Related papers: On Hessian measures for non-commuting vector field…
We consider the 1-dimensional cubic Szeg\H{o} equation with data distributed according to the Gaussian measure with inverse covariance operator $(1-\partial_x^2)^\frac s2$, where $s>\frac12$. We show that, for $s>1$, this measure is…
We consider (stochastic) subgradient methods for strongly convex but potentially nonsmooth non-Lipschitz optimization. We provide new equivalent dual descriptions (in the style of dual averaging) for the classic subgradient method, the…
Inspired by the recent paper (L. Ying, Mirror descent algorithms for minimizing interacting free energy, Journal of Scientific Computing, 84 (2020), pp. 1-14),we explore the relationship between the mirror descent and the variable metric…
We derive quantitative bounds on the rate of convergence in $L^1$ Wasserstein distance of general M-estimators, with an almost sharp (up to a logarithmic term) behavior in the number of observations. We focus on situations where the…
We study three kinetic Langevin samplers including the Euler discretization, the BU and the UBU splitting scheme. We provide contraction results in $L^1$-Wasserstein distance for non-convex potentials. These results are based on a carefully…
We study the $\varrho$-th order variation seminorm of a general Ornstein--Uhlenbeck semigroup $\left(\mathcal H_t\right)_{t>0}$ in $\mathbb R^n$, taken with respect to $t$. We prove that this seminorm defines an operator of weak type…
Let $H$ be the discrete Schr\"odinger operator $Hu(n):=u(n-1)+u(n+1)+v(n)u(n)$, $u(0)=0$ acting on $l^2({\bf Z}^+)$ where the potential $v$ is real-valued and $v(n)\to 0$ as $n\to \infty$. Let $P$ be the orthogonal projection onto a closed…
In a Hilbert space setting, for convex optimization, we show the convergence of the iterates to optimal solutions for a class of accelerated first-order algorithms. They can be interpreted as discrete temporal versions of an inertial…
This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic…
The purpose of this paper is to study the existence of weak solutions for some classes of one-parameter subelliptic gradient-type systems involving a Sobolev-Hardy potential defined on an unbounded domain $\Omega_\psi$ of the Heisenberg…
The seminal papers of Pickands [1,2] paved the way for a systematic study of high exceedance probabilities of both stationary and non-stationary Gaussian processes. Yet, in the vector-valued setting, due to the lack of key tools including…
In this paper, we consider the Sub-Laplacian L which consists of sum of squares of smooth vector fields that satisfy Hormander's finite rank condition. We study the Dirichlet problem for this operator on domains that satisfy certain…
Some concepts, such as non-compactness measure and condensing operators, defined on metric spaces are extended to uniform spaces. Such extensions allow us to locate, in the context of uniform spaces, some classical results existing in…
Given a non-convex twice differentiable cost function f, we prove that the set of initial conditions so that gradient descent converges to saddle points where \nabla^2 f has at least one strictly negative eigenvalue has (Lebesgue) measure…
We extend the methods of Lewicka - Pakzad, Sz\'ekelyhidi - Cao and Li - Qiu to study the notion of very weak solutions to the complex $\sigma_2$ equation in domains in $\mathbb C^n,\ n\geq 2$. As a by-product we sharpen the regularity…
A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to…
Some inequalities for quantum f-divergence of trace class operators in Hilbert spaces are obtained. It is shown that for normalised convex functions it is nonnegative. Some upper bounds for quantum f-divergence in terms of variational and…
Nowadays a vast literature is available on the Hele-Shaw or incompressible limit for nonlinear degenerate diffusion equations. This problem has attracted a lot of attention due to its applications to tissue growth and crowd motion modelling…
We prove non-subelliptic estimates for the tangential Cauchy-Riemann system over a weakly "$q$-pseudoconvex" higher codimensional submanifold $M$ of $\C^n$. Let us point out that our hypotheses do not suffice to guarantee subelliptic…
We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…