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For any finite point set in $D$-dimensional space equipped with the 1-norm, we present random linear embeddings to $k$-dimensional space, with a new metric, having the following properties. For any pair of points from the point set that are…
The purpose of this work is to study an approximation to an abstract Bessel-type problem, which is a generalization of the extension problem associated with fractional powers of the Laplace operator. Motivated by the success of such…
We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…
We consider the problem of estimating the optimal transport map between two probability distributions, $P$ and $Q$ in $\mathbb R^d$, on the basis of i.i.d. samples. All existing statistical analyses of this problem require the assumption…
We present a framework to calculate large deviations for nonlinear functions of independent random variables supported on compact sets in Banach spaces, by extending the result in Chatterjee and Dembo [6]. Previous research on nonlinear…
We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…
In this paper, we first introduce an iterative process in modular function spaces and then extend the idea of a {\lambda}-firmly nonexpansive mapping from Banach spaces to modular function spaces. We call such mappings as…
We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…
Our goal of this note is to give an easy proof that spaces of predictable processes with values in a Banach space are isomorphic to spaces of progressive resp. adapted, measurable processes. This provides a straightforward extension of the…
We study the convergence properties, in Hellinger and related distances, of nonparametric density estimators based on measure transport. These estimators represent the measure of interest as the pushforward of a chosen reference…
Computing the probability of evidence even with known error bounds is NP-hard. In this paper we address this hard problem by settling on an easier problem. We propose an approximation which provides high confidence lower bounds on…
The optimum subspace decomposition of the infinite-dimensional compressible random processes in the locally convex Hausdorff space has been propose and its dimension has been measured. We conduct topological analysis of finite- and…
Biased diffusive transport of Brownian particles through irregularly shaped, narrow confining quasi-one-dimensional structures is investigated. The complexity of the higher dimensional diffusive dynamics is reduced by means of the so-called…
Using techniques developed recently in the field of compressed sensing we prove new upper bounds for general (nonlinear) sampling numbers of (quasi-)Banach smoothness spaces in $L^2$. In particular, we show that in relevant cases such as…
Similar to ordinary differential equations, rough paths and rough differential equations can be formulated in a Banach space setting. For $\alpha\in (1/3,1/2)$, we give criteria for when we can approximate Banach space-valued weakly…
We study best approximations in Banach spaces via Birkhoff-James orthogonality of functionals. To exhibit the usefulness of Birkhoff-James orthogonality techniques in the study of best approximation problems, some algorithms and distance…
While the theory of matrix-weighted function spaces is well established, the majority of previous results in the infinite-dimensional operator-valued setting deal with "no go" theorems, showing the impossibility of some prospective…
In Bayesian applications, there is a huge interest in rapid and accurate estimation of the posterior distribution, particularly for high dimensional or hierarchical models. In this article, we propose to use optimization to solve for a…
We study the complexity of approximating complex zero sets of certain $n$-variate exponential sums. We show that the real part, $R$, of such a zero set can be approximated by the $(n-1)$-dimensional skeleton, $T$, of a polyhedral…
In 1992, Kiendi, Adamy and Stelzner investigated under which conditions a certain type of function constituted a Lyapunov function for some time-invariant linear system. Six years later, it was obtained that this property holds if and only…