English
Related papers

Related papers: On smooth approximations in the Wasserstein space

200 papers

We show that for every Lipschitz function $f$ defined on a separable Riemannian manifold $M$ (possibly of infinite dimension), for every continuous $\epsilon:M\to (0,+\infty)$, and for every positive number $r>0$, there exists a $C^\infty$…

Differential Geometry · Mathematics 2007-05-23 D. Azagra , J. Ferrera , F. Lopez-Mesas , Y. Rangel

Classical results show that gradient descent converges linearly to minimizers of smooth strongly convex functions. A natural question is whether there exists a locally nearly linearly convergent method for nonsmooth functions with quadratic…

Optimization and Control · Mathematics 2023-07-18 Damek Davis , Liwei Jiang

We prove that for any constant $K\geq1$, the value functions for time homogeneous stochastic differential games in the whole space can be approximated up to a constant over $K$ by value functions whose second-order derivatives are bounded…

Optimization and Control · Mathematics 2014-09-04 N. V. Krylov

If f is a smooth function on a Hodge manifold, we construct a canonical sequence of real algebraic functions that converge to f in the smooth topology. The definition of of the approximants is inspired by Berezin-Toeplitz quantization. The…

Differential Geometry · Mathematics 2010-11-23 Alessandro Ghigi

We initiate a program of average smoothness analysis for efficiently learning real-valued functions on metric spaces. Rather than using the Lipschitz constant as the regularizer, we define a local slope at each point and gauge the function…

Statistics Theory · Mathematics 2020-11-10 Yair Ashlagi , Lee-Ad Gottlieb , Aryeh Kontorovich

Rademacher theorem states that every Lipschitz function on the Euclidean space is differentiable almost everywhere, where "almost everywhere" refers to the Lebesgue measure. In this paper we prove a differentiability result of similar type,…

Classical Analysis and ODEs · Mathematics 2015-03-27 Giovanni Alberti , Andrea Marchese

We prove that several forms of the Bernstein polynomials with integer coefficients possess the property of simultaneous approximation, that is, they approximate not only the function but also its derivatives. We establish direct estimates…

Classical Analysis and ODEs · Mathematics 2019-04-23 Borislav R. Draganov

It is known that if a twice differentiable function has a Lipschitz continuous Hessian, then its gradients satisfy a Jensen-type inequality. In particular, this inequality is Hessian-free in the sense that the Hessian does not actually…

Optimization and Control · Mathematics 2025-05-05 Radu I. Boţ , Minh N. Dao , Tianxiang Liu , Bruno F. Lourenço , Naoki Marumo

Let us consider a Banach space $X$ with the property that every real-valued Lipschitz function $f$ can be uniformly approximated by a Lipschitz, $C^1$-smooth function $g$ with $\Lip(g)\le C \Lip(f)$ (with $C$ depending only on the space…

Functional Analysis · Mathematics 2011-01-17 Mar Jimenez-Sevilla , Luis Sanchez-Gonzalez

In the present paper, we use a generalised shift operator in order to define a generalised modulus of smoothness. By its means, we define generalised Lipschitz classes of functions, and we give their constructive characteristics.…

Functional Analysis · Mathematics 2014-01-28 Faton M. Berisha , Nimete Sh. Berisha

It is proved that one cannot approximate stably the first derivative of a smooth function given noisy values of this function and a bound on this function and its first derivative. Such an approximation is shown to be possible if an a…

Mathematical Physics · Physics 2007-05-23 A. G. Ramm

We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…

Probability · Mathematics 2024-10-29 José A. Adell , P. Garrancho , F. J. Martínez-Sánchez

In this paper we discuss approximation of partially smooth functions. The problem arises naturally in the study of laminated currents.

Dynamical Systems · Mathematics 2015-06-26 John Fornaess , Yinxia Wang , Erlend Fornaess Wold

Several new inequalities for moduli of smoothness and errors of the best approximation of a function and its derivatives in the spaces $L_p$, $0<p<1$, are obtained. For example, it is shown that for any $0<p<1$ and $k,\,r\in \mathbb{N}$ one…

Classical Analysis and ODEs · Mathematics 2016-12-26 Yurii Kolomoitsev

We derive upper bounds on the Wasserstein distance ($W_1$), with respect to $\sup$-norm, between any continuous $\mathbb{R}^d$ valued random field indexed by the $n$-sphere and the Gaussian, based on Stein's method. We develop a novel…

Probability · Mathematics 2024-05-02 Krishnakumar Balasubramanian , Larry Goldstein , Nathan Ross , Adil Salim

We construct a H\"older continuous function on the unit interval which coincides in uncountably (in fact continuum) many points with every function of total variation smaller than 1 passing through the origin. We say that a function with…

Classical Analysis and ODEs · Mathematics 2022-03-04 Zoltán Buczolich , Gunther Leobacher , Alexander Steinicke

We characterize the class of separable Banach spaces $X$ such that for every continuous function $f:X\to\mathbb{R}$ and for every continuous function $\epsilon:X\to\mathbb(0,+\infty)$ there exists a $C^1$ smooth function $g:X\to\mathbb{R}$…

Functional Analysis · Mathematics 2007-05-23 D. Azagra , M. Jimenez-Sevilla

Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve…

Machine Learning · Statistics 2015-08-26 Marco Cuturi , Gabriel Peyré

The interaction between discrete and continuous mathematics lies at the heart of many fundamental problems in applied mathematics and computational sciences. In this paper we discuss the problem of discretizing vector-valued functions…

Numerical Analysis · Mathematics 2020-05-29 Paweł Dłotko , Thomas Wanner

To tackle difficulties for theoretical studies in situations involving nonsmooth functions, we propose a sequence of infinitely differentiable functions to approximate the nonsmooth function under consideration. A rate of approximation is…

Econometrics · Economics 2023-09-29 Chaohua Dong , Jiti Gao , Bin Peng , Yundong Tu