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This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about random matrix variate distributions: 1) Modeling of two or more probabilistically dependent random variables in all possible combinations whether univariate, vector and matrix simultaneously. 2) Expected marginal distributions under independence and joint estimation of models under likelihood functions of dependent samples. 3) Definition of a likelihood function for dependent samples in the mentioned random dimensions and under real normed division algebras. The corresponding real distributions are alternative approaches to the existing univariate and vector variate copulas, with the additional advantages previously listed. An application for quaternionic algebra is illustrated by a computable dependent sample joint distribution for landmark data emerged from shape theory.

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This paper addresses important weaknesses in current methodology for the estimation of multivariate extreme event distributions. The estimation of the residual dependence index $\eta \in (0,1]$ is notoriously problematic. We introduce a flexible class of reduced-bias estimators for this parameter, designed to ameliorate the usual problems of threshold selection through a unified approach to the familiar margins standardisation. We derive the associated asymptotic properties. The efficacy of the proposed semi-parametric inference on $\eta$ stems from a hitherto neglected exponentially decaying term in the hidden regular variation characterisation. Simulation studies to assess the performance for finite samples over a range of standard copulas indicate an improved performance, relative to the existing standard methods such as the Hill estimator. Our leading application illustrates how asymptotic independence can be discerned from monsoon-related rainfall occurrences at different locations in Ghana. The considerations involved in extending this framework to feasible inference on the extreme value index attached to domains of attraction are briefly discussed.

The present work concerns the derivation of a numerical scheme to approximate weak solutions of the Euler equations with a gravitational source term. The designed scheme is proved to be fully well-balanced since it is able to exactly preserve all moving equilibrium solutions, as well as the corresponding steady solutions at rest obtained when the velocity vanishes. Moreover, the proposed scheme is entropy-preserving since it satisfies all fully discrete entropy inequalities. In addition, in order to satisfy the required admissibility of the approximate solutions, the positivity of both approximate density and pressure is established. Several numerical experiments attest the relevance of the developed numerical method.

Precision matrices are crucial in many fields such as social networks, neuroscience, and economics, representing the edge structure of Gaussian graphical models (GGMs), where a zero in an off-diagonal position of the precision matrix indicates conditional independence between nodes. In high-dimensional settings where the dimension of the precision matrix $p$ exceeds the sample size $n$ and the matrix is sparse, methods like graphical Lasso, graphical SCAD, and CLIME are popular for estimating GGMs. While frequentist methods are well-studied, Bayesian approaches for (unstructured) sparse precision matrices are less explored. The graphical horseshoe estimate by \citet{li2019graphical}, applying the global-local horseshoe prior, shows superior empirical performance, but theoretical work for sparse precision matrix estimations using shrinkage priors is limited. This paper addresses these gaps by providing concentration results for the tempered posterior with the fully specified horseshoe prior in high-dimensional settings. Moreover, we also provide novel theoretical results for model misspecification, offering a general oracle inequality for the posterior.

This manuscript seeks to bridge two seemingly disjoint paradigms of nonparametric regression estimation based on smoothness assumptions and shape constraints. The proposed approach is motivated by a conceptually simple observation: Every Lipschitz function is a sum of monotonic and linear functions. This principle is further generalized to the higher-order monotonicity and multivariate covariates. A family of estimators is proposed based on a sample-splitting procedure, which inherits desirable methodological, theoretical, and computational properties of shape-restricted estimators. Our theoretical analysis provides convergence guarantees of the estimator under heteroscedastic and heavy-tailed errors, as well as adaptive properties to the complexity of the true regression function. The generality of the proposed decomposition framework is demonstrated through new approximation results, and extensive numerical studies validate the theoretical properties and empirical evidence for the practicalities of the proposed estimation framework.

The problem of computing posterior functionals in general high-dimensional statistical models with possibly non-log-concave likelihood functions is considered. Based on the proof strategy of [49], but using only local likelihood conditions and without relying on M-estimation theory, nonasymptotic statistical and computational guarantees are provided for a gradient based MCMC algorithm. Given a suitable initialiser, these guarantees scale polynomially in key algorithmic quantities. The abstract results are applied to several concrete statistical models, including density estimation, nonparametric regression with generalised linear models and a canonical statistical non-linear inverse problem from PDEs.

In scientific and engineering applications, solving partial differential equations (PDEs) across various parameters and domains normally relies on resource-intensive numerical methods. Neural operators based on deep learning offered a promising alternative to PDEs solving by directly learning physical laws from data. However, the current neural operator methods were limited to solve PDEs on fixed domains. Expanding neural operators to solve PDEs on various domains hold significant promise in medical imaging, engineering design and manufacturing applications, where geometric and parameter changes are essential. This paper presents a novel neural operator learning framework for solving PDEs with various domains and parameters defined for physical systems, named diffeomorphism neural operator (DNO). The main idea is that a neural operator learns in a generic domain which is diffeomorphically mapped from various physics domains expressed by the same PDE. In this way, the challenge of operator learning on various domains is transformed into operator learning on the generic domain. The generalization performance of DNO on different domains can be assessed by a proposed method which evaluates the geometric similarity between a new domain and the domains of training dataset after diffeomorphism. Experiments on Darcy flow, pipe flow, airfoil flow and mechanics were carried out, where harmonic and volume parameterization were used as the diffeomorphism for 2D and 3D domains. The DNO framework demonstrated robust learning capabilities and strong generalization performance across various domains and parameters.

Learning tasks play an increasingly prominent role in quantum information and computation. They range from fundamental problems such as state discrimination and metrology over the framework of quantum probably approximately correct (PAC) learning, to the recently proposed shadow variants of state tomography. However, the many directions of quantum learning theory have so far evolved separately. We propose a general mathematical formalism for describing quantum learning by training on classical-quantum data and then testing how well the learned hypothesis generalizes to new data. In this framework, we prove bounds on the expected generalization error of a quantum learner in terms of classical and quantum information-theoretic quantities measuring how strongly the learner's hypothesis depends on the specific data seen during training. To achieve this, we use tools from quantum optimal transport and quantum concentration inequalities to establish non-commutative versions of decoupling lemmas that underlie recent information-theoretic generalization bounds for classical machine learning. Our framework encompasses and gives intuitively accessible generalization bounds for a variety of quantum learning scenarios such as quantum state discrimination, PAC learning quantum states, quantum parameter estimation, and quantumly PAC learning classical functions. Thereby, our work lays a foundation for a unifying quantum information-theoretic perspective on quantum learning.

Complex conjugate matrix equations (CCME) have aroused the interest of many researchers because of computations and antilinear systems. Existing research is dominated by its time-invariant solving methods, but lacks proposed theories for solving its time-variant version. Moreover, artificial neural networks are rarely studied for solving CCME. In this paper, starting with the earliest CCME, zeroing neural dynamics (ZND) is applied to solve its time-variant version. Firstly, the vectorization and Kronecker product in the complex field are defined uniformly. Secondly, Con-CZND1 model and Con-CZND2 model are proposed and theoretically prove convergence and effectiveness. Thirdly, three numerical experiments are designed to illustrate the effectiveness of the two models, compare their differences, highlight the significance of neural dynamics in the complex field, and refine the theory related to ZND.

We use Stein characterisations to derive new moment-type estimators for the parameters of several truncated multivariate distributions in the i.i.d. case; we also derive the asymptotic properties of these estimators. Our examples include the truncated multivariate normal distribution and truncated products of independent univariate distributions. The estimators are explicit and therefore provide an interesting alternative to the maximum-likelihood estimator (MLE). The quality of these estimators is assessed through competitive simulation studies, in which we compare their behaviour to the performance of the MLE and the score matching approach.

For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for the multi-dimensional variable-order fractional Laplacian defined by a hypersingular integral. We prove that the scheme is of second-order convergence and apply the developed finite difference scheme to solve various equations with the variable-order fractional Laplacian. We present a fast solver with quasi-linear complexity of the scheme for computing variable-order fractional Laplacian and corresponding PDEs. Several numerical examples demonstrate the accuracy and efficiency of our algorithm and verify our theory.

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