Related papers: A remark on a conjecture on the symmetric Gaussian…
A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…
The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…
In this note we study the error term R_{n,L}(x) in the generalized circle problem for a ball of volume x and a random lattice L of large dimension n. Our main result is the following functional central limit theorem: Fix an arbitrary…
We analyze the connection between minimizers with good generalizing properties and high local entropy regions of a threshold-linear classifier in Gaussian mixtures with the mean squared error loss function. We show that there exist…
In this paper we show the following result: if C is an n-dimensional 0-symmetric convex compact set, $f:C\rightarrow[0,1)$ is concave, and $g:[0,1)\rightarrow[0,1)$ is not identically zero, convex, with g(0)=0, then \[ \frac{1}{|C|}\int_C…
We prove Gaussian approximation theorems for specific $k$-dimensional marginals of convex bodies which possess certain symmetries. In particular, we treat bodies which possess a 1-unconditional basis, as well as simplices. Our results…
In this paper we consider the problem of minimizing area subject to a volume constraint in a given convex set.
We study the problem of minimizing the second Dirichlet eigenvalue for the Laplacian operator among sets of given perimeter. In two dimensions, we prove that the optimum exists, is convex, regular, and its boundary contains exactly two…
We consider Bayesian inference of signals with vector-valued entries. Extending concentration techniques from the mathematical physics of spin glasses, we show that the matrix-valued minimum mean-square error concentrates when the size of…
We prove that an approximated version of the Brunn--Minkowski inequality with volume distortion coefficient implies a Gaussian concentration-of-measure phenomenon. Our main theorem is applicable to discrete spaces.
We establish a maximum principle for a two-point function in order to analyze the convexity of level sets of harmonic functions. We show that this can be used to prove a strict convexity result involving the smallest principal curvature of…
Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…
This work explores the dimension reduction problem for Bayesian nonparametric regression and density estimation. More precisely, we are interested in estimating a functional parameter $f$ over the unit ball in $\mathbb{R}^d$, which depends…
We consider a generalization of the hyperplane problem to arbitrary measures in place of volume and to sections of lower dimensions. We prove this generalization for unconditional convex bodies and for duals of bodies with bounded volume…
A planar point set is in convex position precisely when it has a convex polygonization, that is, a polygonization with maximum interior angle measure at most \pi. We can thus talk about the convexity of a set of points in terms of the…
We consider the volume of a Boolean expression of some congruent balls about a given system of centers in the $d$-dimensional Euclidean space. When the radius $r$ of the balls is large, this volume can be approximated by a polynomial of…
Gaussian correlation conjecture states that the Gaussian measure of the intersection of two symmetric convex sets is greater or equal to the product of the measures.
In this paper, we introduce a class of nonsmooth nonconvex least square optimization problem using convex analysis tools and we propose to use the iterative minimization-majorization (MM) algorithm on a convex set with initializer away from…
The generalized circumradius of a set of points $A \subseteq \mathbb{R}^d$ with respect to a convex body $K$ equals the minimum value of $\lambda \geq 0$ such that $A$ is contained in a translate of $\lambda K$. Each choice of $K$ gives a…
Given a positive lower semi-continuous density $f$ on $\mathbb{R}^2$ the weighted volume $V_f:=f\mathscr{L}^2$ is defined on the $\mathscr{L}^2$-measurable sets in $\mathbb{R}^2$. The $f$-weighted perimeter of a set of finite perimeter $E$…