Related papers: Semidefinite Approximations of Invariant Measures …
The Lasserre hierarchy of semidefinite programming (SDP) relaxations is an effective scheme for finding computationally feasible SDP approximations of polynomial optimization over compact semi-algebraic sets. In this paper, we show that,…
We study measure-theoretical aspects of torus piecewise isometries. Not much is known about this type of dynamical systems, except for the special case of one-dimensional interval exchange mappings. The last case is fundamentally different…
This paper investigates the minimization of the expectation of piecewise polynomial loss functions over Wasserstein balls. This optimization problem often appears as a key sub-problem of distributionally robust optimization problems. We…
We consider a compressed sensing problem in which both the measurement and the sparsifying systems are assumed to be frames (not necessarily tight) of the underlying Hilbert space of signals, which may be finite or infinite dimensional. The…
This paper is concerned with two-block separable convex minimization problems with linear constraints, for which it is either impossible or too expensive to obtain the exact solutions of the subproblems involved in the proximal ADMM…
We study a random dynamical system such that one transformation is randomly selected from a family of transformations and then applied on each iteration. For such random dynamical systems, we consider estimates of absolutely continuous…
With the potential to find global solutions, significant research interest has focused on convex relaxations of the non-convex OPF problem. Recently, "moment-based" relaxations from the Lasserre hierarchy for polynomial optimization have…
Spaces of quasi-invariant measures supplied with different topologies are studied. Their embeddings, projective decompositions, conditions for their metrizability are investigated. Theorems about convergence of nets of quasi-invariant…
Under-approximations of reachable sets and tubes have been receiving growing research attention due to their important roles in control synthesis and verification. Available under-approximation methods applicable to continuous-time linear…
In [14], the authors developed a new approach to the computation of the Hausdorff dimension of the invariant set of an iterated function system or IFS. In this paper, we extend this approach to incorporate high order approximation methods.…
We consider a dynamics generated by families of maps whose invariant density depends on a parameter a and where a itself obeys a stochastic or periodic dynamics. For slowly varying a the long-term behavior of iterates is described by a…
Given all (finite) moments of two measures $\mu$ and $\lambda$ on $\R^n$, we provide a numerical scheme to obtain the Lebesgue decomposition $\mu=\nu+\psi$ with $\nu\ll\lambda$ and $\psi\perp\lambda$. When$\nu$ has a density in…
We provide a new method to approximate a (possibly discontinuous) function using Christoffel-Darboux kernels. Our knowledge about the unknown multivariate function is in terms of finitely many moments of the Young measure supported on the…
Many problems of theoretical and practical interest involve finding a convex or concave function. For instance, optimization problems such as finding the projection on the convex functions in $H^k(\Omega)$, or some problems in economics. In…
This paper is devoted to the study of general (Laurent) polynomial modifications of moment functionals on the unit circle, i.e., associated with hermitian Toeplitz matrices. We present a new approach which allows us to study polynomial…
The Bayesian perspective on inverse problems has attracted much mathematical attention in recent years. Particular attention has been paid to Bayesian inverse problems (BIPs) in which the parameter to be inferred lies in an…
We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…
We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…
In this paper we establish a general form of the Mass Transference Principle for systems of linear forms conjectured in [1]. We also present a number of applications of this result to problems in Diophantine approximation. These include a…
The Dirichlet forms methods, in order to represent errors and their propagation, are particularly powerful in infinite dimensional problems such as models involving stochastic analysis encountered in finance or physics, cf. [5]. Now, coming…