Related papers: Extremal Lipschitz functions in the deviation ineq…
We obtain variants of the classical von Neumann-Morgenstern expected utility theorem, with and without the completeness axiom, in which the derived Bernoulli utility functions are Lipschitz. The prize space in these results is an arbitrary…
In this paper, we approach the problem of finding the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space via an implicit forward-backward-forward dynamical system with…
We show optimal Lipschitz regularity for very weak solutions of the (measure-valued) elliptic PDE $-\mathrm{div}(A(x) \nabla u) = Q \; \mathcal{H}^{n-1} \llcorner \Gamma$ in a smooth domain $\Omega \subset \mathbb{R}^n$. Here $\Gamma$ is a…
There is a result of Diaconis and Freedman which says that, in a limiting sense, for large collections of high-dimensional data most one-dimensional projections of the data are approximately Gaussian. This paper gives quantitative versions…
The present paper commences the study of higher order differential equations in composition form. Specifically, we consider the equation Lu=\Div B^*\nabla(a\Div A\nabla u)=0, where A and B are elliptic matrices with complex-valued bounded…
An optimal first-order global regularity theory, in spaces of functions defined in terms of oscillations, is established for solutions to Dirichlet problems for the $p$-Laplace equation and system, with right-hand side in divergence form.…
Isotropic positive definite functions on spheres play important roles in spatial statistics, where they occur as the correlation functions of homogeneous random fields and star-shaped random particles. In approximation theory, strictly…
Over the last decade, approximating functions in infinite dimensions from samples has gained increasing attention in computational science and engineering, especially in computational uncertainty quantification. This is primarily due to the…
We study the minimization of convex, variational integrals of linear growth among all functions in the Sobolev space $W^{1,1}$ with prescribed boundary values (or its equivalent formulation as a boundary value problem for a degenerately…
We prove optimal sampling bounds achieving $(1\pm\varepsilon)$-relative error for a broad class of Lipschitz continuous classification loss functions under various regularization terms. This includes important functions such as logistic and…
We prove several functional and geometric inequalities only assuming the linearity and a quantitative $\mathrm{L}^\infty$-to-Lipschitz smoothing of the heat semigroup in metric-measure spaces. Our results comprise a Buser inequality, a…
Avikainen showed that, for any $p,q \in [1,\infty)$, and any function $f$ of bounded variation in $\mathbb{R}$, it holds that $\mathbb{E}[|f(X)-f(\widehat{X})|^{q}] \leq C(p,q) \mathbb{E}[|X-\widehat{X}|^{p}]^{\frac{1}{p+1}}$, where $X$ is…
In this paper, we derive a strong convergence rate of spatial finite difference approximations for both focusing and defocusing stochastic cubic Schr\"odinger equations driven by a multiplicative $Q$-Wiener process. Beyond the uniform…
We show that rough isometries between metric spaces X, Y can be lifted to the spaces of real valued 1-Lipschitz functions over X and Y with supremum metric and apply this to their scaling limits. For the inverse, we show how rough…
For $d\ge 3$ we first show that the Hausdorff dimension of the set of $A$-divergent on average points in the $(d-1)$-dimensional closed horosphere in the space of $d$-dimensional Euclidean lattices, where $A$ is the group of positive…
We prove that intersections and unions of independent random sets in finite spaces achieve a form of Lipschitz continuity. More precisely, given the distribution of a random set $\Xi$, the function mapping any random set distribution to the…
We consider the binary supervised classification problem with the Gaussian functional model introduced in [7]. Taking advantage of the Gaussian structure, we design a natural plug-in classifier and derive a family of upper bounds on its…
Recently Talagrand [T] estimated the deviation of a function on $\{0,1\}^n$ from its median in terms of the Lipschitz constant of a convex extension of $f$ to $\ell ^n_2$; namely, he proved that $$P(|f-M_f| > c) \le 4 e^{-t^2/4\sigma ^2}$$…
We establish various Hardy inequalities involving the distance function from submanifolds of Riemannian manifolds, where the natural weights are expressed in terms of bounds of the mean curvature of the submanifold and sectional/Ricci…
In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…