2,741 research outputs found
Explicit error bounds for lazy reversible Markov Chain Monte Carlo
We prove explicit, i.e., non-asymptotic, error bounds for Markov Chain Monte
Carlo methods, such as the Metropolis algorithm. The problem is to compute the
expectation (or integral) of f with respect to a measure which can be given by
a density with respect to another measure. A straight simulation of the desired
distribution by a random number generator is in general not possible. Thus it
is reasonable to use Markov chain sampling with a burn-in. We study such an
algorithm and extend the analysis of Lovasz and Simonovits (1993) to obtain an
explicit error bound
A new perspective on the Propagation-Separation approach: Taking advantage of the propagation condition
The Propagation-Separation approach is an iterative procedure for pointwise
estimation of local constant and local polynomial functions. The estimator is
defined as a weighted mean of the observations with data-driven weights. Within
homogeneous regions it ensures a similar behavior as non-adaptive smoothing
(propagation), while avoiding smoothing among distinct regions (separation). In
order to enable a proof of stability of estimates, the authors of the original
study introduced an additional memory step aggregating the estimators of the
successive iteration steps. Here, we study theoretical properties of the
simplified algorithm, where the memory step is omitted. In particular, we
introduce a new strategy for the choice of the adaptation parameter yielding
propagation and stability for local constant functions with sharp
discontinuities.Comment: 28 pages, 5 figure
Translation conditional models for protein coding sequences
A coding sequence is defined as a DNA sequence coding the primary structure of a protein (a polypeptide). Such a sequence must satisfy a specific constraint, which consists in coding a functional protein, As the genetic code is degenerated, there exists, for a given polypeptide, a set of synonymous sequences which would code the same polypeptide, Translation conditional models are being defined on such sets. The aim of this paper is to give a common formalism, Besides the codon bias model, a few other conditional models will be defined. Statistical estimators and comparison methods will be briefly presented. These models can be used for gene classification, or to find out, in a real sequence, remarkable features. An example will be presented on Escherichia coli genes
Discontinuous information in the worst case and randomized settings
We believe that discontinuous linear information is never more powerful than
continuous linear information for approximating continuous operators. We prove
such a result in the worst case setting. In the randomized setting we consider
compact linear operators defined between Hilbert spaces. In this case, the use
of discontinuous linear information in the randomized setting cannot be much
more powerful than continuous linear information in the worst case setting.
These results can be applied when function evaluations are used even if
function values are defined only almost everywhere
Global Saturation of Regularization Methods for Inverse Ill-Posed Problems
In this article the concept of saturation of an arbitrary regularization
method is formalized based upon the original idea of saturation for spectral
regularization methods introduced by A. Neubauer in 1994. Necessary and
sufficient conditions for a regularization method to have global saturation are
provided. It is shown that for a method to have global saturation the total
error must be optimal in two senses, namely as optimal order of convergence
over a certain set which at the same time, must be optimal (in a very precise
sense) with respect to the error. Finally, two converse results are proved and
the theory is applied to find sufficient conditions which ensure the existence
of global saturation for spectral methods with classical qualification of
finite positive order and for methods with maximal qualification. Finally,
several examples of regularization methods possessing global saturation are
shown.Comment: 29 page
- …