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We consider the variance renormalisation of a singular SPDE for which a Da Prato-Debussche trick is not applicable. The example taken is the $2$-dimensional generalised parabolic Anderson model (gPAM), driven by a much rougher than white…

Probability · Mathematics 2026-02-20 Máté Gerencsér , Yueh-Sheng Hsu

Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…

Probability · Mathematics 2007-11-25 Sourav Chatterjee

The main result of this paper supports a conjecture by C. P\'erez and E. Rela about a very recent result of theirs on self-improving theory. Also, we extend the conclusions of their theorem to the range $p<1$. As an application of our…

Classical Analysis and ODEs · Mathematics 2019-07-30 Javier C. Martínez-Perales

We propose a unified framework for global-local regularization that bridges the gap between classical techniques -- such as ridge regression and the nonnegative garotte -- and modern Bayesian hierarchical modeling. By estimating local…

Methodology · Statistics 2025-12-17 Jyotishka Datta , Nick Polson , Vadim Sokolov

Randomized smoothing is currently the state-of-the-art method that provides certified robustness for deep neural networks. However, due to its excessively conservative nature, this method of incomplete verification often cannot achieve an…

Machine Learning · Computer Science 2023-12-29 Bo-Han Kung , Shang-Tse Chen

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Schwartz to rough differential equations, and prove the…

Classical Analysis and ODEs · Mathematics 2015-06-15 Terry Lyons , Danyu Yang

We present an improved version of the second order Gaussian Poincar\'e inequality, firstly introduced in Chatterjee (2009) and Nourdin, Peccati and Reinert (2009). These novel estimates are used in order to bound distributional distances…

Probability · Mathematics 2019-02-05 Anna Vidotto

In the framework of the gauge theory based on the Poincar\'e symmetry group, the gravitational field is described in terms of the coframe and the local Lorentz connection. Considered as gauge field potentials, they give rise to the…

General Relativity and Quantum Cosmology · Physics 2019-05-29 Yuri N. Obukhov

Random Fourier features is one of the most popular techniques for scaling up kernel methods, such as kernel ridge regression. However, despite impressive empirical results, the statistical properties of random Fourier features are still not…

Machine Learning · Computer Science 2018-05-22 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

In this paper, several discrete schemes for Gaussian curvature are surveyed. The convergence property of a modified discrete scheme for the Gaussian curvature is considered. Furthermore, a new discrete scheme for Gaussian curvature is…

Computer Vision and Pattern Recognition · Computer Science 2008-04-09 Zhiqiang Xu , Guoliang Xu

In this paper we deal with pointwise approximation of solutions of stochastic differential equations (SDEs) driven by infinite dimensional Wiener process with additional jumps generated by Poisson random measure. The further investigations…

Probability · Mathematics 2022-05-04 Paweł Przybyłowicz , Michał Sobieraj , Łukasz Stȩpień

We introduce novel equations, in the spirit of rough path theory, that parametrize level sets of intrinsically regular maps on the Heisenberg group with values in $\mathbb{R}^2$. These equations can be seen as a sub-Riemannian counterpart…

Differential Geometry · Mathematics 2016-10-28 Valentino Magnani , Eugene Stepanov , Dario Trevisan

The present paper aims to establish the local well-posedness of Euler's fluid equations on geometric rough paths. In particular, we consider the Euler equations for the incompressible flow of an ideal fluid whose Lagrangian transport…

Analysis of PDEs · Mathematics 2022-07-01 Dan Crisan , Darryl D. Holm , James-Michael Leahy , Torstein Nilssen

In the paper, for the Cauchy problem on the non-cutoff Boltzmann equation in torus, we establish the global-in-time Gevrey smoothness in velocity and space variables for a class of low-regularity mild solutions near Maxwellians with the…

Analysis of PDEs · Mathematics 2021-05-04 Renjun Duan , Wei-Xi Li , Lvqiao Liu

Whereas in a coordinate-dependent setting the Euler-Lagrange equations establish necessary conditions for solving variational problems in which both the integrands of functionals and the resulting paths are assumed to be sufficiently…

Optimization and Control · Mathematics 2022-11-15 Gregory S. Chirikjian

We provide convergence rates for space approximations of semi-linear stochastic differential equations with multiplicative noise in a Hilbert space. The space approximations we consider are spectral Galerkin and finite elements, and the…

Numerical Analysis · Mathematics 2018-12-19 Sonja Cox , Erika Hausenblas

The increasing availability of network data has driven the development of advanced statistical models specifically designed for metric graphs, where Gaussian processes play a pivotal role. While models such as Whittle-Mat\'ern fields have…

Methodology · Statistics 2026-03-18 David Bolin , Lenin Riera-Segura , Alexandre B. Simas

Accurate reconstruction of piecewise-smooth functions from a finite number of Fourier coefficients is an important problem in various applications. The inherent inaccuracy, in particular the Gibbs phenomenon, is being intensively…

Classical Analysis and ODEs · Mathematics 2012-11-12 Dmitry Batenkov , Yosef Yomdin

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…

Numerical Analysis · Mathematics 2018-09-17 William W. Hager , Jun Liu , Subhashree Mohapatra , Anil V. Rao , Xiang-Sheng Wang
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