3,255 research outputs found
A Computer-Assisted Uniqueness Proof for a Semilinear Elliptic Boundary Value Problem
A wide variety of articles, starting with the famous paper (Gidas, Ni and
Nirenberg in Commun. Math. Phys. 68, 209-243 (1979)) is devoted to the
uniqueness question for the semilinear elliptic boundary value problem
-{\Delta}u={\lambda}u+u^p in {\Omega}, u>0 in {\Omega}, u=0 on the boundary of
{\Omega}, where {\lambda} ranges between 0 and the first Dirichlet Laplacian
eigenvalue. So far, this question was settled in the case of {\Omega} being a
ball and, for more general domains, in the case {\lambda}=0. In (McKenna et al.
in J. Differ. Equ. 247, 2140-2162 (2009)), we proposed a computer-assisted
approach to this uniqueness question, which indeed provided a proof in the case
{\Omega}=(0,1)x(0,1), and p=2. Due to the high numerical complexity, we were
not able in (McKenna et al. in J. Differ. Equ. 247, 2140-2162 (2009)) to treat
higher values of p. Here, by a significant reduction of the complexity, we will
prove uniqueness for the case p=3
Optimality of Universal Bayesian Sequence Prediction for General Loss and Alphabet
Various optimality properties of universal sequence predictors based on
Bayes-mixtures in general, and Solomonoff's prediction scheme in particular,
will be studied. The probability of observing at time , given past
observations can be computed with the chain rule if the true
generating distribution of the sequences is known. If
is unknown, but known to belong to a countable or continuous class \M
one can base ones prediction on the Bayes-mixture defined as a
-weighted sum or integral of distributions \nu\in\M. The cumulative
expected loss of the Bayes-optimal universal prediction scheme based on
is shown to be close to the loss of the Bayes-optimal, but infeasible
prediction scheme based on . We show that the bounds are tight and that no
other predictor can lead to significantly smaller bounds. Furthermore, for
various performance measures, we show Pareto-optimality of and give an
Occam's razor argument that the choice for the weights
is optimal, where is the length of the shortest program describing
. The results are applied to games of chance, defined as a sequence of
bets, observations, and rewards. The prediction schemes (and bounds) are
compared to the popular predictors based on expert advice. Extensions to
infinite alphabets, partial, delayed and probabilistic prediction,
classification, and more active systems are briefly discussed.Comment: 34 page
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