Related papers: A Geometric Approach for Bounding Average Stopping…
Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…
We study the asymptotic properties of geodesically convex $M$-estimation on non-linear spaces. Namely, we prove that under very minimal assumptions besides geodesic convexity of the cost function, one can obtain consistency and asymptotic…
We introduce a Markov chain for sampling from the uniform distribution on a Riemannian manifold $\mathcal{M}$, which we call the $\textit{geodesic walk}$. We prove that the mixing time of this walk on any manifold with positive sectional…
This paper analyzes the meeting time between a pair of pursuer and evader performing random walks on digraphs. The existing bounds on the meeting time usually work only for certain classes of walks and cannot be used to formulate…
We study sums of locally dependent scores associated with general marked (i.e., labeled) Euclidean point processes. We introduce geometric mixing conditions on the underlying point process and a Lipschitz-"localization" condition on the…
In this work we consider optimal stopping problems with conditional convex risk measures called optimised certainty equivalents. Without assuming any kind of time-consistency for the underlying family of risk measures, we derive a novel…
We develop a geometric formulation of peak statistics in cosmological density fields based on optimal transport and entropy. In this framework, the density field is treated as a probability measure, and its local structure is characterized…
The global time is defined in covariant form under the condition of a constant mean curvature slicing of spacetime. The background static metric is taken in the tangent space. The global intrinsic time is identified with the logarithmic…
We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…
Persistent homology is a popular and useful tool for analysing finite metric spaces, revealing features that can be used to distinguish sets of unlabeled points and as input into machine learning pipelines. The famous stability theorem of…
We introduce a general mathematical framework for distributed algorithms, and a monotonicity property frequently satisfied in application. These properties are leveraged to provide finite-time guarantees for converging algorithms, suited…
It is known that for a variety of choices of metrics, including the standard bottleneck distance, the space of persistence diagrams admits geodesics. Typically these existence results produce geodesics that have the form of a convex…
We consider the problem of designing a smooth trajectory that traverses a sequence of convex sets in minimum time, while satisfying given velocity and acceleration constraints. This problem is naturally formulated as a nonconvex program. To…
Many classical geometric inequalities on functionals of convex bodies depend on the dimension of the ambient space. We show that this dimension dependence may often be replaced (totally or partially) by different symmetry measures of the…
We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…
We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…
We study the gradient method under the assumption that an additively inexact gradient is available for, generally speaking, non-convex problems. The non-convexity of the objective function, as well as the use of an inexactness specified…
This paper provides rates of convergence for empirical (generalised) barycenters on compact geodesic metric spaces under general conditions using empirical processes techniques. Our main assumption is termed a variance inequality and…
In this work we introduce a topological method for the search of fixed points and periodic points for continuous maps defined on generalized rectangles in finite dimensional Euclidean spaces. We name our technique "Stretching Along the…
We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in $\mathbb{R}^d$. We prove convergence of the convex hull in the space of all convex and compact subsets of $\mathbb{R}^d$, equipped…