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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…

Probability · Mathematics 2019-12-06 Matieyendou Lamboni

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…

Probability · Mathematics 2007-05-23 Alexander V. Kolesnikov

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…

Probability · Mathematics 2024-11-25 Brice Huang , Sidhanth Mohanty , Amit Rajaraman , David X. Wu

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…

Probability · Mathematics 2024-11-19 Sinho Chewi , Austin J. Stromme

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…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

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…

Probability · Mathematics 2026-05-11 Reza Gheissari , Allan Sly

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…

Group Theory · Mathematics 2023-01-18 Takashi Satomi

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…

Machine Learning · Computer Science 2025-02-18 Yun Gong , Zebang Shen , Niao He

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…

Functional Analysis · Mathematics 2026-02-09 Tuomas Hytönen , Riikka Korte

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…

Probability · Mathematics 2025-02-20 Yun Gong , Niao He , Zebang Shen

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…

Analysis of PDEs · Mathematics 2021-02-10 Jarosław Mederski

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…

Optimization and Control · Mathematics 2023-10-27 Jonathan W. Siegel , Stephan Wojtowytsch

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…

Probability · Mathematics 2026-05-05 Yi Han

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…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

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…

Spectral Theory · Mathematics 2016-08-18 Gordon Blower , Caroline Brett , Ian Doust

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…

Probability · Mathematics 2026-03-31 Sohom Bhattacharya , Nabarun Deb , Sumit Mukherjee

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…

Optimization and Control · Mathematics 2021-10-13 Idriss Mazari , Yannick Privat

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…

Metric Geometry · Mathematics 2026-05-05 Alexandros Eskenazis , Apostolos Giannopoulos , Natalia Tziotziou

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…

Probability · Mathematics 2020-09-02 Djalil Chafai , Joseph Lehec

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…

Differential Geometry · Mathematics 2014-11-14 César Rosales
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