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This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…

Lyapunov stability theory is the bedrock of direct adaptive control. Fundamentally, Lyapunov stability requires constructing a distance-like function which must decrease with time to ensure stability. Feedback linearization, backstepping,…

We propose a new threshold selection method for the nonparametric estimation of the extremal index of stochastic processes. The so-called discrepancy method was proposed as a data-driven smoothing tool for estimation of a probability…

Optimal values and solutions of empirical approximations of stochastic optimization problems can be viewed as statistical estimators of their true values. From this perspective, it is important to understand the asymptotic behavior of these…

This is a continuation of our earlier work [14] on the Monge-Amp\`ere obstacle problem \[ \det D^2 v = v^q \chi_{\{v>0\}}, \quad v \geq 0 \text{ convex} \] with $q \in [0,n)$, where we studied the regularity of the strictly convex part of…

In this thesis we develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive…

In this article, we establish the existence of an extremal function for the k-th order critical Hardy-Sobolev-Maz'ya (HSM) inequalities on the upper half space $\mathbb{R}^{n+1}_{+}$ when $k\ge 2$ and $n\geq 2k+2$:…

It is well know that for globally contractive autonomous systems, there exists a unique equilibrium and the distance to the equilibrium evaluated along any trajectory decreases exponentially with time. We show that, additionally, the…

In this manuscript, we consider finitely many maps, all of which are defined on a smooth compact measure space, with at least one map in the collection having degree strictly bigger than 1. Working with random dynamics generated by this…

We present a proof of strict $g$-convexity in 2D for solutions of generated Jacobian equations with a $g$-Monge-Amp\`ere measure bounded away from 0. Subsequently this implies $C^1$ differentiability in the case of a $g$-Monge-Amp\`ere…

We generalize and strenghten Ko{\l}odziej's stability theorem. In particular we give sharp stability exponent and treat the case with more singular right hand side of the Monge-Amp\`ere equation.

We prove optimal annealed decay estimates on the derivative and mixed second derivative of the elliptic Green functions on $\mathbb{R}^d$ for random stationary measurable coefficients that satisfy a certain logarithmic Sobolev inequality…

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

The 0/1 D-optimality problem and the Maximum-Entropy Sampling problem are two well-known NP-hard discrete maximization problems in experimental design. Algorithms for exact optimization (of moderate-sized instances) are based on…

We study the smoothness of the Siciak-Zaharjuta extremal function associated to a convex body in $\mathbb{R}^2$. We also prove a formula relating the complex equilibrium measure of a convex body in $\mathbb{R}^n$ to that of its Robin…

Some problems of statistics can be reduced to extremal problems of minimizing functionals of smooth functions defined on the cube $[0,1]^m$, $m\geq 2$. In this paper, we study a class of extremal problems that is closely connected to the…

We introduce novel a posteriori error indicators for a nonlinear least-squares solver for smooth solutions of the Monge--Amp\`ere equation on convex polygonal domains in $\mathbb{R}^2$. At each iteration, our iterative scheme decouples the…

The aim of this paper is to obtain quantitative bounds for solutions to the optimal matching problem in dimension two. These bounds show that up to a logarithmically divergent shift, the optimal transport maps are close to be the identity…

We consider the asymptotic behavior of solutions to the Monge--Amp\`ere equations with slow convergence rate at infinity and fulfill previous results under faster convergence rate by Bao--Li--Zhang [Calc. Var PDE. 52(2015). pp. 39-63].…

Motivated by the degree of smoothness of constrained embeddings of surfaces in $\mathbb{R}^3$, and by the recent applications to the elasticity of shallow shells, we rigorously derive the $\Gamma$-limit of 3-dimensional nonlinear elastic…