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pro vyhledávání: '"Kendall, Wilfrid"'
We study optimal Markovian couplings of Markov processes, where the optimality is understood in terms of minimization of concave transport costs between the time-marginal distributions of the coupled processes. We provide explicit constructions of su
Externí odkaz:
http://arxiv.org/abs/2210.11251
Publikováno v:
Technometrics, 64(3):370-383, 2022
Surface metrology is the area of engineering concerned with the study of geometric variation in surfaces. This paper explores the potential for modern techniques from spatial statistics to act as generative models for geometric variation in 3D-printe
Externí odkaz:
http://arxiv.org/abs/2111.07745
Akademický článek
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For sufficiently smooth targets of product form it is known that the variance of a single coordinate of the proposal in RWM (Random walk Metropolis) and MALA (Metropolis adjusted Langevin algorithm) should optimally scale as $n^{-1}$ and as $n^{-\fra
Externí odkaz:
http://arxiv.org/abs/1910.09485
Autor:
Kendall, Wilfrid Stephen
We study scale-invariant Rayleigh Random Flights ("RRF") in random environments given by planar Scale-Invariant Random Spatial Networks ("SIRSN") based on speed-marked Poisson line processes. A natural one-parameter family of such RRF (with scale-inv
Externí odkaz:
http://arxiv.org/abs/1908.08481
Consider a separable Banach space $ \mathcal{W}$ supporting a non-trivial Gaussian measure $\mu$. The following is an immediate consequence of the theory of Gaussian measure on Banach spaces: there exist (almost surely) successful couplings of two $\
Externí odkaz:
http://arxiv.org/abs/1705.08300
Autor:
Banerjee, Sayan, Kendall, Wilfrid S.
We show how to build an immersion coupling of a two-dimensional Brownian motion $(W_1, W_2)$ along with $\binom{n}{2} + n= \tfrac12n(n+1)$ integrals of the form $\int W_1^iW_2^j \circ dW_2$, where $j=1,\ldots,n$ and $i=0, \ldots, n-j$ for some fixed
Externí odkaz:
http://arxiv.org/abs/1705.01600
The "Planning in the Early Medieval Landscape" project (PEML)
Externí odkaz:
http://arxiv.org/abs/1704.07342
This paper develops the use of Dirichlet forms to deliver proofs of optimal scaling results for Markov chain Monte Carlo algorithms (specifically, Metropolis-Hastings random walk samplers) under regularity conditions which are substantially weaker th
Externí odkaz:
http://arxiv.org/abs/1606.01528
Autor:
Banerjee, Sayan, Kendall, Wilfrid S.
This is a case study concerning the rate at which probabilistic coupling occurs for nilpotent diffusions. We focus on the simplest case of Kolmogorov diffusion (Brownian motion together with its time integral, or, slightly more generally, together wi
Externí odkaz:
http://arxiv.org/abs/1506.04804