Related papers: A Class of Infinite Dimensional Diffusion Processe…
For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…
Despite the remarkable empirical success of score-based diffusion models, their statistical guarantees remain underdeveloped. Existing analyses often provide pessimistic convergence rates that do not reflect the intrinsic low-dimensional…
We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…
Generative diffusion models apply the concept of Langevin dynamics in physics to machine leaning, attracting a lot of interests from engineering, statistics and physics, but a complete picture about inherent mechanisms is still lacking. In…
Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…
We study the rate of convergence of posterior distributions in density estimation problems for log-densities in periodic Sobolev classes characterized by a smoothness parameter p. The posterior expected density provides a nonparametric…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
Even in low dimensions, sampling from multi-modal distributions is challenging. We provide the first sampling algorithm for a broad class of distributions -- including all Gaussian mixtures -- with a query complexity that is polynomial in…
A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…
This paper is devoted to logarithmic Hardy-Littlewood-Sobolev inequalities in the two-dimensional Euclidean space, in presence of an external potential with logarithmic growth. The coupling with the potential introduces a new parameter,…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
In the present paper we discuss problems concerning evolutions of densities related to Ito diffusions in the framework of the statistical exponential manifold. We develop a rigorous approach to the problem, and we particularize it to the…
According to a theorem of S. Schumacher, for a diffusion X in an environment determined by a stable process that belongs to an appropriate class and has index a, it holds that X_t/(log t)^a converges in distribution, as t goes to infinity,…
Reaction-diffusion systems with mass dissipation are known to possess blow-up solutions in high dimensions when the nonlinearities have super quadratic growth rates. In dimension one, it has been shown recently that one can have global…
This paper investigates random walks and diffusion limits on a broad class of fractal graphs generated by Edge Iterated Graph Systems (EIGS). We prove that the rescaled simple random walks converge in the…
We consider infinite-dimensional random diffusion dynamics for the Asakura--Oosawa model of interacting hard spheres of two different sizes. We construct a solution to the corresponding SDE with collision local times, analyse its reversible…
The convergence to equilibrium for renormalised solutions to nonlinear reaction-diffusion systems is studied. The considered reaction-diffusion systems arise from chemical reaction networks with mass action kinetics and satisfy the complex…
We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given…
We study a 2-parametric family of probability measures on an infinite-dimensional simplex (the Thoma simplex). These measures originate in harmonic analysis on the infinite symmetric group (S.Kerov, G.Olshanski and A.Vershik, Comptes Rendus…