Mathematics
Path-dependent McKean--Vlasov (MKV) control models large interacting populations with history-dependent dynamics and costs. This paper develops a unified approximation-and-learning framework for continuous time path-dependent MKV problem…
Selecting a fixed number of representative points from a finite Pareto-front approximation is a fundamental post-processing task in multiobjective optimization. This paper studies this problem for the integral R2 indicator in three…
This paper addresses model-free continuous-time mean-field control in a setting where the population dynamics evolve continuously according to an unknown McKean-Vlasov stochastic differential equation, while only discrete-time transition…
Input convex neural networks (ICNNs) are increasingly used as surrogates for stability indices and embedded as constraints in power-system optimization. This letter clarifies two recurring formulation limitations that can negate ICNN…
In this paper, we give a short Bayesian proof of Talagrand's celebrated majorizing-measure theorem (MMT). While the upper-bound direction of MMT follows relatively directly from standard arguments, the lower-bound direction is widely…
We study Bernoulli percolation on $\mathbb Z^d$ in dimensions ${d>6}$. We prove that a classical consequence of the van den Berg-Kesten inequality, often referred to as the Simon-Lieb inequality in the context of the Ising model, admits a…
We study the moduli stacks of real vector bundles of fixed rank and degree on a type I real algebraic curve and determine its mod 2 cohomology algebra in terms of characteristic classes.
In this paper, we are dealing with constrained vector optimisation problems where the objective function acts between real linear-topological spaces. Our aim is to study the relationships between the sets of properly efficient solutions to…
The crystalline differential operators on a smooth variety X give rise to a non-split Azumaya algebra over the cotangent bundle of the Frobenius twist X'. In some cases, this Azumaya algebra splits when restricted to finite covers of X'. In…
We propose Acc-Sinkhorn, a simple accelerated variant of Sinkhorn for entropy-regularized optimal transport (EOT). The method is derived from a bilevel optimization view: Sinkhorn row scaling solves the inner variable $u$ exactly and…
We prove an inversion theorem for recursive formulas satisfied by certain families of converging power series in two variables. These power series are indexed by the Harder-Narasimhan types of principal $G$-bundles of degree $d \in \pi_1 G$…
The renewal contact process is a non-Markovian variant of the classical contact process in which recoveries are governed by independent renewal processes with interarrival distribution $\mu$. We establish new sufficient conditions ensuring…
We derive closed form expressions for the lower expectations that correspond to total variation distance and chi-squared divergence balls around a probability mass function over a finite set.
We investigate integration by parts (IBP) formulae for stochastic Volterra equations and we establish the smoothing effect of the expectation. Due to the inherent path-dependent dynamics of this class of processes, standard…
We show that any big line bundle on a smooth projective variety admits a special Fujita approximation: the volume and the first Riemann-Roch coefficient are both approximated by those of ample $\mathbb{Q}$-line bundles on higher models.…
Importance sampling (IS) consists in biasing samples from a distribution $f$ towards another distribution $g$. Concretely, given samples $X_i$ from $f$, the IS measure is $$\hat{g}_n = \frac{1}{Z_n}\sum_{i=1}^n \frac{g(X_i)}{f(X_i)}…
Using the Baxter-Kelland-Wu coupling and the convergence of the height function of the six-vertex model to the Gaussian Free Field, we extract critical exponents for the planar critical random-cluster model at $q=4$, and the planar…
We use the machinery of a conditional probability space (R\'enyi, 1955) to obtain an Agreement Theorem (Aumann, 1976) under general conditions. A conditional probability space (CPS) is a family of probability measures defined relative to a…
All reduced descendent Gromov-Witten invariants of $K3$ and abelian surfaces in primitive curve classes can be calculated by the methods of \cite{BOPY,MPT}. To handle the imprimitive curve classes, a multiple cover formula was conjectured…
We consider $N\times N$ matrices $X$ with independent, identically distributed entries, and prove that the sequence of measures $\frac{ | \det (X-z)|^\gamma}{\mathbb{E}[ | \det (X-z)|^\gamma]}$ converge to the Gaussian Multiplicative Chaos…