Related papers: Variational calculus on Wiener space with respect …
Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…
In order to solve fractional variational problems, there exist two theorems of necessary conditions: an Euler-Lagrange equation which involves Caputo and Riemann-Liouville fractional derivatives, and other Euler-Lagrange equation that…
We extend the notion of variational integrator for classical Euler-Lagrange equations to the fractional ones. As in the classical case, we prove that the variational integrator allows to preserve Noether-type results at the discrete level.
We introduce the concept of functions of locally bounded variation on abstract Wiener spaces and study their properties. Some nontrivial examples and applications to stochastic analysis are also discussed.
We introduce a class of variational principles on measure spaces which are causal in the sense that they generate a relation on pairs of points, giving rise to a distinction between spacelike and timelike separation. General existence…
In this note we consider weighted conditional type operators between different Orlicz spaces and generalized conditional type Holder inequality that we defined in [2]. Then we give some necessary and sufficient conditions for boundedness of…
We analyze Ekeland's variational principle in the context of reverse mathematics. We find that that the full variational principle is equivalent to $\Pi^1_1$-${\sf CA}_0$, a strong theory of second-order arithmetic, while natural…
We consider a class of measures absolutely continuous with respect to the distribution of the stopped Wiener process $w(\cdot\wedge\tau)$. Multiple stochastic integrals, that lead to the analogue of the It\^o-Wiener expansions for such…
The purpose of this paper is to announce some new results on the structure of the higher order Euler-Lagrange mapping of the multiple-integral variational calculus on fibered manifolds,namely a description of its kernel and its image,and an…
On an abstract Wiener space, assume that T is the solution of the quadratic Monge problem associated to the Wiener measure and a second one with a Radon-Nikodym derivative of exponential type. Under the finite information hypothesis, using…
We develop Cresson's nondifferentiable calculus of variations on the space of H\"{o}lder functions. Several quantum variational problems are considered: with and without constraints, with one and more than one independent variable, of first…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration that provides a differential structure allowing to describe infinitesimal evolution of Wiener functionals at very small scales. The…
Calibration$\unicode{x2014}$the problem of ensuring that predicted probabilities align with observed class frequencies$\unicode{x2014}$is a basic desideratum for reliable prediction with machine learning systems. Calibration error is…
We prove a necessary condition for a dynamic integro-differential equation to be an Euler-Lagrange equation. New and interesting results for the discrete and quantum calculus are obtained as particular cases. An example of a second order…
In this article we propose the calculation of the unconditional Wiener measure functional integral with a term of the fourth order in the exponent by an alternative method as in the conventional perturbative approach. In contrast to the…
In this paper, we obtain generic bounds on the variances of estimation and prediction errors in time series analysis via an information-theoretic approach. It is seen in general that the error bounds are determined by the conditional…
Using the new variational approach proposed recently for a systematic improvement of the locally harmonic Feynman-Kleinert approximation to path integrals we calculate the partition function of the anharmonic oscillator for all temperatures…
We define and study the counterpart of the Wiener algebra in the quaternionic setting, both for the discrete and continuous case. We prove a Wiener-L\'evy type theorem and a factorization theorem. We give applications to Toeplitz and…
Given an intractable distribution $p$, the problem of variational inference (VI) is to find the best approximation from some more tractable family $Q$. Commonly, one chooses $Q$ to be a family of factorized distributions (i.e., the…
The main result is an explicit expression for the Pressure Metric on the Hitchin component of surface group representations into PSL(n,R) along the Fuchsian locus. The expression is in terms of a parametrization of the tangent space by…