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We establish resolvent estimates in spaces of bounded solenoidal functions for the Stokes operator in a bounded domain $\Omega$ in $R^d$ under the assumptions that $\Omega$ is $C^1$ for $d\ge 3$ and Lipschitz for $d=2$. As a corollary, it follows that the Stokes operator generates a uniformly bounded analytic semigroup in the spaces of bounded solenoidal functions in $\Omega$. The smoothness conditions on $\Omega$ are sharp. The case of exterior domains with nonsmooth boundaries is also studied.The key step in the proof involves new estimates which connect the pressure to the velocity in the $L^q$ average, but only on scales above certain level., Comment: 40 pages

We consider a family of second-order parabolic operators $\partial_t+\mathcal{L}_\varepsilon$ in divergence form with rapidly oscillating, time-dependent and almost-periodic coefficients. We establish uniform interior and boundary H\"older and Lipschitz estimates as well as convergence rate. The estimates of fundamental solution and Green's function are also established. In contrast to periodic case, the main difficulty is that the corrector equation $ (\partial_s+\mathcal{L}_1)(\chi^\beta_{j})=-\mathcal{L}_1(P^\beta_j) $ in $\mathbb{R}^{d+1}$ may not be solvable in the almost periodic setting for linear functions $P(y)$ and $\partial_t \chi_S$ may not in $B^2(\mathbb{R}^{d+1})$. Our results are new even in the case of time-independent coefficients., Comment: 61 pages

We establish resolvent estimates in $L^q$ spaces for the Stokes operator in a bounded $C^1$ domain $\Omega$ in $\mathbb{R}^d$. As a corollary, it follows that the Stokes operator generates a bounded analytic semigroup in $L^q(\Omega; \mathbb{C}^d)$ for any $1< q< \infty$ and $d\ge 2$. The case of an exterior $C^1$ domain is also studied., Comment: Minor corrections. To appear in Math. Ann

We investigate quantitative estimates in homogenization of the locally periodic parabolic operator with multiscales $$ \partial_t- \text{div} (A(x,t,x/\varepsilon,t/\kappa^2) \nabla ),\qquad \varepsilon>0,\, \kappa>0. $$ Under proper assumptions, we establish the full-scale interior and boundary Lipschitz estimates. These results are new even for the case $\kappa=\varepsilon$, and for the periodic operators $ \partial_t-\text{div}(A(x/\varepsilon, t/\varepsilon^{\ell}) \nabla ),$ $0<\varepsilon,\ell<\infty, $ of which the large-scale Lipschitz estimate down to $\varepsilon+\varepsilon^{\ell/2}$ was recently established by the first author and Shen in Arch. Ration. Mech. Anal. 236(1): 145--188 (2020). Due to the non-self-similar structure, the full-scale estimates do not follow directly from the large-scale estimates and the blow-up argument. As a byproduct, we also derive the convergence rates for the corresponding initial-Dirichlet problems, which extend the results in the aforementioned literature to more general settings., Comment: 40 pages

A challenge in developing machine learning regression models is that it is difficult to know whether maximal performance has been reached on a particular dataset, or whether further model improvement is possible. In biology this problem is particularly pronounced as sample labels (response variables) are typically obtained through experiments and therefore have experiment noise associated with them. Such label noise puts a fundamental limit to the performance attainable by regression models. We address this challenge by deriving a theoretical upper bound for the coefficient of determination (R2) for regression models. This theoretical upper bound depends only on the noise associated with the response variable in a dataset as well as its variance. The upper bound estimate was validated via Monte Carlo simulations and then used as a tool to bootstrap performance of regression models trained on biological datasets, including protein sequence data, transcriptomic data, and genomic data. Although we study biological datasets in this work, the new upper bound estimates will hold true for regression models from any research field or application area where response variables have associated noise.

This paper is concerned with quantitative homogenization of second-order parabolic systems with periodic coefficients varying rapidly in space and time, in different scales. We obtain large-scale interior and boundary Lipschitz estimates as well as interior $C^{1, \alpha}$ and $C^{2, \alpha}$ estimates by utilizing higher-order correctors. We also investigate the problem of convergence rates for initial-boundary value problems., Comment: 40 pages

In this paper, we consider a family of second-order elliptic systems subject to a periodically oscillating Robin boundary condition. We establish the qualitative homogenization theorem on any Lipschitz domains satisfying a non-resonance condition. We also use the quantitative estimates of oscillatory integrals to obtain the dimension-dependent convergence rates in $L^2$, assuming that the domain is smooth and strictly convex., Comment: 33 pages. Comments are welcome

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as done in existing works, the learner aims to obtain an accurate estimate of the underlying parameter based on his action and reward sequences. To improve the estimation efficiency, the learner is allowed to select his action based his historical information; hence the whole procedure is designed in a sequential adaptive manner. We first show that the existing algorithms designed to minimize the accumulative regret is not a consistent estimator and hence is not a good policy for our problem. We then characterize a lower bound on the estimation error for any policy. We further design a simple policy and show that the estimation error of the designed policy achieves the same scaling order as that of the derived lower bound., Comment: 8 pages, 2 figures. Submitted to Asilomar 2018

For a family of second-order parabolic systems with rapidly oscillating and time-dependent periodic coefficients, we investigate the asymptotic behavior of fundamental solutions and establish sharp estimates for the remainders., Comment: 26 pages

In this paper, the problem of quickly detecting an abrupt change on a stochastic process under Bayesian framework is considered. Different from the classic Bayesian quickest change-point detection problem, this paper considers the case where there is uncertainty about the post-change distribution. Specifically, the observer only knows that the post-change distribution belongs to a parametric distribution family but he does not know the true value of the post-change parameter. In this scenario, we propose two multi-chart detection procedures, termed as M-SR procedure and modified M-SR procedure respectively, and show that these two procedures are asymptotically optimal when the post-change parameter belongs to a finite set and are asymptotically $\epsilon-$optimal when the post-change parameter belongs to a compact set with finite measure. Both algorithms can be calculated efficiently as their detection statistics can be updated recursively. We then extend the study to consider the multi-source monitoring problem with unknown post-change parameters. When those monitored sources are mutually independent, we propose a window-based modified M-SR detection procedure and show that the proposed detection method is first-order asymptotically optimal when post-change parameters belong to finite sets. We show that both computation and space complexities of the proposed algorithm increase only linearly with respect to the number of sources., Comment: 30 pages, 5 figures