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相关论文: A diagram-free approach to the stochastic estimate…

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These lecture notes are intended as reader's digest of recent work on a diagram-free approach to the renormalized centered model in Hairer's regularity structures. More precisely, it is about the stochastic estimates of the centered model,…

概率论 · 数学 2025-06-10 Felix Otto , Kihoon Seong , Markus Tempelmayr

We give a motivation and gentle introduction into the regularity structure and model introduced by Otto, Sauer, Smith and Weber, which fall into the framework of Hairer, but have a greedier index set than the one given by trees. We do this…

偏微分方程分析 · 数学 2022-07-22 Pablo Linares , Felix Otto

In this work, we translate at the level of decorated trees some of the crucial arguments which have been used in arXiv:2112.10739 for proposing a diagram-free approach for the convergence of the model in Regularity Structures. This allows…

概率论 · 数学 2023-10-05 Yvain Bruned , Usama Nadeem

We prove a general theorem on the stochastic convergence of appropriately renormalized models arising from nonlinear stochastic PDEs. The theory of regularity structures gives a fairly automated framework for studying these problems but…

概率论 · 数学 2018-01-23 Ajay Chandra , Martin Hairer

Extended decorations on naturally decorated trees were introduced in the work of Bruned, Hairer and Zambotti on algebraic renormalization of regularity structures to provide a convenient framework for the renormalization of systems of…

概率论 · 数学 2021-02-03 Ismael Bailleul , Yvain Bruned

We give a proof of the convergence of the BHZ renormalized model associated with the generalized (KPZ) equation that does not require the full strength of the BPHZ renormalisation. Our approach is based on a convenient form of chaos…

概率论 · 数学 2026-01-27 I. Bailleul , Y. Bruned

We propose a new Bayesian model for flexible nonlinear regression and classification using tree ensembles. The model is based on the RuleFit approach in Friedman and Popescu (2008) where rules from decision trees and linear terms are used…

统计方法学 · 统计学 2018-02-16 Malte Nalenz , Mattias Villani

We present a novel way of constructing reduced models for systems of ordinary differential equations. The reduced models we construct depend on coefficients which measure the importance of the different terms appearing in the model and need…

数值分析 · 数学 2016-01-20 Panagiotis Stinis

The formalism recently introduced in arXiv:1610.08468 allows one to assign a regularity structure, as well as a corresponding "renormalisation group", to any subcritical system of semilinear stochastic PDEs. Under very mild additional…

偏微分方程分析 · 数学 2021-05-24 Yvain Bruned , Ajay Chandra , Ilya Chevyrev , Martin Hairer

We provide an algebraic framework to describe renormalization in regularity structures based on multi-indices for a large class of semi-linear stochastic PDEs. This framework is ``top-down", in the sense that we postulate the form of the…

概率论 · 数学 2024-09-04 Yvain Bruned , Pablo Linares

These lecture notes grew out of a series of lectures given by the second named author in short courses in Toulouse, Matsumoto, and Darmstadt. The main aim is to explain some aspects of the theory of "Regularity structures" developed…

偏微分方程分析 · 数学 2017-07-13 Ajay Chandra , Hendrik Weber

We give a systematic description of a canonical renormalisation procedure of stochastic PDEs containing nonlinearities involving generalised functions. This theory is based on the construction of a new class of regularity structures which…

环与代数 · 数学 2018-11-20 Yvain Bruned , Martin Hairer , Lorenzo Zambotti

We consider the variance renormalisation of a singular SPDE for which a Da Prato-Debussche trick is not applicable. The example taken is the $2$-dimensional generalised parabolic Anderson model (gPAM), driven by a much rougher than white…

概率论 · 数学 2026-02-20 Máté Gerencsér , Yueh-Sheng Hsu

In this work, we provide a method to obtain the renormalised measure in quantum field theory directly from the renormalisation of the expansion of the original measure. Our approach is based on BPHZ renormalisation via multi-indices, a…

数学物理 · 物理学 2025-06-09 Yvain Bruned , Yingtong Hou

We consider a semiparametric partly linear model identified by instrumental variables. We propose an estimation method that does not smooth on the instruments and we extend the Landweber-Fridman regularization scheme to the estimation of…

计量经济学 · 经济学 2023-10-26 Jean-Pierre Florens , Elia Lapenta

In order to provide a local description of a regular function in a small neighbourhood of a point $x$, it is sufficient by Taylor's theorem to know the value of the function as well as all of its derivatives up to the required order at the…

泛函分析 · 数学 2018-04-12 Sebastian Hensel , Tommaso Rosati

We develop a Renormalization Group (RG) approach to the study of existence and uniqueness of solutions to stochastic partial differential equations driven by space-time white noise. As an example we prove well-posedness and independence of…

概率论 · 数学 2015-02-20 Antti Kupiainen

We present a novel framework for the study of a large class of non-linear stochastic PDEs, which is inspired by the algebraic approach to quantum field theory. The main merit is that, by realizing random fields within a suitable algebra of…

数学物理 · 物理学 2021-11-12 Claudio Dappiaggi , Nicolò Drago , Paolo Rinaldi , Lorenzo Zambotti

In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…

统计理论 · 数学 2022-04-01 Fangzheng Xie , Dingbo Wu

Let $\mathscr{T}$ be the regularity structure associated with a given system of singular stochastic PDEs. The paracontrolled representation of the $\sf \Pi$ map provides a linear parametrization of the nonlinear space of admissible models…

概率论 · 数学 2026-01-27 I. Bailleul , Y. Bruned
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