correct computation of orbits of discrete dynamical systems on the interval is considered. Therefore, an arbitrary-precision floating-point approach based on automatic error analysis is chosen and a general algorithm is presented. The…

We generalize the Benjamini-Pemantle-Peres estimate relating hitting probability and Martin capacity to the setting of manifolds with Ricci curvature bounded below. As applications we obtain: (1) a sharp estimate for the probability that…

We compute bias, variance, and approximate confidence intervals for the efficiency of a random selection process under various special conditions that occur in practical data analysis. We consider the following cases: a) the number of…