Related papers: Calcul d'erreur complet lipschitzien et formes de …
We provide full theoretical guarantees for the convergence behaviour of diffusion-based generative models under the assumption of strongly log-concave data distributions while our approximating class of functions used for score estimation…
In the language of $L^\infty$-modules proposed by Gigli, we introduce a first order calculus on a topological Lusin measure space $(M,\mathfrak{m})$ carrying a quasi-regular, strongly local Dirichlet form $\mathscr{E}$. Furthermore, we…
We consider a unique continuation problem where the Dirichlet trace of the solution is known to have finite dimension. We prove Lipschitz stability of the unique continuation problem and design a finite element method that exploits the…
In this paper, we would like to derive three-ball inequalities and propagation of smallness for the complex second order elliptic equation with discontinuous Lipschitz coefficients. As an application of such estimates, we study the size…
We establish a general framework to study the rate of convergence of a Euler type approximation scheme with decreasing time steps to the invariant measure, for a general class of stochastic systems. The error is measured in general…
We prove multidimensional integration by parts formulas for generalized fractional derivatives and integrals. The new results allow us to obtain optimality conditions for multidimensional fractional variational problems with Lagrangians…
Discrete state spaces represent a major computational challenge to statistical inference, since the computation of normalisation constants requires summation over large or possibly infinite sets, which can be impractical. This paper…
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of "weak Dirichlet process" in this context. Such a process $\X$,…
We prove sharp, computable error estimates for the propagation of errors in the numerical solution of ordinary differential equations. The new estimates extend previous estimates of the influence of data errors and discretisation errors…
In this work we consider the two dimensional instationary Navier-Stokes equations with homogeneous Dirichlet/no-slip boundary conditions. We show error estimates for the fully discrete problem, where a discontinuous Galerkin method in time…
We study Bayesian estimation of finite mixture models in a general setup where the number of components is unknown and allowed to grow with the sample size. An assumption on growing number of components is a natural one as the degree of…
This is a preliminary version of a book which presents the quantitative homogenization and large-scale regularity theory for elliptic equations in divergence-form. The self-contained presentation gives new and simplified proofs of the core…
In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…
In this manuscript we consider the problem of generalized linear estimation on Gaussian mixture data with labels given by a single-index model. Our first result is a sharp asymptotic expression for the test and training errors in the…
We establish an analogue of the first fundamental theorem of calculus for functions defined on the Wasserstein space of probability measures. Precisely, we show that if a function on the Wasserstein space is sufficiently regular in the…
We study numerical integration of Lipschitz functionals on a Banach space by means of deterministic and randomized (Monte Carlo) algorithms. This quadrature problem is shown to be closely related to the problem of quantization of the…
We study a Dirichlet--Ferguson process $\zeta$ on a general phase space. First we reprove the chaos expansion from Peccati (2008), providing an explicit formula for the kernel functions. Then we proceed with developing a Malliavin calculus…
Euler calculus is based on integrating simple functions with respect to the Euler characteristic. This paper makes the case for extending Euler calculus to continuous integrands by integrating with respect to (Gaussian) curvature. This…
First we generalize a famous lemma of Gallagher on the mean square estimate for exponential sums by plugging a weight in the right hand side of Gallagher's original inequality. Then we apply it in the special case of the Cesaro weight, in…
For a system consisting of several Dirac fields and a particle, we study the Cauchy problem with random initial data. We assume that the initial measure has zero mean value, a finite mean charge density, a translation-invariant covariance…