相关论文: Couplings, gradient estimates and logarithmic Sobo…

We present a theory of homogeneous volatility bridge estimators for log-price stochastic processes. The main tool of our theory is the parsimonious encoding of the information contained in the open, high and low prices of incomplete bridge,…

A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…

We show convergence of the gradients of the Schr\"odinger potentials to the Brenier map in the small-time limit under general assumptions on the marginals, which allow for unbounded densities and supports. Furthermore, we provide novel…

The purpose of this short note is to demonstrate uniform logarithmic Sobolev inequalities for the mean field gradient particle systems associated to an energy functional that is convex in the flat sense. A defective log-Sobolev inequality…

We proposed a new technique to accelerate sampling methods for solving difficult optimization problems. Our method investigates the intrinsic connection between posterior distribution sampling and optimization with Langevin dynamics, and…

We focus on the log-Sobolev inequality for spin systems on the lattice with interactions of higher order than quadratic. We show that if the one-dimensional single-site measure with boundaries satisfies the log-Sobolev inequality uniformly…

We consider a new functional inequality controlling the rate of relative entropy decay for random walks, the interchange process and more general block-type dynamics for permutations. The inequality lies between the classical logarithmic…

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

In this manuscript, we consider the Langevin dynamics on $\mathbb{R}^d$ with an overdamped vector field and driven by multiplicative Brownian noise of small amplitude $\sqrt{\epsilon}$, $\epsilon>0$. Under suitable assumptions on the vector…

We investigate the hypercontractivity property of generalized Mehler semigroups on the $L^p$-scale with respect to invariant measures. This property is first obtained in the purely theoretical setting of skew operators and, subsequently,…

We develop in this paper an amelioration of the method given by S. Bobkov and M. Ledoux in GAFA (2000). We prove by Prekopa-Leindler Theorem an optimal modified logarithmic Sobolev inequality adapted for all log-concave measure on $\dR^n$.…

We investigate a class of simple models for Langevin dynamics of turbulent flows, including the one-layer quasi-geostrophic equation and the two-dimensional Euler equations. Starting from a path integral representation of the transition…

Motivated by the Brownian bridge on random interval considered by Bedini et al \cite{BBE}, we introduce and study Gaussian bridges with random length with special emphasis to the Markov property. We prove that if the starting process is…

Sampling is a fundamental and arguably very important task with numerous applications in Machine Learning. One approach to sample from a high dimensional distribution $e^{-f}$ for some function $f$ is the Langevin Algorithm (LA). Recently,…

We consider the task of generating draws from a Markov jump process (MJP) between two time-points at which the process is known. Resulting draws are typically termed bridges and the generation of such bridges plays a key role in…

In this paper, we consider a class of inhomogeneous semi-Markov processes directly based on intensity processes for marked point processes. We show that this class satisfies the semi-Markov properties defined elsewhere in the literature. We…

In a separable Hilbert space, we study supercontractivity and ultracontractivity properties for a transition semigroups associated with a stochastic partial differential equations. This is done in terms of exponential integrability of…

We prove a general version of \cite[Theorem 4.1]{Boas84} to obtain Sobolev estimates for weighted Bergman projections on convex Reinhardt domains by using the Pr\'ekopa-Leindler inequality.

It is well known that if a random vector satisfies a log-Sobolev inequality, all of its marginals have subgaussian tails. In the spirit of the KLS conjecture, we investigate whether this implication can be reversed under a log-concavity…

The Wolff dynamics is a non-local Markov chain widely used for simulating the Ising model due to its effectiveness in reducing critical slowing down compared to the Glauber dynamics. Despite extensive algorithmic and numerical studies, a…