相关论文: Deep factorisation of the stable process II; poten…

This paper is concerned with the theoretical understanding of $\alpha$-stable sheets $U$ on $\mathbb{R}^d$. Our motivation for this is in the context of Bayesian inverse problems, where we consider these processes as prior distributions,…

We study the spectral expansion of the semigroup of a general stable process killed on the first exit from the positive half-line. Starting with the Wiener-Hopf factorization we obtain the q-resolvent density for the killed process, from…

Approximating the permanent of a complex-valued matrix is a fundamental problem with applications in Boson sampling and probabilistic inference. In this paper, we extend factor-graph-based methods for approximating the permanent of…

We discuss asymptotics for large random planar maps under the assumption that the distribution of the degree of a typical face is in the domain of attraction of a stable distribution with index $\alpha\in(1,2)$. When the number $n$ of…

We consider the inverse elastic scattering of incident plane compressional and shear waves from the knowledge of the far field patterns. Specifically, three direct sampling methods for location and shape reconstruction are proposed using…

This paper introduces the hierarchical interpolative factorization for elliptic partial differential equations (HIF-DE) in two (2D) and three dimensions (3D). This factorization takes the form of an approximate generalized LU/LDL…

In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…

Our work addresses a fundamental problem in the context of counterfactual inference for Markov Decision Processes (MDPs). Given an MDP path $\tau$, this kind of inference allows us to derive counterfactual paths $\tau'$ describing what-if…

We present theorems which provide the existence of invariant whiskered tori in finite-dimensional exact symplectic maps and flows. The method is based on the study of a functional equation expressing that there is an invariant torus. We…

Stable inverse systems for periodically time-varying plants are essential for feedforward control and iterative learning control of multirate and periodic systems, yet existing approaches either require complex-valued Floquet factors and…

This paper introduces the hierarchical interpolative factorization for integral equations (HIF-IE) associated with elliptic problems in two and three dimensions. This factorization takes the form of an approximate generalized LU…

We establish a new integral equation for the probability density of the exponential functional of a L\'evy process and provide a three-term (Wiener-Hopf type) factorisation of its law. We explain how these results complement the techniques…

The marginal maximum a posteriori probability (MAP) estimation problem, which calculates the mode of the marginal posterior distribution of a subset of variables with the remaining variables marginalized, is an important inference problem…

Consider the inverse problem of scattering of time-harmonic acoustic waves by an inhomogeneous medium with complex refractive index. We show that an approximate factorization method can be applied to reconstruct the support of the complex…

In this paper, locally Lipschitz, regular functions are utilized to identify and remove infeasible directions from set-valued maps that define differential inclusions. The resulting reduced set-valued map is point-wise smaller (in the sense…

Inference for latent feature models is inherently difficult as the inference space grows exponentially with the size of the input data and number of latent features. In this work, we use Kurihara & Welling (2008)'s maximization-expectation…

We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g_{\alpha}(x), 0 \leq x < \infty, 0 < \alpha < 1. We demonstrate that the knowledge of one such a distribution…

We propose and analyze a class of particle methods for the Vlasov equation with a strong external magnetic field in a torus configuration. In this regime, the time step can be subject to stability constraints related to the smallness of…

Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…

If a locally cartesian closed category carries a weak factorisation system, then the left maps are stable under pullback along right maps if and only if the right maps are closed under pushforward along right maps. We refer to this…