Related papers: A note on the adapted weak topology in discrete ti…
We show a new functional limit theorem for weakly dependent regularly varying sequences of random vectors. As it turns out, the convergence takes place in the space of R^d valued c\`{a}dl\`{a}g functions endowed with the so-called weak M1…
We focus on a class of non-smooth optimization problems over the Stiefel manifold in the decentralized setting, where a connected network of $n$ agents cooperatively minimize a finite-sum objective function with each component being weakly…
Twisted particle filters are a class of sequential Monte Carlo methods recently introduced by Whiteley and Lee to improve the efficiency of marginal likelihood estimation in state-space models. The purpose of this article is to extend the…
We introduce an optimal transport topology on the space of probability measures over a fiber bundle, which penalizes the transport cost from one fiber to another. For simplicity, we illustrate our construction in the Euclidean case…
We consider a Markovian approximation, of weak coupling type, to an open system perturbation involving emission, absorption and scattering by reservoir quanta. The result is the general form for a quantum stochastic flow driven by creation,…
The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…
In this paper we continue our work on adaptive timestep control for weakly non- stationary problems. The core of the method is a space-time splitting of adjoint error representations for target functionals due to S\"uli and Hartmann. The…
Constructing an ontology for quantum theory is challenging, in part due to unavoidable measurement back-action. The Aharonov-Albert-Vaidman weak measurement formalism provides a method to predict measurement results (weak values) in a…
We consider stochastic semi-linear evolution equations which are driven by additive, spatially correlated, Wiener noise, and in particular consider problems of heat equation (analytic semigroup) and damped-driven wave equations (bounded…
We consider iterative (`turbo') algorithms for compressed sensing. First, a unified exposition of the different approaches available in the literature is given, thereby enlightening the general principles and main differences. In particular…
The arrival time probability distribution is defined by analogy with the classical mechanics. The difficulty of requirement to have the values of non-commuting operators is circumvented using the concept of weak measurements. The proposed…
Weak convergence of probability measures is one of the most important topics in the field probability and statistics. In this survey paper, we look at weak convergence of probability measures from the topological vector space point of view.…
In this paper, we introduce a new algorithm for rare event estimation based on adaptive importance sampling. We consider a smoothed version of the optimal importance sampling density, which is approximated by an ensemble of interacting…
We derive a class of equations describing low Reynolds number steady flows of incompressible and viscous fluids in networks made of straight channels, with several sources and sinks, and adaptive conductivities. The flow is controlled by…
We generalize the notion of weakly mixing unitary representations to locally compact quantum groups, introducing suitable extensions of all standard characterizations of weak mixing to this setting. These results are used to complement the…
In the first part of this paper, we establish a conditional optimality result for an adaptive mixed finite element method for the stationary Stokes problem discretized by the standard Taylor-Hood elements, under the assumption of the…
We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear with time series bootstrap. As a typical example, we analyze…
There has been much interest in generalizing Kesten's criterion for amenability in terms of a random walk to other contexts, such as determining amenability of a deck covering group by the bottom of the spectrum of the Laplacian or entropy…
Lott-Sturm-Villani theory of curvature on geodesic spaces has been extended to discrete graph spaces by C. L{\'e}onard by replacing W2-Wasserstein geodesics by Schr{\"o}odinger bridges in the definition of entropic curvature [23, 25, 24].…
A large literature has grown up around the proposed use of 'weak measurements' (i.e., unsharp measurements followed by post-selection) to allegedly provide information about hidden ontological features of quantum systems. This paper…