Search results for "convergence [keyword]"
showing 10 items of 30 documents
Coupled conditional backward sampling particle filter
2020
The conditional particle filter (CPF) is a promising algorithm for general hidden Markov model smoothing. Empirical evidence suggests that the variant of CPF with backward sampling (CBPF) performs well even with long time series. Previous theoretical results have not been able to demonstrate the improvement brought by backward sampling, whereas we provide rates showing that CBPF can remain effective with a fixed number of particles independent of the time horizon. Our result is based on analysis of a new coupling of two CBPFs, the coupled conditional backward sampling particle filter (CCBPF). We show that CCBPF has good stability properties in the sense that with fixed number of particles, …
From Feynman–Kac formulae to numerical stochastic homogenization in electrical impedance tomography
2016
In this paper, we use the theory of symmetric Dirichlet forms to derive Feynman–Kac formulae for the forward problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities corresponding to different electrode models on bounded Lipschitz domains. Subsequently, we employ these Feynman–Kac formulae to rigorously justify stochastic homogenization in the case of a stochastic boundary value problem arising from an inverse anomaly detection problem. Motivated by this theoretical result, we prove an estimate for the speed of convergence of the projected mean-square displacement of the underlying process which may serve as the theoretical foundation for the de…
Optimal rates of convergence for persistence diagrams in Topological Data Analysis
2013
Computational topology has recently known an important development toward data analysis, giving birth to the field of topological data analysis. Topological persistence, or persistent homology, appears as a fundamental tool in this field. In this paper, we study topological persistence in general metric spaces, with a statistical approach. We show that the use of persistent homology can be naturally considered in general statistical frameworks and persistence diagrams can be used as statistics with interesting convergence properties. Some numerical experiments are performed in various contexts to illustrate our results.
Convergence Theorems for Varying Measures Under Convexity Conditions and Applications
2022
AbstractIn this paper, convergence theorems involving convex inequalities of Copson’s type (less restrictive than monotonicity assumptions) are given for varying measures, when imposing convexity conditions on the integrable functions or on the measures. Consequently, a continuous dependence result for a wide class of differential equations with many interesting applications, namely measure differential equations (including Stieltjes differential equations, generalized differential problems, impulsive differential equations with finitely or countably many impulses and also dynamic equations on time scales) is provided.
Analysis and approximation of one-dimensional scalar conservation laws with general point constraints on the flux
2016
We introduce and analyze a class of models with nonlocal point constraints for traffic flow through bottlenecks, such as exits in the context of pedestrians traffic and reduction of lanes on a road under construction in vehicular traffic. Constraints are defined based on data collected from non-local in space and/or in time observations of the flow. We propose a theoretical analysis and discretization framework that permits to include different data acquisition strategies; a numerical comparison is provided. Nonlocal constraint allows to model, e.g., the irrational behavior (" panic ") near the exit observed in dense crowds and the capacity drop at tollbooth in vehicular traffic. Existence …
The effects of fiscal policy shocks on the business environment
2021
Fiscal policy influences economic conditions through public spending and taxes, generating positive or negative impulses, both on short and long term. The present research focuses on analysing the effects of the discretionary changes in the fiscal policy in seven post-communist countries of the European Union during the period 2000–2018. The autoregressive distributed lag model (ARDL) has been applied in order to obtain the convergence rates to equilibrium with a clear analysis of the periods needed to achieve the long-run fiscal sustainability. Also, the error correction vector model (VECM), which is based on the autoregressive vector (VAR) model, has been used in the second part of the an…
Vacuum induced berry phase: Theory and experimental proposal
2003
We investigate quantum effects in geometric phases arising when a two-level system is interacting with a quantized electromagnetic field. When the system is adiabatically driven along a closed loop in the parameter space, signatures of the field quantization are observable in the geometric phase. We propose a feasible experiment to measure these effects in cavity QED and also analyse the semi-classical limit, recovering the usual Berry phase results.
The competitive development of flowers and ornamentals firms through the use of web-marketing strategies: a survey in the convergence objective regio…
2011
The growth of ICT, and in particular the integrated use of internet within firm marketing strategies, has brought about deep changes at both sector and firm level. Firm processes have been drastically modified in their communication and promotional aspects. In particular, firmcustomer relationships are changing and therefore internet represents a preferential means, not only for transferring the firm image in the global communication, but above all in order to build a dialogue and a continuous interaction which contribute to consumers’ fidelization. This empirical research proposal is to be considered in the framework of “Business to Consumer” relationships and is addressed to the flowers a…
Size-intensive decomposition of orbital energy denominators
2000
We introduce an alternative to Almlöf and Häser’s Laplace transform decomposition of orbital energy denominators used in obtaining reduced scaling algorithms in perturbation theory based methods. The new decomposition is based on the Cholesky decomposition of positive semidefinite matrices. We show that orbital denominators have a particular short and size-intensive Cholesky decomposition. The main advantage in using the Cholesky decomposition, besides the shorter expansion, is the systematic improvement of the results without the penalties encountered in the Laplace transform decomposition when changing the number of integration points in order to control the convergence. Applications will…
Modeling Atmospheric Turbulence via Rapid Distortion Theory: Spectral Tensor of Velocity and Buoyancy
2017
Abstract A spectral tensor model is presented for turbulent fluctuations of wind velocity components and temperature, assuming uniform vertical gradients in mean temperature and mean wind speed. The model is built upon rapid distortion theory (RDT) following studies by Mann and by Hanazaki and Hunt, using the eddy lifetime parameterization of Mann to make the model stationary. The buoyant spectral tensor model is driven via five parameters: the viscous dissipation rate ε, length scale of energy-containing eddies L, a turbulence anisotropy parameter , gradient Richardson number (Ri) representing the local atmospheric stability, and the rate of destruction of temperature variance . Model outp…