相关论文: \delta-expansion and self-consistent calculation
To explain the decision of any model, we extend the notion of probabilistic Sufficient Explanations (P-SE). For each instance, this approach selects the minimal subset of features that is sufficient to yield the same prediction with high…
We give some explicit calculations for stable distributions and convergence to them, mainly based on less explicit results in Feller (1971). The main purpose is to provide ourselves with easy reference to explicit formulas and examples.…
Complexity Theory is highly interdisciplinary, therefore any regularities must hold on all levels of organization, independent on the nature of the system. An open question in science is how complex systems self-organize to produce emergent…
This note concerns bounded derivations on maximal triangular operator algebras on a Hilbert space. Given any bounded derivation $\delta$ on a maximal triangular algebra whose invariant lattice is continuous at 1, an operator which is shown…
In a previous paper an asymptotic expansion for lambda_d in powers of 1/d was developed. The results of computer computations for some terms in the expansion, as well as various quantities associated to the expansion, are herein presented.…
We obtain an error estimate between viscosity solutions and \delta-viscosity solutions of nonhomogeneous fully nonlinear uniformly elliptic equations. The main assumption, besides uniform ellipticity, is that the nonlinearity is…
We present an algorithm for minimizing an objective with hard-to-compute gradients by using a related, easier-to-access function as a proxy. Our algorithm is based on approximate proximal point iterations on the proxy combined with…
In large-scale modern data analysis, first-order optimization methods are usually favored to obtain sparse estimators in high dimensions. This paper performs theoretical analysis of a class of iterative thresholding based estimators defined…
For a tuple $(\theta_1,..,\theta_M)$ of complex number, buliding on the approximation techniques in earlier papers of this series, this paper engages in deducing lower estimates on the transcendence degree of the field generated by…
We consider a multidimensional diffusion X with drift coefficient b({\alpha},X(t)) and diffusion coefficient {\epsilon}{\sigma}({\beta},X(t)). The diffusion is discretely observed at times t_k=k{\Delta} for k=1..n on a fixed interval [0,T].…
We present modifications of the second-order Douglas stabilizing corrections method, which is a splitting method based on the implicit trapezoidal rule. Inclusion of an explicit term in a forward Euler way is straightforward, but this will…
The vivid contrast between two competing algorithms for solving Abel's equation $g(\theta(x)) = g(x) + 1$, given $\theta(x)$, is easily sketched. EJ is faster and more efficient, but ML evaluates a limit characterizing the principal…
Given a compact set $S$ and a uniformly discrete sequence $\La$, we show that "approximate interpolation" of delta--functions on $\La$ by a bounded sequence of $L^2-$functions with spectra in $S$ implies an estimate on measure of $S$…
The celebrated Heisenberg Uncertainty Principle \Delta x \Delta p\ge \hbar/2 can allow measurement accuracies less than \Delta x or \Delta p. Classical analog of this is known as sub-Fourier sensitivity. We illustrate this phenomenon in a…
We give a simple and direct proof that super-consistency implies the cut elimination property in deduction modulo. This proof can be seen as a simplification of the proof that super-consistency implies proof normalization. It also takes…
The method of self-consistent expansions is a powerful tool for handling strong coupling problems that might otherwise be beyond the reach of perturbation theory, providing surprisingly accurate approximations even at low order. First…
Merging asymptotic expansions of arbitrary length are established for the distribution functions and for the probabilities of suitably centered and normalized cumulative winnings in a full sequence of generalized St. Petersburg games,…
We provide a new version of delta theorem, that takes into account of high dimensional parameter estimation. We show that depending on the structure of the function, the limits of functions of estimators have faster or slower rate of…
The main aim of this paper is to study the growth of solutions of higher order linear differential equations using the concepts of $(\alpha ,\beta ,\gamma )$-order and $(\alpha ,\beta ,\gamma )$-type. We obtain some results which improve…
Suppose an investor aims at Delta hedging a European contingent claim $h(S(T))$ in a jump-diffusion model, but incorrectly specifies the stock price's volatility and jump sensitivity, so that any hedging strategy is calculated under a…