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We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…
Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…
Motivated by the paraxial narrow-angle approximation of the Helmholtz equation in domains of variable topography that appears as an important application in Underwater Acoustics, we analyze a general Schr\"odinger-type equation posed on…
We review the derivation of quantum theory as an application of entropic methods of inference. The new contribution in this paper is a streamlined derivation of the Schr\"odinger equation based on a different choice of microstates and…
A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established…
We study the problem of stopping a Brownian motion at a given distribution $\nu$ while optimizing a reward function that depends on the (possibly randomized) stopping time and the Brownian motion. Our first result establishes that the set…
We approximate the solution for the time dependent Schr\"odinger equation (TDSE) in two steps. We first use a pseudo-spectral collocation method that uses samples of functions on rank-1 or rank-r lattice points with unitary Fourier…
In the first part of this thesis, we present a general technique for establishing local and uniform continuity bounds for Schur concave functions. Our technique uses a particular relationship between majorization and the trace distance…
This paper shows global uniqueness in two inverse problems for a fractional conductivity equation: an unknown conductivity in a bounded domain is uniquely determined by measurements of solutions taken in arbitrary open, possibly disjoint…
Consider a reference Markov process with initial distribution $\pi_{0}$ and transition kernels $\{M_{t}\}_{t\in[1:T]}$, for some $T\in\mathbb{N}$. Assume that you are given distribution $\pi_{T}$, which is not equal to the marginal…
In this brief research note I present a generalized version of the Savage-Dickey Density Ratio for representation of the Bayes factor (or marginal likelihood ratio) of nested statistical models; the new version takes the form of a…
Renyi's "thinning" operation on a discrete random variable is a natural discrete analog of the scaling operation for continuous random variables. The properties of thinning are investigated in an information-theoretic context, especially in…
We consider several inverse problems for elliptic equations whose coefficients are random, without imposing a special probabilistic structure on the randomness. The main body treats the Schr\"odinger equation. We compare what can be…
We study the class of self-similar probability density functions with finite mean and variance which maximize R\'{e}nyi's entropy. The investigation is restricted in the Schwartz space $S(\mathbb{R}^d)$ and in the space of…
We consider network routing under random link failures with a desired final distribution. We provide a mathematical formulation of a relaxed transport problem where the final distribution only needs to be close to the desired one. The…
In the works on Statistical Mechanics and Statistical Physics, when deriving the distribution of particles of ideal gases, one uses the method of Lagrange multipliers in a formal way. In this paper we treat rigorously this problem for…
We propose a Schr\"odinger equation of arbitrary order for modeling charge transport in semiconductors operating in the ballistic regime. This formulation incorporates non-parabolic effects through the Kane dispersion relation, thereby…
We study the following fractional Schr\"{o}dinger equation \begin{equation*}\label{eq0.1} \epsilon^{2s}(-\Delta)^s u + V(x)u = |u|^{p - 2}u, \,\,x\in\,\,\mathbb{R}^N, \end{equation*} where $s\in (0,\,1)$, $N>2s$, $p>1$ is subcritical and…
We are concerned with the nonlinear Schr\"odinger equation with an $L^2$ mass constraint on both finite and locally finite graphs and prove that the equation has a normalized solution by employing variational methods. We also pay attention…
We provide adaptive inference methods, based on $\ell_1$ regularization, for regular (semi-parametric) and non-regular (nonparametric) linear functionals of the conditional expectation function. Examples of regular functionals include…