Related papers: Multiscale second-order Poincar\'e inequalities in…
We investigate the second time scale of the metastable behavior of the reversible inclusion process in an extension of the study by [Bianchi, Dommers, and Giardin\`a, Electronic Journal of Probability, 22: 1-34, 2017], which presented the…
Extreme-mass-ratio inspirals (EMRIs) will be key sources for LISA. However, accurately extracting system parameters from a detected EMRI waveform will require self-force calculations at second order in perturbation theory, which are still…
We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…
In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory converges exponentially to the solution of the inverse…
We study the Multiple-try Metropolis algorithm using the framework of Poincar\'e inequalities. We describe the Multiple-try Metropolis as an auxiliary variable implementation of a resampling approximation to an ideal Metropolis--Hastings…
The development of global sensitivity analysis of numerical model outputs has recently raised new issues on 1-dimensional Poincar\'e inequalities. Typically two kind of sensitivity indices are linked by a Poincar\'e type inequality, which…
This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincar\'e inequality related to a suitable Doob transform entails exponential…
We study estimation of a multivariate function $f:{\bf R}^d \to {\bf R}$ when the observations are available from function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are studied.…
Higher-order probabilistic programming languages allow programmers to write sophisticated models in machine learning and statistics in a succinct and structured way, but step outside the standard measure-theoretic formalization of…
This paper concerns the analysis of random second order linear differential equations. Usually, solving these equations consists of computing the first statistics of the response process, and that task has been an essential goal in the…
We give an affirmative answer to the resistance conjecture on characterization of parabolic Harnack inequalities in terms of volume doubling, upper capacity bounds and a Poincar\'e inequalities. The key step is to show that these three…
In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…
In this article, we consider scenarios in which traditional estimates for the active subspace method based on probabilistic Poincar\'e inequalities are not valid due to unbounded Poincar\'e constants. Consequently, we propose a framework…
First, we establish the theory of fractional powers of first order differential operators with zero order terms, obtaining PDE properties and analyzing the corresponding fractional Sobolev spaces. In particular, our study shows that…
The random phase approximation (RPA) for the correlation energy functional of density functional theory has recently attracted renewed interest. Formulated in terms of the Kohn-Sham (KS) orbitals and eigenvalues, it promises to resolve some…
The paper derives the optimal second-order coding rate for the continuous-time Poisson channel. We also obtain bounds on the third-order coding rate. This is the first instance of a second-order result for a continuous-time channel. The…
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…
We consider a family of random locations, called intrinsic location functionals, of periodic stationary processes. This family includes but is not limited to the location of the path supremum and first/last hitting times. We first show that…
We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…
We present a theory of point and interval estimation for nonlinear functionals in parametric, semi-, and non-parametric models based on higher order influence functions (Robins (2004), Section 9; Li et al. (2004), Tchetgen et al. (2006),…