Related papers: Convex geometry of max-stable distributions

We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set $K \subset \mathbb{R}^d$ that is based on the maximal spacing generated by i.i.d. points $X_1, \ldots,X_n$ in $K$, i.e., the volume…

This paper presents a set of continuous-time distributed algorithms that solve unconstrained, separable, convex optimization problems over undirected networks with fixed topologies. The algorithms are developed using a Lyapunov function…

We study three families of polyhedral cones whose sections are regular simplices, cubes, and crosspolytopes. We compute solid angles and conic intrinsic volumes of these cones. We show that several quantities appearing in stochastic…

We prove that the distribution density of any non-constant polynomial $f(\xi_1,\xi_2,\ldots)$ of degree $d$ in independent standard Gaussian random variables $\xi$ (possibly, in infinitely many variables) always belongs to the…

We study multistage distributionally robust linear optimization, where the uncertainty set is defined as a ball of distribution centered at a scenario tree using the nested distance. The resulting minimax problem is notoriously difficult to…

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

We study computational and statistical consequences of problem geometry in stochastic and online optimization. By focusing on constraint set and gradient geometry, we characterize the problem families for which stochastic- and…

We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance for a large class of geometric functionals of marked Poisson and binomial point processes on general metric spaces. The rates are valid…

We present a novel analogue for finite exchangeable sequences of the de Finetti, Hewitt and Savage theorem and investigate its implications for multi-marginal optimal transport (MMOT) and Bayesian statistics. If $(Z_1,...,Z_N)$ is a…

In this paper, we establish some rigidity theorems for space-like hypersurfaces in Minkowski space by using a Weinberger-type approach with P-functions and integral identities. Firstly, for space-like hypersurfaces $M$ represented as graphs…

As observed by Auderset et al. (2005) and Wiesel (2012), viewing covariance matrices as elements of a Riemannian manifold and using the concept of geodesic convexity provide useful tools for studying M-estimators of multivariate scatter. In…

Let $K$ be a convex body in $\mathbb{R}^n$ and $f : \partial K \rightarrow \mathbb{R}_+$ a continuous, strictly positive function with $\int\limits_{\partial K} f(x) d \mu_{\partial K}(x) = 1$. We give an upper bound for the approximation…

Unidirectional motion of solitons can take place, although the applied force has zero average in time, when the spatial symmetry is broken by introducing a potential $V(x)$, which consists of periodically repeated cells with each cell…

In this work, we study the dynamics of piecewise smooth systems on a codimension-2 transverse intersection of two codimension-1 discontinuity sets. The Filippov convention can be extended to such intersections, but this approach does not…

We study the continuity of an abstract generalization of the maximum-entropy inference - a maximizer. It is defined as a right-inverse of a linear map restricted to a convex body which uniquely maximizes on each fiber of the linear map a…

In this paper we introduce a new sequence of quantities for random polytopes. Let $K_N=\conv\{X_1,...,X_N\}$ be a random polytope generated by independent random vectors uniformly distributed in an isotropic convex body $K$ of $\R^n$. We…

We consider stochastic variational inequalities with monotone operators defined as the expected value of a random operator. We assume the feasible set is the intersection of a large family of convex sets. We propose a method that combines…

The recent contribution Dieker & Mikosch (2015) [1] obtained important representations of max-stable stationary Brown-Resnick random fields $\zeta_Z$ with a spectral representation determined by a Gaussian process $Z$. With motivations from…

In this paper we compare the different phenomena that occur when intersecting geometric objects with random geodesics on the unit sphere and inside convex bodies. On the high dimensional sphere we see that with probability bounded away from…

Zonotopes are studied from the point of view of central symmetry and how volumes of facets and the angles between them determine a zonotope uniquely. New proofs are given for theorems of Shephard and McMullen characterizing a zonotope by…