Related papers: A counter-example linked to Gaussian convex hulls

We propose a new discretization of the mirror-Langevin diffusion and give a crisp proof of its convergence. Our analysis uses relative convexity/smoothness and self-concordance, ideas which originated in convex optimization, together with a…

We consider polyhedral approximations of strictly convex compacta in finite dimensional Euclidean spaces (such compacta are also uniformly convex). We obtain the best possible estimates for errors of considered approximations in the…

Consider the random sequential packing model with infinite input and in any dimension. When the input consists of non-zero volume convex solids we show that the total number of solids accepted over cubes of volume $\lambda$ is…

In this paper, we study the existence of the random approximations and fixed points for random almost lower semicontinuous operators defined on finite dimensional Banach spaces, which in addition, are condensing or 1-set-contractive. Our…

For $0\leqslant \xi\leqslant \omega_1$, we define the notion of $\xi$-weakly precompact and $\xi$-weakly compact sets in Banach spaces and prove that a set is $\xi$-weakly precompact if and only if its weak closure is $\xi$-weakly compact.…

We develop a general class of Bayesian repulsive Gaussian mixture models that encourage well-separated clusters, aiming at reducing potentially redundant components produced by independent priors for locations (such as the Dirichlet…

Consider the convex hull of a collection of disjoint open discs with radii $1/2$. The boundary of the convex hull consists of a finite number of line segments and arcs. Randomly choose a point in one of the arcs in the boundary so that the…

In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision…

A particularly important substructure in modeling joint linear chance-constrained programs with random right-hand sides and finite sample space is the intersection of mixing sets with common binary variables (and possibly a knapsack…

We establish sharp exponential deviation estimates of the information content as well as a sharp bound on the varentropy for the class of convex measures on Euclidean spaces. This generalizes a similar development for log-concave measures…

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…

In this paper, we study the problem of sampling from log-concave distributions supported on convex, compact sets, with a particular focus on the randomized midpoint discretization of both vanilla and kinetic Langevin diffusions in this…

A Banach space $X$ is said to have Efremov's property ($\mathcal{E}$) if every element of the weak$^*$-closure of a convex bounded set $C \subseteq X^*$ is the weak$^*$-limit of a sequence in $C$. By assuming the Continuum Hypothesis, we…

Let $U_1,U_2,\ldots$ be random points sampled uniformly and independently from the $d$-dimensional upper half-sphere. We show that, as $n\to\infty$, the $f$-vector of the $(d+1)$-dimensional convex cone $C_n$ generated by $U_1,\ldots,U_n$…

This paper studies when a sequence of probability measures on a metric space admit subsequential weak limits. A sufficient condition called sequential tightness is formulated, which relaxes some assumptions for asymptotic tightness used in…

A completely elementary and self-contained proof of convergence of Gaussian multiplicative chaos is given. The argument shows further that the limiting random measure is nontrivial in the entire subcritical phase $(\gamma < \sqrt{2d})$ and…

On R^n endowed with a riemannian metric of bounded nonpositive curvature, the weakly convex closed subsets are topologically trivial. The stability of such subsets under intersection characterizes the euclidean spaces.

We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…

We investigate the closed convex hull of unitary orbits of selfadjoint elements in arbitrary unital C*-algebras. Using a notion of majorization against unbounded traces, a characterization of these closed convex hulls is obtained.…

We consider the well-posedness of Bayesian inverse problems when the prior measure has exponential tails. In particular, we consider the class of convex (log-concave) probability measures which include the Gaussian and Besov measures as…