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This work studies the convergence and finite sample approximations of entropic regularized Wasserstein distances in the Hilbert space setting. Our first main result is that for Gaussian measures on an infinite-dimensional Hilbert space,…

Machine Learning · Statistics 2021-02-16 Minh Ha Quang

In a Hilbert space setting $\mathcal H$, we study the fast convergence properties as $t \to + \infty$ of the trajectories of the second-order differential equation $ \ddot{x}(t) + \frac{\alpha}{t} \dot{x}(t) + \nabla \Phi (x(t)) = g(t)$,…

Optimization and Control · Mathematics 2015-07-07 H. Attouch , Z. Chbani

We establish some results for the rate of convergence in total variation of a Gibbs sampler to its equilibrium distribution. This sampler is motivated by a hierarchical Bayesian inference construction for a gamma random variable. Our…

Probability · Mathematics 2014-12-08 Oliver Jovanovski , Neal Madras

Universality is a pillar of modern critical phenomena. The standard scenario is that the two-point correlation algebraically decreases with the distance $r$ as $g(r) \sim r^{2-d-\eta}$, with $d$ the spatial dimension and $\eta$ the…

Statistical Mechanics · Physics 2021-09-17 Minghui Hu , Youjin Deng , Jian-Ping Lv

Let $B$ be a $d$-dimensional Gaussian process on $\mathbb{R}$, where the component are independents copies of a scalar Gaussian process $B_0$ on $\mathbb{R}_+$ with a given general variance function…

Probability · Mathematics 2021-12-08 Frederi Viens , Mohamed Erraoui , Youssef Hakiki

The dimer model is an exactly solvable model of planar statistical mechanics. In its critical phase, various aspects of its scaling limit are known to be described by the Gaussian free field. For periodic graphs, criticality is an algebraic…

Probability · Mathematics 2015-06-22 Julien Dubédat , Reza Gheissari

We consider dimer models on graphs which are bipartite, periodic and satisfy a geometric condition called {\em isoradiality}, defined in \cite{Kenyon3}. We show that the scaling limit of the height function of any such dimer model is…

Probability · Mathematics 2015-06-26 B. de Tilière

Let $\{f(t): t\in T\}$ be a smooth Gaussian random field over a parameter space $T$, where $T$ may be a subset of Euclidean space or, more generally, a Riemannian manifold. For any local maximum of $f(t)$ located at $t_0$ in the interior of…

Probability · Mathematics 2014-12-24 Dan Cheng , Armin Schwartzman

We consider statistical mechanics models of continuous height effective interfaces in the presence of a delta-pinning at height zero. There is a detailed mathematical understanding of the depinning transition in 2 dimensions without…

Probability · Mathematics 2007-05-23 C. Kuelske , E. Orlandi

Embeddings in machine learning are low-dimensional representations of complex input patterns, with the property that simple geometric operations like Euclidean distances and dot products can be used for classification and comparison tasks.…

Machine Learning · Statistics 2018-02-28 Niko Brummer , Anna Silnova , Lukas Burget , Themos Stafylakis

We investigate the problem of center estimation in the high dimensional binary sub-Gaussian Mixture Model with Hidden Markov structure on the labels. We first study the limitations of existing results in the high dimensional setting and…

Statistics Theory · Mathematics 2024-06-19 Vahe Karagulyan , Mohamed Ndaoud

We consider height functions on symmetric spaces $M\cong G/K$ embedded in the associated matrix Lie group $G$. In particular we study the relationship between the critical sets of the height function on $G$ and its restriction to $M$. Also…

Differential Geometry · Mathematics 2013-07-24 E. Macías-Virgós , M. J. Pereira-Sáez

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

Statistics Theory · Mathematics 2020-03-19 Nathan E. Glatt-Holtz , Cecilia F. Mondaini

We study the large-scale behavior of the height function in the dimer model on the square lattice. Richard Kenyon has shown that the fluctuations of the height function on Temperleyan discretizations of a planar domain converge in the…

Mathematical Physics · Physics 2018-02-14 Marianna Russkikh

Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random matrix ensembles. These quantities are spacing distributions…

Mathematical Physics · Physics 2026-04-10 Peter J. Forrester , Anas A. Rahman , Bo-Jian Shen

To highlight certain similarities in combinatorial representations of several well known two-dimensional models of statistical mechanics, we introduce and study a new family of models which specializes to these cases after a proper tuning…

Probability · Mathematics 2020-04-14 Marcin Lis

The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…

Mathematical Physics · Physics 2018-12-20 Peter J. Forrester , Allan K. Trinh

We study the discrete Gaussian free field (harmonic crystal) on $\mathbb{Z}^d$, $d\geq 3$, with uniformly elliptic and bounded random conductances sampled according to a sufficiently mixing environment measure. We consider the hard wall…

Probability · Mathematics 2025-10-29 Alberto Chiarini , Emanuele Pasqui

We prove an inequality related to questions in Approximation Theory, Probability Theory, and to Irregularities of Distribution. Let $h_R$ denote an $L ^{\infty}$ normalized Haar function adapted to a dyadic rectangle $R\subset [0,1] ^{3}$.…

Classical Analysis and ODEs · Mathematics 2007-06-21 Michael T Lacey , Dmitry Bilyk

Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…

Machine Learning · Statistics 2012-07-26 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright