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Related papers: Gradient Bounds for Kolmogorov Type Diffusions

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We further study the interfaces arising in a situation of inhomogeneity. More precisely, we identify a characteristic length for the gradient percolation model, that enables us to tighten previous estimates established for it. This allows…

Probability · Mathematics 2009-07-10 Pierre Nolin

The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…

Probability · Mathematics 2023-06-21 Benedikt Eisenhuth , Martin Grothaus

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…

Probability · Mathematics 2012-03-13 Arnaud Guillin , Feng-Yu Wang

Asynchronous computation and gradient compression have emerged as two key techniques for achieving scalability in distributed optimization for large-scale machine learning. This paper presents a unified analysis framework for distributed…

Optimization and Control · Mathematics 2018-11-30 Sarit Khirirat , Hamid Reza Feyzmahdavian , Mikael Johansson

The spectacular success of deep generative models calls for quantitative tools to measure their statistical performance. Divergence frontiers have recently been proposed as an evaluation framework for generative models, due to their ability…

Machine Learning · Statistics 2021-12-14 Lang Liu , Krishna Pillutla , Sean Welleck , Sewoong Oh , Yejin Choi , Zaid Harchaoui

We study the generalization properties of the popular stochastic optimization method known as stochastic gradient descent (SGD) for optimizing general non-convex loss functions. Our main contribution is providing upper bounds on the…

Machine Learning · Computer Science 2021-08-17 Gergely Neu , Gintare Karolina Dziugaite , Mahdi Haghifam , Daniel M. Roy

We study densities of two-dimensional diffusion processes with one non-negative component. For such diffusions, the density may explode at the boundary, thus making a precise specification of the boundary condition in the corresponding…

Probability · Mathematics 2018-04-11 Konstantinos Dareiotis , Erik Ekström

For central simple finitely generated algebras of finite Gelfand-Kirillov dimension and for their division algebras upper bounds are obtained for the transcendence degree of their commutative subalgebras and subfields respectively. In the…

Rings and Algebras · Mathematics 2007-05-23 V. Bavula

We consider Fokker--Planck--Kolmogorov equations with unbounded coefficients and obtain upper estimates of solutions. We also obtain new estimates involving Lyapunov functions.

Analysis of PDEs · Mathematics 2013-07-24 Stanislav V. Shaposhnikov

It is shown that the distribution functions of the diffusion coefficient are very similar in the standard model of quantum diffusion in a disordered metal and in a model of classical diffusion in a disordered medium: in both cases the…

Condensed Matter · Physics 2007-05-23 I. V. Lerner

In this work, a lower bound for the ground state energy of the Falicov-Kimball model for intermediate densities is derived. The explicit derivation is important in the proof of the conjecture of segregation of the two kinds of fermions in…

Strongly Correlated Electrons · Physics 2009-11-07 Pedro S. Goldbaum

By providing a simple and efficient way of computing low-variance gradients of continuous random variables, the reparameterization trick has become the technique of choice for training a variety of latent variable models. However, it is not…

Machine Learning · Computer Science 2019-01-31 Michael Figurnov , Shakir Mohamed , Andriy Mnih

In this paper, we establish new quantitative convergence bounds for a class of functional autoregressive models in weighted total variation metrics. To derive our results, we show that under mild assumptions, explicit minorization and…

Probability · Mathematics 2020-05-05 Valentin De Bortoli , Alain Durmus

We investigate Kolmogorov wave turbulence in QCD or, in other words, we calculate the spectrum of gluons as a function of time, f_k(t), in the presence of a source which feeds in energy density in the infrared region at a constant rate. We…

High Energy Physics - Phenomenology · Physics 2009-11-11 A. H. Mueller , A. I. Shoshi , S. M. H. Wong

We develop techniques for determining an explicit Berry-Esseen bound in the Kolmogorov distance for the normal approximation of a ratio of Gaussian functionals. We provide an upper bound in terms of the third and fourth cumulants, using…

Probability · Mathematics 2023-12-07 Khalifa Es-Sebaiy , Fares Alazemi

We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…

We present a differential algebra of generalized functions over a field of generalized scalars by means of several axioms in terms of general algebra and topology. Our differential algebra is of Colombeau type in the sense that it contains…

Functional Analysis · Mathematics 2014-05-29 Todor D. Todorov

We study lifting problems for operator semigroups in the Calkin algebra $\mathscr{Q}(\mathcal{H})$, our approach being mainly based on the Brown--Douglas--Fillmore theory. With any normal $C_0$-semigroup $(q(t))_{t\geq 0}$ in…

Functional Analysis · Mathematics 2023-03-15 Tomasz Kochanek

Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We first…

Probability · Mathematics 2017-08-17 Li-Juan Cheng , Kun Zhang

We revisit the entire framework of group classification of differential equations. After introducing the notion of weakly similar classes of differential equations, we develop the mapping method of group classification for such classes,…

Analysis of PDEs · Mathematics 2022-11-18 Stanislav Opanasenko , Roman O. Popovych