相关论文: Convergence order of the geometric mean errors for…
We introduce discrete time Markov chains that preserve uniform measures on boxed plane partitions. Elementary Markov steps change the size of the box from (a x b x c) to ((a-1) x (b+1) x c) or ((a+1) x (b-1) x c). Algorithmic realization of…
Let $P$ be a Markov kernel on a measurable space $\X$ and let $V:\X\r[1,+\infty)$. This paper provides explicit connections between the $V$-geometric ergodicity of $P$ and that of finite-rank nonnegative sub-Markov kernels $\Pc_k$…
Quantum coherence is an important quantum resource and it is intimately related to various research fields. The geometric coherence is a coherence measure both operationally and geometrically. We study the trade-off relation of geometric…
In [Heimann, Lehrenfeld, Preu{\ss}, SIAM J. Sci. Comp. 45(2), 2023, B139 - B165] new geometrically unfitted space-time Finite Element methods for partial differential equations posed on moving domains of higher-order accuracy in space and…
The analysis of many problems of interest associated with Markov chains, e.g. stationary distributions, moments of first passage time distributions and moments of occupation time random variables, involves the solution of a system of linear…
This paper integrates two strands of the literature on stability of general state Markov chains: conventional, total variation based results and more recent order-theoretic results. First we introduce a complete metric over Borel…
Gaussian processes can be treated as subsets of a standard Hilbert space, however, the volume size relation between the underlying index space of random processes and its convex hull is not clear. The understanding of such volume size…
Quantum correlations in a composite system can be measured by resorting to a geometric approach, according to which the distance from the state of the system to a suitable set of classically correlated states is considered. Here we show…
Pseudo-Riemannian metrics with Levi-Civita connection in the projective class of a given torsion free affine connection can be obtained from (and are equivalent to) the maximal rank solutions of a certain overdetermined projectively…
A sequence $x_1,\dots,x_n,\dots$ of discrete-valued observations is generated according to some unknown probabilistic law (measure) $\mu$. After observing each outcome, one is required to give conditional probabilities of the next…
We examine gradient descent in matrix factorization and show that under large step sizes the parameter space develops a fractal structure. We derive the exact critical step size for convergence in scalar-vector factorization and show that…
Let $\gamma$ be a Gaussian measure on a locally convex space and $H$ be the corresponding Cameron-Martin space. It has been recently shown by L. Ambrosio and A. Figalli that the linear first-order PDE $$ \dot{\rho} + \mbox{div}_{\gamma}…
The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…
The primary objective of the present paper is to develop the theory of quantization dimension of an invariant measure associated with an iterated function system consisting of finite number of contractive infinitesimal similitudes in a…
We investigate in this work some situations where it is possible to estimate or determine the upper and the lower $q$-generalized fractal dimensions $D^{\pm}_{\mu}(q)$, $q\in\mathbb{R}$, of invariant measures associated with continuous…
We consider a general piecewise deterministic Markov process (PDMP) $X=\{X_t\}_{t\geqslant 0}$ with measure-valued generator $\mathcal{A}$, for which the conditional distribution function of the inter-occurrence time is not necessarily…
The paper considers quantitative versions of different randomness notions: algorithmic test measures the amount of non-randomness (and is infinite for non-random sequences). We start with computable measures on Cantor space (and Martin-Lof…
We consider a generalization of the multiple measurement vector (MMV) problem, where the measurement matrices are allowed to differ across measurements. This problem arises naturally when multiple measurements are taken over time, e.g., and…
The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix. The Markov tree theorem provides an explicit…
In applications with significant class imbalance or asymmetric costs, metrics such as the $F_\beta$-measure, AM measure, Jaccard similarity coefficient, and weighted accuracy offer more suitable evaluation criteria than standard binary…