We prove global in time well-posedness for perturbations of the 2D stochastic Navier-Stokes equations partial derivative( t)u + u center dot del u = Delta u - del p + sigma + xi, u(0, center dot ) = u(0),div (u) = 0, driven by additive space-time white noi ...
We study the hitting probabilities of the solution to a system of d stochastic heat equations with additive noise subject to Dirichlet boundary conditions. We show that for any bounded Borel set with positive (d-6)\documentclass[12pt]{minimal} \usepackage{ ...
By juxtaposing ideas from fractal geometry and dynamical systems, Furstenberg proposed a series of conjectures in the late 1960's that explore the relationship between digit expansions with respect to multiplicatively independent bases. In this work, we in ...
We study the compact support property for solutions of the following stochastic partial differential equations: partial derivative tu=aijuxixj(t,x)+biuxi(t,x)+cu+h(t,x,u(t,x))F-center dot(t,x),(t,x)is an element of(0,infinity)xRd,where F-center dot is a sp ...
A multi-agent system consists of a collection of decision-making or learning agents subjected to streaming observations from some real-world phenomenon. The goal of the system is to solve some global learning or optimization problem in a distributed or dec ...
Ion transport through biological and solid-state nanochannels is known to be a highly noisy process. The power spectrum of current fluctuations is empirically known to scale like the inverse of frequency, following the long-standing yet poorly understood H ...
Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and imperfect observations ...
Within the context of contemporary machine learning problems, efficiency of optimization process depends on the properties of the model and the nature of the data available, which poses a significant problem as the complexity of either increases ad infinit ...
We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...
We establish a Chung-type law of the iterated logarithm and the exact local and uniform moduli of continuity for a large class of anisotropic Gaussian random fields with a harmonizable-type integral representation and the property of strong local nondeterm ...
Population equations for infinitely large networks of spiking neurons have a long tradition in theoret-ical neuroscience. In this work, we analyze a recent generalization of these equations to populations of finite size, which takes the form of a nonlinear ...
This thesis is situated at the crossroads between machine learning and control engineering. Our contributions are both theoretical, through proposing a new uncertainty quantification methodology in a kernelized context; and experimental, through investigat ...
In this thesis, we propose and analyze novel numerical algorithms for solving three different high-dimensional problems involving tensors. The commonality of these problems is that the tensors can potentially be well approximated in low-rank formats. Ident ...
We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a simultaneous law of the ...
This paper demonstrates how to recover causal graphs from the score of the data distribution in non-linear additive (Gaussian) noise models. Using score matching algorithms as a building block, we show how to design a new generation of scalable causal disc ...
In this thesis, we study the stochastic heat equation (SHE) on bounded domains and on the whole Euclidean space Rd. We confirm the intuition that as the bounded domain increases to the whole space, both solutions become arbitrarily close to one another ...
We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we establish strong l ...
This article considers solving an overdetermined system of linear equations in peer-to-peer multiagent networks. The network is assumed to be synchronous and strongly connected. Each agent has a set of local data points, and their goal is to compute a line ...
Eccentricity has emerged as a potentially useful tool for helping to identify the origin of black hole mergers. However, eccentric templates can be computationally very expensive owing to the large number of harmonics, making statistical analyses to distin ...
Noninvasive estimation of axon diameter with diffusion MRI holds the potential to investigate the dynamic properties of the brain network and pathology of neurodegenerative diseases. Recent studies use powder averaging to account for complex white matter a ...
