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Over the past years, operator splitting methods have become ubiquitous for non-smooth optimization owing to their simplicity and efficiency. In this paper, we consider the Forward--Douglas--Rachford splitting method (FDR) [10,40], and study…
Building upon [1], this study aims to introduce fractal geometry into graph theory, and to establish a potential theoretical foundation for complex networks. Specifically, we employ the method of substitution to create and explore…
In this paper we prove matrix Li-Yau-Hamilton estimates for positive solutions to the heat equation and the backward conjugate heat equation, both coupled with the Ricci flow. We then apply such estimates to establish the monotonicity of…
Membranes holomorphically embedded in flat noncompact space are constructed in terms of the degrees of freedom of an infinite collection of 0-branes. To each holomorphic curve we associate infinite-dimensional matrices which are static…
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in non-stationary time series. In contrast to the…
We propose a scalable method for computing global solutions of nonlinear, high-dimensional dynamic stochastic economic models. First, within a time iteration framework, we approximate economic policy functions using an adaptive,…
We prove a radial source estimate in H\"older-Zygmund spaces for uniformly hyperbolic dynamics (also known as Anosov flows), in the spirit of Dyatlov-Zworski. The main consequence is a new linear stability estimate for the marked length…
This paper develops a functional-analytic framework for approximating the push-forward induced by an analytic map from finitely many samples. Instead of working directly with the map, we study the push-forward on the space of locally…
We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected…
We develop a unified framework for modeling multiple term structures arising in financial, insurance, and energy markets, adopting an extended Heath-Jarrow-Morton (HJM) approach under the real-world probability. We study market viability…
We present a convergence analysis of a finite difference scheme for the time dependent partial different equation called gradient flow associated with the Rudin-Osher-Fatemi model. We devise an iterative algorithm to compute the solution of…
We study the Hermitian curvature flow of locally homogeneous non-K\"ahler metrics on compact complex surfaces. In particular, we characterize the long-time behavior of the solutions to the flow. We also provide the first example of a…
We develop a predictive-first optimisation framework for streaming hidden Markov models. Unlike classical approaches that prioritise full posterior recovery under a fully specified generative model, we assume access to regime-specific…
We first prove stochastic representation formulae for space-time harmonic mappings defined on manifolds with evolving Riemannian metric. We then apply these formulae to derive Liouville type theorems under appropriate curvature conditions.…
We compute the joint large deviation rate functional in the limit of large time for the current flowing through the edges of a finite graph on which a boundary-driven system of stochastic particles evolves with zero-range dynamics.This…
Groundwater flow can have a significant impact on the thermal response of ground heat exchangers. The moving infinite line source model is thus widely used in practice as it considers both conductive and advective heat transfert processes.…
In this survey paper we discuss recent advances on short interest rate models which can be formulated in terms of a stochastic differential equation for the instantaneous interest rate (also called short rate) or a system of such equations…
In this paper, we directly derive generalized mirror transformation of projective hypersurfaces up to degree 3 genus 0 Gromov-Witten invariants by comparing Kontsevich localization formula with residue integral representation of the virtual…
We develop a novel - cylindrical - solution concept for stochastic evolution equations. Our motivation is to establish a Heath-Jarrow-Morton framework capable of analysing financial term structures with discontinuities, overcoming deep…
We introduce a geometric approach to the construction of moment maps in finite and infinite-dimensional complex geometry. We apply this to two settings: K\"ahler manifolds and holomorphic vector bundles. Our new approach exploits the…