相关论文: Approximation of Discontinuous Signals by Exponent…

An important mathematical tool in the analysis of dynamical systems is the approximation of the reach set, i.e., the set of states reachable after a given time from a given initial state. This set is difficult to compute for complex systems…

We consider both finite and infinite power chi expansions of $f$-divergences derived from Taylor's expansions of smooth generators, and elaborate on cases where these expansions yield closed-form formula, bounded approximations, or analytic…

Motivated by applications to multi-antenna wireless networks, we propose a distributed and asynchronous algorithm for stochastic semidefinite programming. This algorithm is a stochastic approximation of a continous- time matrix exponential…

This thesis studies high-dimensional, continuous-valued pairwise Markov Random Fields. We are particularly interested in approximating pairwise densities whose logarithm belongs to a Sobolev space. For this problem we propose the method of…

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

It is well-known that each statistic in the family of power divergence statistics, across $n$ trials and $r$ classifications with index parameter $\lambda\in\mathbb{R}$ (the Pearson, likelihood ratio and Freeman-Tukey statistics correspond…

This paper demonstrates that the space of piecewise smooth functions can be well approximated by the space of functions defined by a set of simple (non-linear) operations on smooth uniform splines. The examples include bivariate functions…

We consider approximations of general continuous functions on finite-dimensional cubes by general deep ReLU neural networks and study the approximation rates with respect to the modulus of continuity of the function and the total number of…

In this paper we analyze the behavior of system approximation processes for stable linear time-invariant (LTI) systems and signals in the Paley-Wiener space PW_\pi^1. We consider approximation processes, where the input signal is not…

The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coefficients that appear in the infinitesimal generator of the…

Uniform sampling of simple graphs having a given degree sequence is a known problem with exponential complexity in the square of the mean degree. For undirected graphs, randomised approximation algorithms have nonetheless been shown to…

This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit the linearity of the chemical master equation and its matrix exponential exact solution. These algorithms make use of various approximations of the…

For an ergodic Brownian diffusion with invariant measure $\nu$, we consider a sequence of empirical distributions ($\nu$n) n$\ge$1 associated with an approximation scheme with decreasing time step ($\gamma$n) n$\ge$1 along an adapted…

A comprehensive numerical study of self-avoiding walks (SAW's) on randomly diluted lattices in two and three dimensions is carried out. The critical exponents $\nu$ and $\chi$ are calculated for various different occupation probabilities,…

In this paper we develop the Direct Method in the Calculus of Variations for free-discontinuity energies whose bulk and surface densities exhibit superlinear growth, respectively for large gradients and small jump amplitudes. A distinctive…

We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…

Under a complex technical condition, similar to such used in extreme value theory, we find the rate q(\epsilon)^{-1} at which a stochastic process with stationary increments \xi should be sampled, for the sampled process \xi(\lfloor\cdot…

We use a Mellin-Barnes integral representation for the Lerch transcendent $\Phi(z,s,a)$ to obtain large $z$ asymptotic approximations. The simplest divergent asymptotic approximation terminates in the case that $s$ is an integer. For…

This paper derives the asymptotic distribution of the normalized $k$-th maximum order statistics of a sequence of non-central chi-square random variables with non-identical non-centrality parameter. We demonstrate the utility of these…

We consider the survival probability $f(t)$ of a random walk with a constant hopping rate $w$ on a host lattice of fractal dimension $d$ and spectral dimension $d_s\le 2$, with spatially correlated traps. The traps form a sublattice with…