Related papers: Gaussian Rough Paths Lifts via Complementary Young…
We develop a lifting theory for the exponential map of semi-Riemannian manifolds that overcomes the classical obstruction caused by its singularities. We show that every smooth path in the manifold admits, up to a nondecreasing…
A fully regulated definition of Feynman's path integral is presented here. The proposed re-formulation of the path integral coincides with the familiar formulation whenever the path integral is well-defined. In particular, it is consistent…
Using some basic notions from the theory of Hopf algebras and quasi-shuffle algebras, we introduce rigorously a new family of rough paths: the quasi-geometric rough paths. We discuss their main properties. In particular, we will relate them…
We present a new implementation of the geometric method of Cullen & Purser (1984) for solving the semi-geostrophic Eady slice equations which model large scale atmospheric flows and frontogenesis. The geometric method is a Lagrangian…
In this paper, we consider an arbitrary irreducible unitary representation $(\pi_{\lambda},V_{\lambda})$ of a compact connected, simply connected semisimple Lie group $G$ with highest weight $\lambda$, and apply the idea of…
For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…
In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough…
In this paper, we work in the framework of Hilbert-valued Wiener structures and derive a functional version of the second-order Gaussian Poincar\'e inequality that leads to abstract bounds for Gaussian process approximation in $d_2$…
The Gaussian Elimination with Partial Pivoting (GEPP) is a classical algorithm for solving systems of linear equations. Although in specific cases the loss of precision in GEPP due to roundoff errors can be very significant, empirical…
We introduce a fully-corrective generalized conditional gradient method for convex minimization problems involving total variation regularization on multidimensional domains. It relies on alternatively updating an active set of subsets of…
We establish an optimal \emph{Widder theory} for a weighted porous medium equation with rough and inhomogeneous density that may be singular at a point and tends to zero at spatial infinity. Specifically, for this equation, we identify a…
We establish sharp convolution and multiplication estimates in weighted Lebesgue, Fourier Lebesgue and modulation spaces. Especially we recover some known results.
Although the Hardy inequality corresponding to one quadratic singularity, with optimal constant, does not admit any extremal function, it is well known that such a potential can be improved, in the sense that a positive term can be added to…
We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…
This work gathers new results concerning the semi-geostrophic equations: existence and stability of measure valued solutions, existence and uniqueness of solutions under certain continuity conditions for the density, convergence to the…
Quadratic regularization has emerged as a potential alternative to the popular entropic regularization in computational optimal transport, offering the theoretical advantage of producing sparse couplings through its hinge density structure.…
We consider vector valued, unit variance Gaussian processes defined over stratified manifolds and the geometry of their excursion sets. In particular, we develop an explicit formula for the expectation of all the Lipschitz--Killing…
In this paper, we propose two regularized proximal quasi-Newton methods with symmetric rank-1 update of the metric (SR1 quasi-Newton) to solve non-smooth convex additive composite problems. Both algorithms avoid using line search or other…
Given a polytope P in $\mathbb{R}^n$, we say that P has a positive semidefinite lift (psd lift) of size d if one can express P as the linear projection of an affine slice of the positive semidefinite cone $\mathbf{S}^d_+$. If a polytope P…
Certain natural geometric approximation schemes are developed for Wiener measure on a compact Riemannian manifold. These approximations closely mimic the informal path integral formulas used in the physics literature for representing the…