相关论文: Representation formulas for pairings between diver…

We introduce a novel class of sample-based explanations we term high-dimensional representers, that can be used to explain the predictions of a regularized high-dimensional model in terms of importance weights for each of the training…

Radon-Nikodym (RN) derivative between two measures arises naturally in the affine structure of the space of probability measures with densities. Entropy, free energy, relative entropy, and entropy production as mathematical concepts…

A new approach on the joint estimation of partially exchangeable observations is presented by constructing pairwise dependence between $m$ random density functions, each of which is modeled as a mixture of geometric stick breaking…

In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

Let A be a standard Borel space, and consider the space A^{\bbN^{(k)}} of A-valued arrays indexed by all size-k subsets of \bbN. This paper concerns random measures on such a space whose laws are invariant under the natural action of…

In this work we derive an inversion formula for the Laplace transform of a density observed on a curve in the complex domain, which generalizes the well known Post-Widder formula. We establish convergence of our inversion method and derive…

We estimate the concentration functions of $n$-fold convolutions of one-dimensional probability measures. The main result is a supplement to the results of G\"otze and Zaitsev (1998). We show that the estimation of concentration functions…

Dynamical mean-field approximations are performed to study the phase transition of a pair contact process with diffusion in different spatial dimensions. The level of approximation is extended up to 18-site clusters for the one-dimensional…

Integral representations are derived for the parabolic cylinder functions $U(a,x)$, $V(a,x)$ and $W(a,x)$ and their derivatives. The new integrals will be used in numerical algorithms based on quadrature. They follow from contour integrals…

We study the boundary traces of Newton-Sobolev, Hajlasz-Sobolev, and BV (bounded variation) functions. Assuming less regularity of the domain than is usually done in the literature, we show that all of these function classes achieve the…

Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…

Convexity properties of the entropy along displacement interpolations are crucial in the Lott-Sturm-Villani theory of lower bounded curvature of geodesic measure spaces. As discrete spaces fail to be geodesic, an alternate analogous theory…

It is well known that finite-dimensional polyhedral convex sets can be generated by finitely many points and finitely many directions. Representation formulas in this spirit are obtained for convex polyhedra and generalized convex polyhedra…

This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson--Dirichlet process $\operatorname {PD}(\alpha,\theta)$. We obtain distributional results yielding exact forms…

We prove that there exists a diffusion process whose invariant measure is the three dimensional polymer measure $\nu_\lambda$ for all $\lambda>0$. We follow in part a previous incomplete unpublished work of the first named author with M.…

In quantum field theory the vacuum expectation values of physical observables, bilinear in the field operator, diverge. Among the most important points in the investigations of those expectation values is the regularization of divergent…

We conduct non-asymptotic analysis on the mean-field variational inference for approximating posterior distributions in complex Bayesian models that may involve latent variables. We show that the mean-field approximation to the posterior…

This paper is devoted to the numerical analysis of the Hermite spectral method proposed in [14], which provides, in the semiclassical limit, an asymptotic preserving approximation of the von Neumann equation. More precisely, it relies on…