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We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random…

Information Theory · Computer Science 2020-10-27 Yanjun Han

We study Brenier's variational models for incompressible Euler equations. These models give rise to a relaxation of the Arnold distance in the space of measure-preserving maps and, more generally, measure-preserving plans. We analyze the…

Analysis of PDEs · Mathematics 2009-11-13 L. Ambrosio , A. Figalli

We consider the problem of transforming samples from one continuous source distribution into samples from another target distribution. We demonstrate with optimal transport theory that when the source distribution can be easily sampled from…

Machine Learning · Statistics 2015-09-30 Sanggyun Kim , Diego Mesa , Rui Ma , Todd P. Coleman

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…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

In this paper, we first prove some local estimates for bilinear operators (closely related to the bilinear Hilbert transform and similar singular operators) with truncated symbol. Such estimates, in accordance with the Heisenberg…

Functional Analysis · Mathematics 2008-02-08 Frederic Bernicot

In this note we will describe a simple and practical approach to get rigorous bounds on the Hausdorff dimension of limits sets for some one dimensional Markov iterated function schemes. The general problem has attracted considerable…

Dynamical Systems · Mathematics 2022-01-19 Mark Pollicott , Polina Vytnova

Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…

Probability · Mathematics 2024-08-30 Celine Moucer , Adrien Taylor , Francis Bach

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

Numerical Analysis · Mathematics 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

In this paper, we develop a general theory of truncated inverse binomial sampling. In this theory, the fixed-size sampling and inverse binomial sampling are accommodated as special cases. In particular, the classical Chernoff-Hoeffding…

Statistics Theory · Mathematics 2019-08-20 Xinjia Chen

In many scientific fields imaging is used to relate a certain physical quantity to other dependent variables. Therefore, images can be considered as a map from a real-world coordinate system to the non-negative measurements being acquired.…

Computer Vision and Pattern Recognition · Computer Science 2018-04-18 Liam Cattell , Gustavo K. Rohde

The frequentist behavior of nonparametric Bayes estimates, more specifically, rates of contraction of the posterior distributions to shrinking $L^r$-norm neighborhoods, $1\le r\le\infty$, of the unknown parameter, are studied. A theorem for…

Statistics Theory · Mathematics 2012-03-12 Evarist Giné , Richard Nickl

In this paper, we take a statistical decision-theoretic viewpoint on social choice, putting a focus on the decision to be made on behalf of a system of agents. In our framework, we are given a statistical ranking model, a decision space,…

Artificial Intelligence · Computer Science 2016-03-15 Hossein Azari Soufiani , David C. Parkes , Lirong Xia

We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…

Econometrics · Economics 2020-06-03 Joris Pinkse , Karl Schurter

We study the problem of estimating the score function using both implicit score matching and denoising score matching. Assuming that the data distribution exhibiting a low-dimensional structure, we prove that implicit score matching is able…

Statistics Theory · Mathematics 2026-01-01 Konstantin Yakovlev , Anna Markovich , Nikita Puchkin

Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with…

Statistics Theory · Mathematics 2022-10-27 Sergios Agapiou , Sven Wang

A signature result in compressed sensing is that Gaussian random sampling achieves stable and robust recovery of sparse vectors under optimal conditions on the number of measurements. However, in the context of image reconstruction, it has…

Information Theory · Computer Science 2021-01-26 Ben Adcock , Simone Brugiapaglia , Matthew King-Roskamp

In this paper, we develop a general approach to proving global and local uniform limit theorems for the Horvitz-Thompson empirical process arising from complex sampling designs. Global theorems such as Glivenko-Cantelli and Donsker…

Statistics Theory · Mathematics 2019-05-31 Qiyang Han , Jon A. Wellner

Given i.i.d. observations uniformly distributed on a closed submanifold of the Euclidean space, we study higher-order generalizations of graph Laplacians, so-called Hodge Laplacians on graphs, as approximations of the Laplace-Beltrami…

Statistics Theory · Mathematics 2025-04-07 Jan-Paul Lerch , Martin Wahl

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…

Numerical Analysis · Mathematics 2018-09-17 William W. Hager , Jun Liu , Subhashree Mohapatra , Anil V. Rao , Xiang-Sheng Wang

We extend the application of Hamiltonian Monte Carlo to allow for sampling from probability distributions defined over symmetric or Hermitian positive definite matrices. To do so, we exploit the Riemannian structure induced by Cartan's…

Computation · Statistics 2016-12-28 Andrew Holbrook , Shiwei Lan , Alexander Vandenberg-Rodes , Babak Shahbaba