相关论文: Sparsity for Infinite-Parametric Holomorphic Funct…

This paper presents a research study focused on uncovering the hidden population distribution from the viewpoint of a variational non-Bayesian approach. It asserts that if the hidden probability density function (PDF) has continuous partial…

The analysis of whole-sky galaxy surveys commonly suffers from the problems of shot-noise and incomplete sky coverage (e.g. at the Zone of Avoidance). The orthogonal set of spherical harmonics is utilized here to expand the observed galaxy…

Let G be a connected, real, semisimple Lie group contained in its complexification G_C, and let K be a maximal compact subgroup of G. We construct a K_C-G double coset domain in G_C, and we show that the action of G on the K-finite vectors…

Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…

This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…

This work contributes to the limited literature on estimating the diffusivity or drift coefficient of nonlinear SPDEs driven by additive noise. Assuming that the solution is measured locally in space and over a finite time interval, we show…

We propose an extension of ergodic theory which focuses on the identification of ergodicity in terms of the uniqueness of the invariant measure. We first explain the concept for the doubling maps, which can be analyzed using Fourier…

Certain natural geometric approximation schemes are developed for Wiener measure on a compact Riemannian manifold. These approximations closely mimic the informal path integral formulas used in the physics literature for representing the…

By Girsanov's thoerem and using the existing log-Harnack inequality for distribution independent SDEs, the log-Harnack inequality is derived for path-distribution dependent stochastic Hamiltonian systems. As an application, the exponential…

We consider a general class of statistical experiments, in which an $n$-dimensional centered Gaussian random variable is observed and its covariance matrix is the parameter of interest. The covariance matrix is assumed to be…

Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of the underlying Gaussian germ. Several rotations have been proposed in the literature resulting in adaptations with different convergence properties. In this paper…

We provide convergence rates for space approximations of semi-linear stochastic differential equations with multiplicative noise in a Hilbert space. The space approximations we consider are spectral Galerkin and finite elements, and the…

We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random matrix ensembles. These quantities are spacing distributions…

In this paper, we simulate diffusion bridges by using an approximation of the Wiener-chaos expansion (WCE), or a Fourier-Hermite expansion, for a related diffusion process. Indeed, we consider the solution of stochastic differential…

This paper studies network information theory problems where the external noise is Gaussian distributed. In particular, the Gaussian broadcast channel with coherent fading and the Gaussian interference channel are investigated. It is shown…

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…

We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…

We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a general Gaussian process. We also prove results concerning…

We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observed, whose dimension equals the number of additive…