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We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…

Probability · Mathematics 2012-09-26 Amarjit Budhiraja , Paul Dupuis , Markus Fischer

The aim of this paper is to extend the aggregation convergence results given in (Dacunha-Castelle and Fermin 2005, Dacunha-Castelle and Fermin 2008) to doubly stochastic linear and nonlinear processes with weakly dependent innovations.…

Probability · Mathematics 2008-05-15 Lisandro J. Fermin

A quasi-static filtration system, comprising a poroelastic solid coupled to an incompressible free-flow, is considered in 3D. Across a flat 2D interface, the Beavers-Joseph-Saffman coupling conditions are taken. The system constitutes a…

Analysis of PDEs · Mathematics 2026-05-15 Peter Lavagnino , Arum Lee , Justin T. Webster

In this work we establish that finite directed graphs give rise to semiflows on the power set of their nodes. We analyze the topological dynamics for semiflows on finite directed graphs by characterizing Morse decompositions, recurrence…

Dynamical Systems · Mathematics 2020-05-29 José Ayala , Wolfgang Kliemann

The derivation of the Nordheim-Boltzmann transport equation for weakly interacting quantum fluids is a longstanding problem in mathematical physics. Inspired by the method developed to handle classical dilute gases, a conventional approach…

Mathematical Physics · Physics 2009-05-25 Jani Lukkarinen , Herbert Spohn

The efficacy of segmentation algorithms is frequently compromised by topological errors like overlapping regions, disrupted connections, and voids. To tackle this problem, we introduce a novel loss function, namely Topology-Aware Focal Loss…

Image and Video Processing · Electrical Eng. & Systems 2023-04-28 Andac Demir , Elie Massaad , Bulent Kiziltan

This paper studies the topological properties of the World Trade Web (WTW) and its evolution over time by employing a weighted network analysis. We show that the WTW, viewed as a weighted network, displays statistical features that are very…

General Finance · Quantitative Finance 2009-11-13 Giorgio Fagiolo , Javier Reyes , Stefano Schiavo

We further investigate the weak topology generated by the irreducible unitary representations of a group $G$. A deep result due to Ernest \cite{Ernest1971} and Hughes \cite{Hughes1973} asserts that every weakly compact subset of a locally…

General Topology · Mathematics 2021-03-25 María V. Ferrer , Salvador Hernández

Respondent-Driven Sampling is a popular technique for sampling hidden populations. This paper models Respondent-Driven Sampling as a Markov process indexed by a tree. Our main results show that the Volz-Heckathorn estimator is…

Methodology · Statistics 2016-08-30 Xiao Li , Karl Rohe

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

Graph theory is increasingly commonly utilised in genetics, proteomics and neuroimaging. In such fields, the data of interest generally constitute weighted graphs. Analysis of such weighted graphs often require the integration of…

Molecular Networks · Quantitative Biology 2011-06-09 Cedric E. Ginestet , Andrew Simmons

Main objects of the paper are stationary and weak KAM Hamilton-Jacobi equations on the finite-dimensional torus. The key idea of the paper is to replace the underlying calculus of variations problems with continuous time Markov decision…

Analysis of PDEs · Mathematics 2024-07-17 Yurii Averboukh

We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…

Optimization and Control · Mathematics 2024-05-02 Maxim Raginsky

Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a powerful tool for this task, but existing OT-based…

Optimization and Control · Mathematics 2025-12-29 Thai P. D. Nguyen , Hong T. M. Chu , Kim-Chuan Toh

We consider the problem of approximating optimal in the Minimum Mean Squared Error (MMSE) sense nonlinear filters in a discrete time setting, exploiting properties of stochastically convergent state process approximations. More…

Statistics Theory · Mathematics 2016-11-15 Dionysios S. Kalogerias , Athina P. Petropulu

We consider the emphatic temporal-difference (TD) algorithm, ETD($\lambda$), for learning the value functions of stationary policies in a discounted, finite state and action Markov decision process. The ETD($\lambda$) algorithm was recently…

Machine Learning · Computer Science 2017-01-23 Huizhen Yu

This letter investigates dynamical optimal transport of underactuated linear systems over an infinite time horizon. In our previous work, we proposed to integrate model predictive control and the celebrated Sinkhorn algorithm to perform…

Optimization and Control · Mathematics 2023-08-16 Kaito Ito , Kenji Kashima

We propose to use weak measurements away from the weak-value amplification regime to carry out precision measurements of time delays of light. Our scheme is robust to several sources of noise that are shown to only limit the relative…

Quantum Physics · Physics 2013-02-27 Grégory Strübi , C. Bruder

We investigate the impact of dissipation on weak measurements. While weak measurements have been successful in signal amplification, dissipation can compromise their usefulness. More precisely, we show that in systems with non-degenerate…

Quantum Physics · Physics 2024-05-13 Lorena Ballesteros Ferraz , John Martin , Yves Caudano

We study a remote estimation setup with an autoregressive (AR) Markov process, a sensor, and a remote estimator. The sensor observes the process and sends encoded observations to the estimator as packets over an unreliable communication…

Optimization and Control · Mathematics 2025-12-29 Manali Dutta , Rahul Singh , Shalabh Bhatnagar
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