相关论文: Disagreement coupling of Gibbs processes with an a…

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

We introduce the notion of coupled embeddability, defined for maps on products of topological spaces. We use known results for nonsingular biskew and bilinear maps to generate simple examples and nonexamples of coupled embeddings. We study…

We extend the idea of approximating piecewise smooth univariate functions using rational approximation introduced in \cite{aka_bas-19a} to two-dimensional space. This article aims to implement the novel piecewise Maehly based…

Multivariate Poisson processes have many important applications in Insurance, Finance, and many other areas of Applied Probability. In this paper we study the backward simulation approach to modelling multivariate Poisson processes and…

Let $\xi=(\xi_t)$ be a locally finite $(2,\beta)$-superprocess in $\RR^d$ with $\beta<1$ and $d>2/\beta$. Then for any fixed $t>0$, the random measure $\xi_t$ can be a.s. approximated by suitably normalized restrictions of Lebesgue measure…

Stein's method provides a way of bounding the distance of a probability distribution to a target distribution $\mu$. Here we develop Stein's method for the class of discrete Gibbs measures with a density $e^V$, where $V$ is the energy…

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

We consider the numerical approximation of acoustic wave propagation problems by mixed BDM(k+1)-P(k) finite elements on unstructured meshes. Optimal convergence of the discrete velocity and super-convergence of the pressure by one order are…

We establish the incompressible limit of weakly asymmetric simple exclusion processes coupled through particle collisions. The incompressible limit depends on various parameters in the particle system and is linked to fluid dynamics…

We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

[B{\l}aszczyszyn, Yogeshwaran and Yukich (2019)] established central limit theorems for geometric statistics of point processes having fast decay dependence. As limit theorems are of limited use unless we understand their errors involved in…

The Dirichlet process mixture (DPM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as…

We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…

We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…

We focus on the estimation of the intensity of a Poisson process in the presence of a uniform noise. We propose a kernel-based procedure fully calibrated in theory and practice. We show that our adaptive estimator is optimal from the oracle…

We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…

Approximate Bayesian inference methods provide a powerful suite of tools for finding approximations to intractable posterior distributions. However, machine learning applications typically involve selecting actions, which -- in a Bayesian…

By a method inspired of the Stein's method, we derive an upper-bound of the Rubinstein distance between two absolutely continuous probability measures on configurations space. As an application, we show that the best way to approximate a…

We construct explicit easily implementable polynomial approximations of sufficiently high accuracy for locally constant functions on the union of disjoint segments. This problem has important applications in several areas of numerical…