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We study the $\nabla \phi$ model with uniformly convex Hamiltonian $\mathcal{H} (\phi) := \sum V(\nabla \phi)$ and prove a quantitative rate of convergence for the finite-volume surface tension as well as a quantitative rate estimate for…

概率论 · 数学 2019-07-25 Paul Dario

We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the…

概率论 · 数学 2020-10-21 Lucas Journel , Pierre Monmarché

The difference-of-convex (DC) program is an important model in nonconvex optimization due to its structure, which encompasses a wide range of practical applications. In this paper, we aim to tackle a generalized class of DC programs, where…

最优化与控制 · 数学 2025-05-29 Tan Nhat Pham , Minh N. Dao , Nima Amjady , Rakibuzzaman Shah

The Gromov-Wasserstein (GW) framework adapts ideas from optimal transport to allow for the comparison of probability distributions defined on different metric spaces. Scalable computation of GW distances and associated matchings on graphs…

机器学习 · 计算机科学 2021-05-05 Samir Chowdhury , David Miller , Tom Needham

We consider the problem of numerically approximating the solutions to an elliptic partial differential equation (PDE) for which the boundary conditions are lacking. To alleviate this missing information, we assume to be given measurement…

数值分析 · 数学 2024-06-07 Andrea Bonito , Diane Guignard

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

统计理论 · 数学 2020-01-29 Jing Lei

To what extent can particulate random media be characterised using direct wave backscattering from a single receiver/source? Here, in a two dimensional setting, we show using a machine learning approach that both the particle radius and…

Communication is one of the bottlenecks of distributed optimisation and learning. To overcome this bottleneck, we propose a novel quantization method that transforms a vector into a sample of components' indices drawn from a categorical…

最优化与控制 · 数学 2025-01-31 Dmitrii Pasechniuk , Pavel Dvurechensky , César A. Uribe , Alexander Gasnikov

In this paper, we study convergence properties of the gradient Expectation-Maximization algorithm \cite{lange1995gradient} for Gaussian Mixture Models for general number of clusters and mixing coefficients. We derive the convergence rate…

统计理论 · 数学 2017-12-05 Bowei Yan , Mingzhang Yin , Purnamrita Sarkar

In this work, we investigate the convergence properties of the backward regularized Wasserstein proximal (BRWP) method for sampling a target distribution. The BRWP approach can be shown as a semi-implicit time discretization for a…

数值分析 · 数学 2025-12-18 Fuqun Han , Stanley Osher , Wuchen Li

We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…

数值分析 · 数学 2024-05-24 Yijie Jin , Shu Liu , Hao Wu , Xiaojing Ye , Haomin Zhou

Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…

机器学习 · 计算机科学 2026-03-27 Chandan Tankala , Dheeraj M. Nagaraj , Anant Raj

We provide rates of convergence in the central limit theorem in terms of projective criteria for adapted stationary sequences of centered random variables taking values in Banach spaces, with finite moment of order $p \in ]2,3]$ as soon as…

概率论 · 数学 2025-02-21 Aurélie Bigot

We propose a novel approach to the problem of multilevel clustering, which aims to simultaneously partition data in each group and discover grouping patterns among groups in a potentially large hierarchically structured corpus of data. Our…

机器学习 · 统计学 2021-05-26 Viet Huynh , Nhat Ho , Nhan Dam , XuanLong Nguyen , Mikhail Yurochkin , Hung Bui , and Dinh Phung

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

最优化与控制 · 数学 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

We consider the dispersive logarithmic Schr{\"o}dinger equation in a semi-classical scaling. We extend the results about the large time behaviour of the solution (dispersion faster than usual with an additional logarithmic factor,…

偏微分方程分析 · 数学 2021-03-24 Guillaume Ferriere

We obtain essentially matching upper and lower bounds for the expected max-sliced 1-Wasserstein distance between a probability measure on a separable Hilbert space and its empirical distribution from $n$ samples. By proving a Banach space…

概率论 · 数学 2024-11-27 March T. Boedihardjo

We establish exact rates of convergence in the $p$-Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion process on a compact Riemannian manifold. For the quadratic…

概率论 · 数学 2025-10-01 René L. Schilling , Bingyao Wu

The Lie--Trotter product formula is a foundational approximation for the quantum partition function, yet obtaining rigorous error bounds for the unbounded Hamiltonians common in physics remains a significant challenge. This paper provides a…

量子物理 · 物理学 2025-10-21 Xuda Ye , Zhennan Zhou

We study multi-objective optimization over probability distributions in Wasserstein space. Recently, Nguyen et al. (2025) introduced Multiple Wasserstein Gradient Descent (MWGraD) algorithm, which exploits the geometric structure of…

机器学习 · 计算机科学 2026-01-28 Dai Hai Nguyen , Duc Dung Nguyen , Atsuyoshi Nakamura , Hiroshi Mamitsuka