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pro vyhledávání: '"Kendall, Wilfrid S."'
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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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
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
Autor:
Banerjee, Sayan, Kendall, Wilfrid S.
Maximal couplings are (probabilistic) couplings of Markov processes such that the tail probabilities of the coupling time attain the total variation lower bound (Aldous bound) uniformly for all time. Markovian (or immersion) couplings are couplings d
Externí odkaz:
http://arxiv.org/abs/1412.2647
Autor:
Kendall, Wilfrid S.
The use of barycentres in data analysis is illustrated, using as example a dataset of hurricane trajectories.
Comment: 19 pages, 7 figures. Contribution to Mardia festschrift "Geometry Driven Statistics". Version 2: added further reference to HU
Comment: 19 pages, 7 figures. Contribution to Mardia festschrift "Geometry Driven Statistics". Version 2: added further reference to HU
Externí odkaz:
http://arxiv.org/abs/1406.7173
Autor:
Kendall, Wilfrid S.
Consider an improper Poisson line process, marked by positive speeds so as to satisfy a scale-invariance property (actually, scale-equivariance). The line process can be characterized by its intensity measure, which belongs to a one-parameter family
Externí odkaz:
http://arxiv.org/abs/1403.1156