Concept
Mixing (mathematics)
Related publications (32)
Lp-regularity theory for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise F-center dot:partial derivative(t)u = aijuxixj +biuxi + cu - bu1+beta +xi u1+gamma F-center dot, (t, x) is ...
San Diego2023HIERARCHICAL MARKOV CHAIN MONTE CARLO METHODS FOR BAYESIAN INVERSE PROBLEMS
This thesis is devoted to the construction, analysis, and implementation of two types of hierarchical Markov Chain Monte Carlo (MCMC) methods for the solution of large-scale Bayesian Inverse Problems (BIP).The first hierarchical method we present is based ...
EPFL2022Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation
This work aims to study the effects of wind uncertainties in civil engineering structural design. Optimising the design of a structure for safety or operability without factoring in these uncertainties can result in a design that is not robust to these per ...
EPFL2022Forward-reflected-backward method with variance reduction
Volkan Cevher, Ahmet Alacaoglu
We propose a variance reduced algorithm for solving monotone variational inequalities. Without assuming strong monotonicity, cocoercivity, or boundedness of the domain, we prove almost sure convergence of the iterates generated by the algorithm to a soluti ...
2021Generalized parallel tempering on Bayesian inverse problems
Fabio Nobile, Juan Pablo Madrigal Cianci
In the current work we present two generalizations of the Parallel Tempering algorithm in the context of discrete-timeMarkov chainMonteCarlo methods for Bayesian inverse problems. These generalizations use state-dependent swapping rates, inspired by the so ...
SPRINGER2021A decomposition of multicorrelation sequences for commuting transformations along primes
A decomposition of multicorrelation sequences for commuting transformations along primes, Discrete Analysis 2021:4, 27 pp. Szemerédi's theorem asserts that for every positive integer and every there exists such that every subset of ${1, ...
2021A generalization of Kátai's orthogonality criterion with applications
We study properties of arithmetic sets coming from multiplicative number theory and obtain applications in the theory of uniform distribution and ergodic theory. Our main theorem is a generalization of Kátai's orthogonality cri ...
2019