相关论文: A question about Parisi functional

Take a random variable X with some finite exponential moments. Define an exponentially weighted expectation by E^t(f) = E(e^{tX}f)/E(e^{tX}) for admissible values of the parameter t. Denote the weighted expectation of X itself by r(t) =…

Using the $\ell_1$-norm to regularize the estimation of the parameter vector of a linear model leads to an unstable estimator when covariates are highly correlated. In this paper, we introduce a new penalty function which takes into account…

This paper studies high-order evaluation complexity for partially separable convexly-constrained optimization involving non-Lipschitzian group sparsity terms in a nonconvex objective function. We propose a partially separable adaptive…

We establish new functional versions of the Blaschke-Santal\'o inequality on the volume product of a convex body which generalize to the non-symmetric setting an inequality of K. Ball and we give a simple proof of the case of equality. As a…

Caffarelli's contraction theorem and the analogous Laplacian result in [arXiv:2411.12109, arXiv:2501.11382] are two examples of how log-Hessian bounds on probability densities yield estimates on the derivative of the corresponding Brenier…

We find sufficient conditions for log-convexity and log-concavity for the functions of the forms $a\mapsto\sum{f_k}(a)_kx^k$, $a\mapsto\sum{f_k}\Gamma(a+k)x^k$ and $a\mapsto\sum{f_k}x^k/(a)_k$. The most useful examples of such functions are…

A method of proving Hardy's type inequality for orthogonal expansions is presented in a rather general setting. Then sharp multi-dimensional Hardy's inequality associated with the Laguerre functions of convolution type is proved for type…

We introduce a sharpness functional for probabilistic models that quantifies sharpness as an intrinsic property of the probability distribution. The measure is derived based on a rank-based concentration principle that tracks upward…

In this paper, we investigated the Fourier partial sums with respect to general orthonormal systems when the function $f$ belongs to some differentiable class of functions

We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a…

It is shown that, if nu >= 1/2 then the generalized Marcum Q function Q_nu(a, b) is log-concave in 0<=b <infty. This proves a conjecture of Sun, Baricz and Zhou (2010). We also point out relevant results in the statistics literature.

We prove the conjectured first order expansion of the Levy-Lieb functional in the semiclassical limit, arising from Density Functional Theory (DFT). This is accomplished by interpreting the problem as the singular perturbation of an Optimal…

We propose a first order algorithm, a modified version of FISTA, to solve an optimization problem with an objective function that is a sum of a possibly nonconvex function, with Lipschitz continuous gradient, and a convex function which can…

The construction of a multiresolution analysis starts with specification of a scale function. The Fourier transform of this function is defined by an infinite product. The convergence of this product is usually discussed in the context of…

We consider spline estimates which preserve prescribed piecewise convex properties of the unknown function. A robust version of the penalized likelihood is given and shown to correspond to a variable halfwidth kernel smoother where the…

We discuss a generalisation of fractional linear viscoelasticity based on Scarpi's approach to variable-order fractional calculus. After reviewing the general mathematical framework, we introduce the variable-order fractional Maxwell model…

We study one-dimensional Levy processes with Levy-Khintchine exponent psi(xi^2), where psi is a complete Bernstein function. These processes are subordinate Brownian motions corresponding to subordinators, whose Levy measure has completely…

In these notes, we present a general result concerning the Lipschitz regularity of a certain type of set-valued maps often found in constrained optimization and control problems. The class of multifunctions examined in this paper is…

Motivated by Stanley's conjecture on the multiplication of Jack symmetric functions, we prove a couple of identities showing that skew Jack symmetric functions are semi-invariant up to translation and rotation of a $\pi$ angle of the skew…

In this survey, we explore how superorthogonality amongst functions in a sequence $f_1,f_2,f_3,\ldots$ results in direct or converse inequalities for an associated square function. We distinguish between three main types of…