相关论文: Higher order expansions via Stein method

We propose a new simple construction of a coupling at a fixed time of two sub-Riemannian Brownian motions on the Heisenberg group and on the free step 2 Carnot groups. The construction is based on a Legendre expansion of the standard…

This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive…

A higher-order numerical method is presented for scalar valued, coupled forward-backward stochastic differential equations. Unlike most classical references, the forward component is not only discretized by an Euler-Maruyama approximation…

The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence. A general result (Theorem…

In this article we provide new applications for exponential approximation using the framework of Pek\"oz and R\"ollin (in press), which is based on Stein's method. We give error bounds for the nearly critical Galton-Watson process…

In this work, we propose a novel formulation for the solution of partial differential equations using finite element methods on unfitted meshes. The proposed formulation relies on the discrete extension operator proposed in the aggregated…

By combining the Malliavin calculus with Fourier techniques, we develop a high-order asymptotic expansion theory for a sequence of vector-valued random variables. Our asymptotic expansion formulas give the development of the characteristic…

The newly developed single trajectory quadrature method is applied to a two-dimensional example. The results based on different versions of new perturbation expansion and the new Green's function deduced from this method are compared to…

With the use of tensor product of Hilbert space, and a diagonalization procedure from operator theory, we derive an approximation formula for a general class of stochastic integrals. Further we establish a generalized Fourier expansion for…

We propose a new asymptotic expansion method for nonlinear filtering, based on a small parameter in the system noise. The conditional expectation is expanded as a power series in the noise level, with each coefficient computed by solving a…

In this paper, a centred universal high-order finite volume method for solving hyperbolic balance laws is presented. The scheme belongs to the family of ADER methods where the Generalized Riemann Problems (GRP) is a building block. The…

Consider a homogeneous Poisson process in $\mathbb{R}^d$, $d \ge 1$. Let $R_1 < R_2 < \dots$ be the distances of the points from the origin, and let $S = R_1^{-\gamma} + R_2^{-\gamma} + \dots$, where $\gamma > d$ is a parameter. Let…

In this paper, we propose and analyze the extrapolation method and asymptotically exact a posterior error estimate for eigenvalues of the Morley element. We establish an asymptotic expansion of eigenvalues, and prove an optimal result for…

We present an extension to the Poisson-Boltzmann model where the dipolar features of solvent molecules are taken explicitly into account. The formulation is derived at mean-field level and can be extended to any order in a systematic…

We propose a fast and scalable variational method for Bayesian inference in high-dimensional parameter space, which we call projected Stein variational Newton (pSVN) method. We exploit the intrinsic low-dimensional geometric structure of…

By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…

This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way to invoke Stein's method for this problem was to use the…

In this note we consider splitting methods based on linear multistep methods and stabilizing corrections. To enhance the stability of the methods, we employ an idea of Bruno & Cubillos (2016) who combine a high-order extrapolation formula…

In this paper we develop a framework for multivariate functional approximation by a suitable Gaussian process via an exchangeable pairs coupling that satisfies a suitable approximate linear regression property, thereby building on work by…

The exponential B-spline basis function set is used to develop a collocation method for some initial boundary value problems (IBVPs) to the Gardner equation. The Gardner equation has two nonlinear terms, namely quadratic and cubic ones. The…