相关论文: Lower estimates on microstates free entropy dimens…

We consider a problem of covariance estimation from a sample of i.i.d. high-dimensional random vectors. To avoid the curse of dimensionality, we impose an additional assumption on the structure of the covariance matrix $\Sigma$. To be more…

This paper studies stochastic minimization of a finite-sum loss $ F (\mathbf{x}) = \frac{1}{N} \sum_{\xi=1}^N f(\mathbf{x};\xi) $. In many real-world scenarios, the Hessian matrix of such objectives exhibits a low-rank structure on a batch…

To illustrate Boltzmann's construction of an entropy function that is defined for a microstate of a macroscopic system, we present here the simple example of the free expansion of a one dimensional gas of non-interacting point particles.…

We study the nonequilibrium statistical mechanics of a finite classical system subjected to nongradient forces $\xi$ and maintained at fixed kinetic energy (Hoover-Evans isokinetic thermostat). We assume that the microscopic dynamics is…

Let $(X_1,\dots,X_m)$ be self-adjoint non-commutative random variables distributed according to the free Gibbs law given by a sufficiently regular convex and semi-concave potential $V$, and let $(S_1,\dots,S_m)$ be a free semicircular…

Many spatial models exhibit locality structures that effectively reduce their intrinsic dimensionality, enabling efficient approximation and sampling of high-dimensional distributions. However, existing approximation techniques primarily…

A free boundary problem describing small deformations in a membrane based model of electrostatically actuated MEMS is investigated. The existence of stationary solutions is established for small voltage values. A justification of the widely…

We introduce free probability analogues of the stochastic theta methods for free stochastic differential equations in this work. Assume that the drift coefficient of the free stochastic differential equations is operator Lipschitz and the…

We consider model-based derivative-free optimization (DFO) for large-scale problems, based on iterative minimization in random subspaces. We provide the first worst-case complexity bound for such methods for convergence to approximate…

Concentration inequalities are obtained on Poisson space, for random functionals with finite or infinite variance. In particular, dimension free tail estimates and exponential integrability results are given for the Euclidean norm of…

We study solutions to the free stochastic differential equation $dX_t = dS_t - \half DV(X_t)dt$, where $V$ is a locally convex polynomial potential in $m$ non-commuting variables. We show that for self-adjoint $V$, the law $\mu_V$ of a…

We study the well-posedness of nonautonomous nonlinear delay equations in $\mathbb{R}^{n}$ as evolutionary equations in a proper Hilbert space. We present a construction of solving operators (nonautonomous case) or nonlinear semigroups…

Motivated by Dynamic Mode Decomposition algorithms, we provide lower bounds on the dimension of a finite-dimensional subspace $F \subseteq \mathrm{L}^2(\mathrm{X})$ required for predicting the behavior of dynamical systems over long time…

We establish a dimension-free improvement of Talagrand's Gaussian transport-entropy inequality, under the assumption that the measures satisfy a Poincar\'e inequality. We also study stability of the inequality, in terms of relative entropy,…

We consider the stochastic difference equation $$\eta _k = \xi _k \phi (\eta _{k-1}), ~~~~ k \in \Z $$ on a locally compact group $G$ where $\xi _k$ are given $G$-valued random variables, $\eta _k$ are unknown $G$-valued random variables…

In the common time series model $X_{i,n} = \mu (i/n) + \varepsilon_{i,n}$ with non-stationary errors we consider the problem of detecting a significant deviation of the mean function $\mu$ from a benchmark $g (\mu )$ (such as the initial…

We introduce a free probabilistic quantity called free Stein irregularity, which is defined in terms of free Stein discrepancies. It turns out that this quantity is related via a simple formula to the Murray--von Neumann dimension of the…

Let $\mathcal{M}\subset \mathbb{R}^n$ be a compact and sufficiently smooth manifold of dimension $d$. Suppose $\mathcal{M}$ is nowhere completely flat. Let $N_{\mathcal{M}}(\delta,Q)$ denote the number of rational vectors $\mathbf{a}/q$…

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…

Let $\textbf{X} = (X_1,\ldots, X_p)$ be a stochastic vector having joint density function $f_{\textbf{X}}(x)$ with partitions $\textbf{X}_1 = (X_1,\ldots, X_k)$ and $\textbf{X}_2 = (X_{k+1},\ldots, X_p)$. A new method for estimating the…