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We tackle the inverse problem of reconstructing an unknown finite measure $\mu$ from a noisy observation of a generalized moment of $\mu$ defined as the integral of a continuous and bounded operator $\Phi$ with respect to $\mu$. When only a…

Statistics Theory · Mathematics 2009-06-03 Jean-Michel Loubes , Paul Rochet

Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…

Optimization and Control · Mathematics 2021-06-14 Werner Römisch , Thomas M. Surowiec

We propose a compression-based version of the empirical entropy of a finite string over a finite alphabet. Whereas previously one considers the naked entropy of (possibly higher order) Markov processes, we consider the sum of the…

Information Theory · Computer Science 2011-04-05 Paul M. B. Vitányi

We revisit the Markov Entropy Decomposition, a classical convex relaxation algorithm introduced by Poulin and Hastings to approximate the free energy in quantum spin lattices. We identify a sufficient condition for its convergence, namely…

We provide a new proof of the abstract random tensor estimate. This estimate was initially proven by Deng, Nahmod, and Yue (2022) using the moment method. The key new tool in our proof is the direct use of the non-commutative Khintchine…

Probability · Mathematics 2025-12-04 Claire Kaneshiro

In this paper, we want to clarify the Gibbs phenomenon when continuous and discontinuous finite elements are used to approximate discontinuous or nearly discontinuous PDE solutions from the approximation point of view. For a simple step…

Numerical Analysis · Mathematics 2022-08-03 Shun Zhang

New upper bounds are developed for the $L_2$ distance between $\xi/\text{Var}[\xi]^{1/2}$ and linear and quadratic functions of $z\sim N(0,I_n)$ for random variables of the form $\xi=bz^\top f(z) - \text{div} f(z)$. The linear approximation…

Statistics Theory · Mathematics 2021-09-30 Pierre C Bellec , Cun-Hui Zhang

We introduce a discrete-space analogue of the No-U-Turn sampler on the symmetric group $S_n$, yielding a locally adaptive and reversible Markov chain Monte Carlo method for $\mathrm{Mallows}(d,\sigma_0)$. Here $d:S_n\times S_n\to[0,\infty)$…

Probability · Mathematics 2026-01-13 Nawaf Bou-Rabee , Zichu Wang

By solving a free analog of the Monge-Amp\`ere equation, we prove a non-commutative analog of Brenier's monotone transport theorem: if an $n$-tuple of self-adjoint non-commutative random variables $Z_{1},...,Z_{n}$ satisfies a regularity…

Operator Algebras · Mathematics 2013-10-09 A. Guionnet , D. Shlyakhtenko

We show how the renormalization group approach can be used to prove quantitative central limit theorems (CLTs) in the setting of free, Boolean, bi-free and bi-Boolean independence under finite third moment assumptions. The proofs rely on…

Probability · Mathematics 2026-03-30 Jad Hamdan

We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach…

Methodology · Statistics 2017-01-06 Patrick R. Conrad , Youssef M. Marzouk , Natesh S. Pillai , Aaron Smith

For non-compact, locally symmetric moduli spaces M, the set of geodesics and the geometry of the boundary can be completely characterised using group theory. In particular, geodesics that asymptote to a given infinite distance boundary…

High Energy Physics - Theory · Physics 2025-08-27 Stephanie Baines , Veronica Collazuol , Bernardo Fraiman , Mariana Graña , Daniel Waldram

Based on the property of extensivity (mathematically, homogeneity of first degree), we derive in a mathematically consistent manner the explicit expressions of the chemical potential $\mu$ and the Clausius entropy $S$ for the case of…

Statistical Mechanics · Physics 2013-01-15 Thomas Oikonomou , G. Baris Bagci

We introduce the telescopic relative entropy (TRE), which is a new regularisation of the relative entropy related to smoothing, to overcome the problem that the relative entropy between pure states is either zero or infinity and therefore…

Mathematical Physics · Physics 2011-04-28 Koenraad M. R. Audenaert

In this work, we introduce new families of nonconforming approximation methods for reconstructing functions on general polygonal meshes. These methods are defined using degrees of freedom based on weighted moments of orthogonal polynomials…

Numerical Analysis · Mathematics 2025-08-12 Francesco Dell'Accio , Allal Guessab , Gradimir V. Milovanović , Federico Nudo

We present a model-based derivative-free method for optimization subject to general convex constraints, which we assume are unrelaxable and accessed only through a projection operator that is cheap to evaluate. We prove global convergence…

Optimization and Control · Mathematics 2022-03-18 Matthew Hough , Lindon Roberts

We consider the LP in standard form min {c T x\,: Ax = b; x $\ge$ 0} and inspired by $\epsilon$-regularization in Optimal Transport, we introduce its $\epsilon$-regularization ''min {c T x + $\epsilon$ f (x)\,: Ax = b; x $\ge$ 0}'' via the…

Optimization and Control · Mathematics 2025-04-08 Saroj Prasad Chhatoi , Jean B Lasserre

For a sequence of nonnegative random variables, we provide simple necessary and sufficient conditions to ensure that each sequence of its forward convex combinations converges in probability to the same limit. These conditions correspond to…

Functional Analysis · Mathematics 2011-02-04 Constantinos Kardaras , Gordan Zitkovic

Systems with long-range interactions display a short-time relaxation towards Quasi Stationary States (QSS) whose lifetime increases with the system size. In the paradigmatic Hamiltonian Mean-field Model (HMF) out-of-equilibrium phase…

Statistical Mechanics · Physics 2016-02-15 Gabriele Martelloni , Gianluca Martelloni , Pierre de Buyl , Duccio Fanelli

By using the asymptotic theory of Pemantle and Wilson, exact asymptotic expansions of the free energy of the monomer-dimer model on rectangular $n \times \infty$ lattices in terms of dimer density are obtained for small values of $n$, at…

Statistical Mechanics · Physics 2024-05-03 Yong Kong