Related papers: On universality in penalisation problems with mult…
We tackle the problem of building adaptive estimation procedures for ill-posed inverse problems. For general regularization methods depending on tuning parameters, we construct a penalized method that selects the optimal smoothing sequence…
In this paper we study the convex envelopes of a new class of functions. Using this approach, we are able to unify two important classes of regularizers from unbiased non-convex formulations and weighted nuclear norm penalties. This opens…
In this paper, we consider universal sums of generalized polygonal numbers. Fixing $m\in\mathbb{N}_{\geq 3}$, we show two finiteness theorems for universal sums of generalized polygonal numbers whose inputs have a restricted number $L$ of…
We give several general theorems concerning positive definite solutions of Riemann-Hilbert problems on the real line. Furthermore, as an example, we apply our theory to the characteristic function of a class of L\'{e}vy processes and we…
In this paper, we present a novel penalty approach for the numerical solution of continuously controlled HJB equations and HJB obstacle problems. Our results include estimates of the penalisation error for a class of penalty terms, and we…
Quasi-invariance under translation is established for the $ \sigma $-finite measure unifying Brownian penalisations, which has been introduced by Najnudel, Roynette and Yor. For this purpose, the theory of Wiener integrals for centered…
We show how up-to techniques for (bi-)similarity can be used in the setting of weighted systems. The problems we consider are language equivalence, language inclusion and the threshold problem (also known as universality problem) for…
Categorical universal algebra can be developed either using Lawvere theories (single-sorted finite product theories) or using monads, and the category of Lawvere theories is equivalent to the category of finitary monads on Set. We show how…
In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of its maximum (resp. minimum, local time). We study the law of the canonical process under these new probability measures.
We study the concept of universal sets from the additive--combinatorial point of view. Among other results we obtain some applications of this type of uniformity to sets avoiding solutions to linear equations, and get an optimal upper bound…
We study the potential theory of a large class of infinite dimensional L\'evy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e. excessive functions with…
We study some limit theorems for the normalized law of integrated Brownian motion perturbed by several examples of functionals: the first passage time, the nth passage time, the last passage time up to a finite horizon and the supremum. We…
The main result of this paper is a partial answer to [math.LO/9909115, Problem 5.5]: a finite iteration of Universal Meager forcing notions adds generic filters for many forcing notions determined by universality parameters. We also give…
In this paper we consider a question on existence of double series by generalized Walsh system, which are universal in weighted $L_\mu^1[0,1]^2$ spaces. In particular, we construct a weighted function $\mu(x,y)$ and a double series by…
Using a capacity approach, and the theory of measure's perturbation of Dirichlet forms, we give the probabilistic representation of the General Robin boundary value problems on an arbitrary domain $\Omega$, involving smooth measures, which…
A new approach to linear programming duality is proposed which relies on quadratic penalization, so that the relation between solutions to the penalized primal and dual problems becomes affine. This yields a new proof of Levin's duality…
Penalty functions or regularization terms that promote structured solutions to optimization problems are of great interest in many fields. Proposed in this work is a nonconvex structured sparsity penalty that promotes one-sparsity within…
We look for pointwise bounds on a plurisubharmonic function near its singularity point, given the value of its generalized Lelong number with respect to a plurisubharmonic weight. To this end, an extremal problem is considered. In certain…
We establish $L^p$-type universal approximation theorems for general and non-anticipative functionals on suitable rough path spaces, showing that linear functionals acting on signatures of time-extended rough paths are dense with respect to…