Related papers: On low frequency inference for diffusions without …
We derive continuous dependence estimates for weak entropy solutions of degenerate parabolic equations with nonlinear fractional diffusion. The diffusion term involves the fractional Laplace operator, $\Delta^{\alpha/2}$ for $\alpha \in…
In this paper, we consider the inverse problem of recovering a diffusion and absorption coefficients in steady-state optical tomography problem from the Neumann-to-Dirichlet map. We first prove a Global uniqueness and Lipschitz stability…
We introduce verifiable criteria for weak posterior consistency of identifiable Bayesian nonparametric inference for jump diffusions with unit diffusion coefficient and uniformly Lipschitz drift and jump coefficients in arbitrary dimension.…
We consider an inverse scattering problem and its near-field approximation at high frequencies. We first prove, for both problems, Lipschitz stability results for determining the low-frequency component of the potential. Then we show that,…
We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…
The hot spots conjecture of J. Rauch states that the second Neumann eigenfunction of the Laplace operator on a bounded Lipschitz domain in $\mathbb{R}^n$ attains its extrema only on the boundary of the domain. We present an analogous…
We prove a variant of Rauch's hot spots conjecture for hyperbolic planar domains with small Neumann or mixed Dirichlet-Neumann eigenvalues. We conclude, for instance, that on bounded convex domains in the hyperbolic plane with sufficiently…
We study the problem of estimating the joint probability mass function (pmf) over two random variables. In particular, the estimation is based on the observation of $m$ samples containing both variables and $n$ samples missing one fixed…
This paper presents a diffusion based probabilistic interpretation of spectral clustering and dimensionality reduction algorithms that use the eigenvectors of the normalized graph Laplacian. Given the pairwise adjacency matrix of all…
We study a class of diffusion processes arising from random perturbations of conservative Hamiltonian systems. Under a set of abstract hypotheses -- including basic structural assumptions on the Hamiltonian, a weak Lyapunov structure, and a…
We investigate the approximation and estimation rates of conditional diffusion transformers (DiTs) with classifier-free guidance. We present a comprehensive analysis for ``in-context'' conditional DiTs under four common data assumptions. We…
We study the existence and properties of Lipschitz continuous weak solutions to the Neumann boundary value problem for a class of one-dimensional quasilinear forward-backward diffusion equations with linear convection and reaction. The…
To our knowledge, the analysis of convergence rates for persistence diagrams estimation from noisy signals has predominantly relied on lifting signal estimation results through sup-norm (or other functional norm) stability theorems. We…
We consider the numerical approximation of the ill-posed data assimilation problem for stationary convection-diffusion equations and extend our previous analysis in [Numer. Math. 144, 451--477, 2020] to the convection-dominated regime.…
We review a recent new approach to the study of critical points of Laplacian eigenfunctions. Its core novelty is a non-standard variational principle for the eigenvalues of the Laplacians with Neumann and Dirichlet boundary conditions on…
This article studies an inverse problem for a transmission wave equation, a system where the main coefficient has a variable jump across an internal interface given by the boundary between two subdomains. The main result obtains Lipschitz…
We present several results on the smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
We study the inverse boundary value problem for the Helmholtz equation using the Dirichlet-to-Neumann map at selected frequencies as the data. A conditional Lipschitz stability estimate for the inverse problem holds in the case of…
The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…
Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…