Related papers: On the functional Hodrick-Prescott Filter with non…
We consider the problem of sampling from a density of the form $p(x) \propto \exp(-f(x)- g(x))$, where $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is a smooth and strongly convex function and $g: \mathbb{R}^d \rightarrow \mathbb{R}$ is a…
The difficulty for solving ill-posed linear operator equations in Hilbert space is reflected by the strength of ill-posedness of the governing operator, and the inherent solution smoothness. In this study we focus on the ill-posedness of…
In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is split into a real-valued Lipschitz continuous stochastic…
We introduce a class of (tuples of commuting) unbounded operators on a Banach space, admitting smooth functional calculi, that contains all operators of Helffer-Sj\"ostrand type and is closed under the action of smooth proper mappings.…
We consider some compact non-selfadjoint perturbations of fibered one-dimensional discrete Schr\"odinger operators. We show that the perturbed operator exhibits finite discrete spectrum under suitable\- regularity conditions.
In this work we consider hypercyclic operators as a special case of Polish dynamical systems. In the first section we analyze the construction of Bayart and Grivaux of a hypercyclic operator which preserves a Gaussian measure, and derive a…
In this paper we present a new extension of the theory of well-bounded operators to cover operators with complex spectrum. In previous work a new concept of the class of absolutely continuous functions on a nonempty compact subset $\sigma$…
In this paper, the objects of our investigation are some dyadic operators, including dyadic shifts, multilinear paraproducts and multilinear Haar multipliers. We mainly focus on the continuity and compactness of these operators. First, we…
This paper is devoted to filtering, smoothing, and prediction of polynomial processes that are partially observed. These problems are known to allow for an explicit solution in the simpler case of linear Gaussian state space models. The key…
Associated to each set $S$ of simple roots for $SL(n,\mathbb{C})$ is an equivariant fibration $X\to X_S$ of the space $X$ of complete flags of $\mathbb{C}^n$. To each such fibration we associate an algebra $J_S$ of operators on $L^2(X)$…
Within the framework of the Composite Operator Method, a three-pole solution for the two-dimensional Hubbard model is presented and analyzed in detail. In addition to the two Hubbard operators, the operatorial basis comprises a third…
In this paper, we characterize the boundedness, the compactness and the Hilbert-Schmidt property for composition operators acting from a de Branges-Rovnyak space $\mathcal H(b)$ into itself, when $b$ is a rational function in the closed…
We combine stochastic control methods, white noise analysis and Hida-Malliavin calculus applied to the Donsker delta functional to obtain new representations of semimartingale decompositions under enlargement of filtrations. The results are…
We present an efficient algorithm to compute tight upper bounds of collision probability between two objects with positional uncertainties, whose error distributions are represented with non-Gaussian forms. Our approach can handle noisy…
This paper reports a theory of Koopman operators for a class of hybrid dynamical systems with globally asymptotically stable periodic orbits, called hybrid limit-cycling systems. We leverage smooth structures intrinsic to the hybrid…
We study the compactness of composition operators on the Bergman spaces of certain bounded convex domains in $\mathbb{C}^n$ with non-trivial analytic discs contained in the boundary. As a consequence we characterize that compactness of the…
Recent decades have provided a host of examples and applications motivating the study of nonlocal differential operators. We discuss a class of such operators acting on bounded domains, focusing on those with integrable kernels having…
Operator splitting methods tailored to coupled linear port-Hamiltonian systems are developed. We present algorithms that are able to exploit scalar coupling, as well as multirate potential of these coupled systems. The obtained algorithms…
In this paper we present a result which establishes a connection between the theory of compact operators and the theory of iterated function systems. For a Banach space X, S and T bounded linear operators from X to X such that \parallel S…
We consider sampling from composite densities on $\mathbb{R}^d$ of the form $d\pi(x) \propto \exp(-f(x) - g(x))dx$ for well-conditioned $f$ and convex (but possibly non-smooth) $g$, a family generalizing restrictions to a convex set,…