Related papers: Convergence of an algorithm simulating Loewner cur…

In this paper, we consider a class of optimization problems constrained to the generalized Stiefel manifold. Such problems are fundamental to a wide range of real-world applications, including generalized canonical correlation analysis,…

The peanosphere (or "mating of trees") construction of Duplantier, Miller, and Sheffield encodes certain types of $\gamma$-Liouville quantum gravity (LQG) surfaces ($\gamma \in (0,2)$) decorated with an independent SLE$_{\kappa}$ ($\kappa =…

We describe the Loewner chains of the real locus of a class of real rational functions whose critical points are on the real line. Our main result is that the poles of the rational function lead to explicit formulas for the dynamical system…

In the present article we study strong approximation of solutions of scalar stochastic differential equations (SDEs) with bounded and $\alpha$-H\"older continuous drift coefficient and constant diffusion coefficient at time point $1$.…

The proximal point algorithm plays a central role in non-smooth convex programming. The Augmented Lagrangian Method, one of the most famous optimization algorithms, has been found to be closely related to the proximal point algorithm. Due…

We propose a new algorithm---Stochastic Proximal Langevin Algorithm (SPLA)---for sampling from a log concave distribution. Our method is a generalization of the Langevin algorithm to potentials expressed as the sum of one stochastic smooth…

In this note we consider the ansatz for Multiple Schramm-Loewner Evolutions (SLEs) proposed by Bauer, Bernard and Kytola from a more probabilistic point of view. Here we show their ansatz is a consequence of conformal invariance,…

We give a simplified and complete proof of the convergence of the chordal exploration process in critical FK-Ising percolation to chordal SLE$_\kappa( \kappa-6)$ with $\kappa=16/3$. Our proof follows the classical excursion-construction of…

We show how to connect together the loops of a simple Conformal Loop Ensemble (CLE) in order to construct samples of chordal SLE(\kappa) processes and their SLE(\kappa,\rho) variants, and we discuss some consequences of this construction.

This paper addresses the unconstrained minimization of smooth convex functions whose gradients are locally Holder continuous. Building on these results, we analyze the Scaled Gradient Algorithm (SGA) under local smoothness assumptions,…

In this paper, we consider hypergeometric SLE process for $\kappa\in (4,8)$ and $\nu>\frac{\kappa}{2}-6$. Though the definition of hypergeometric SLE process is complicated, we show that given its hitting point on a specific boundary, its…

In recent work we have shown that loop-erased random walk (LERW) connecting two boundary points of a domain converges to the chordal Schramm-Loewner evolution (SLE(2)) in the sense of curves parametrized by Minkowski content. In this note…

In this paper we define and prove of the existence of the multi-point Green's function for SLE - a normalized limit of the probability that an $SLE_{\kappa}$ curve passes near to a pair of marked points in the interior of a domain. When…

We have numerically studied the properties of the interface induced in the ferromagnetic random-bond three-state Potts model by symmetry-breaking boundary conditions. The fractal dimension $d_f$ of the interface was determined. The…

In this paper, we study the numerical discretization of stochastic differential equations with locally Lipschitz, super-linearly growing drift, and the resulting implications for sampling from non-log-concave distributions satisfying a…

In this note, we show how to relate the Schramm-Loewner Evolution processes (SLE) to highest-weight representations of the Virasoro Algebra. The conformal restriction properties of SLE that have been recently studied in the paper…

We consider the problem of shape restricted nonparametric regression on a closed set X ?\in R; where it is reasonable to assume the function has no more than H local extrema interior to X: Following a Bayesian approach we develop a…

This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA)…

We define a family of stochastic Loewner evolution-type processes in finitely connected domains, which are called continuous LERW (loop-erased random walk). A continuous LERW describes a random curve in a finitely connected domain that…

While variance reduction methods have shown great success in solving large scale optimization problems, many of them suffer from accumulated errors and, therefore, should periodically require the full gradient computation. In this paper, we…