Related papers: Optimization, Isoperimetric Inequalities, and Samp…
Weighted Poincar\'e-type and related inequalities provide upper bounds of the variance of functions. Their application in sensitivity analysis allows for quickly identifying the active inputs. Although the efficiency in prioritizing inputs…
We find sufficient conditions for a probability measure $\mu$ to satisfy an inequality of the type $$ \int_{\R^d} f^2 F\Bigl(\frac{f^2}{\int_{\R^d} f^2 d \mu} \Bigr) d \mu \le C \int_{\R^d} f^2 c^{*}\Bigl(\frac{|\nabla f|}{|f|} \Bigr) d \mu…
There has been a recent surge of powerful tools to show rapid mixing of Markov chains, via functional inequalities such as Poincar\'e inequalities. In many situations, Markov chains fail to mix rapidly from a worst-case initialization, yet…
The Polyak-Lojasiewicz (PL) constant of a function $f \colon \mathbb{R}^d \to \mathbb{R}$ characterizes the best exponential rate of convergence of gradient flow for $f$, uniformly over initializations. Meanwhile, in the theory of Markov…
Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…
We consider the phase ordering problem for the low-temperature Ising dynamics initialized from a biased and disordered initialization. Work of Fontes, Schonmann, Sidoravicius (2002) showed that at zero-temperature, Ising Glauber dynamics on…
Let $\mu$ be the Haar measure of a unimodular locally compact group $G$ and $m (G)$ as the infimum of the volumes of all open subgroups of $G$. The main result of this paper is that \begin{align*} \int_{G}^{} f \circ \left( \phi_1 * \phi_2…
Potential functions in highly pertinent applications, such as deep learning in over-parameterized regime, are empirically observed to admit non-isolated minima. To understand the convergence behavior of stochastic dynamics in such…
In a doubling metric measure space $(X,\rho,\mu)$ supporting a Poincar\'e inequality, we give a new characterisation of first-order Sobolev spaces by mean oscillations, and extend previous characterisations of constant functions in terms of…
Potential functions in highly pertinent applications, such as deep learning in over-parameterized regime, are empirically observed to admit non-isolated minima. To understand the convergence behavior of stochastic dynamics in such…
We find a class of optimal Sobolev inequalities $$\Big(\int_{\mathbb{R}^N}|\nabla u|^2\, dx\Big)^{\frac{N}{N-2}}\geq C_{N,G}\int_{\mathbb{R}^N}G(u)\, dx, \quad u\in\mathcal{D}^{1,2}(\mathbb{R}^N), N\geq 3,$$ where the nonlinear function…
We consider gradient flow/gradient descent and heavy ball/accelerated gradient descent optimization for convex objective functions. In the gradient flow case, we prove the following: 1. If $f$ does not have a minimizer, the convergence…
We study the ferromagnetic random field Ising model (RFIM) on a graph $G=(V,E)$ having maximal degree $\Delta$, where the external field at each vertex is an i.i.d. random variable. When the random field distribution is sufficiently…
Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…
The nonlinear Schr\"odinger equation NLSE(p, \beta), -iu_t=-u_{xx}+\beta | u|^{p-2} u=0, arises from a Hamiltonian on infinite-dimensional phase space \Lp^2(\mT). For p\leq 6, Bourgain (Comm. Math. Phys. 166 (1994), 1--26) has shown that…
In this paper, we study a class of multilinear Gibbs measures with Hamiltonian given by a generalized $\mathrm{U}$-statistic and with a general base measure. Expressing the asymptotic free energy as an optimization problem over a space of…
Following recent interest in the qualitative analysis of some optimal control and shape optimisation problems, we provide in this article a detailed study of the optimisation of Robin boundary conditions in PDE constrained calculus of…
We study the dimensional Brunn-Minkowski inequality for even log-concave probability measures $\mu$ on $\mathbb{R}^n$ via an analytic approach based on diffusion operators and gradient estimates. Our main result asserts that for every pair…
This note, mostly expository, is devoted to Poincar{\'e} and log-Sobolev inequalities for a class of Boltzmann-Gibbs measures with singular interaction. Such measures allow to model one-dimensional particles with confinement and singular…
Let $\Omega$ be an open half-space or slab in $\mathbb{R}^{n+1}$ endowed with a perturbation of the Gaussian measure of the form $f(p):=\exp(\omega(p)-c|p|^2)$, where $c>0$ and $\omega$ is a smooth concave function depending only on the…