arXiv:2608. 13467v1 Announce Type: new Abstract: We study the Moreau--Yosida unadjusted Langevin algorithm (MYULA) for the nonsmooth composite target \[ \pi(dx)\propto \exp\{-f(x)-g(x)\}\,dx, \qquad x\in\mathbb R^d, \] where \(f\) is \(m\)-strongly convex with \(L_f\)-Lipschitz gradient and \(g\) is convex and \(G\)-Lipschitz.
By Yuchen Xin, Zhihua Zhang
arXiv:2608. 15337v1 Announce Type: cross Abstract: We disprove the expectation stated by Xin, Yu, and Ronney that the physical positive part strain $G$-equation should possess an effective burning velocity in cellular flows.
By Michele Caprio
arXiv:2606. 00970v1 Announce Type: new Abstract: We study risk-neutral control in Markov decision processes with an absorbing catastrophic state.
By Yujiao Chen
arXiv:2607. 15702v2 Announce Type: replace-cross Abstract: We develop a non-asymptotic approximation, sampling, and finite-iteration optimization theory for variational physics-informed approximation of uniformly monotone nonlinear multiscale elliptic equations.
By Ronald Katende
We study the problem of sampling from target distributions whose potentials are simultaneously non-smooth, subject to superlinear gradient growth, and non-convex. We introduce the Subgradient Tamed Unadjusted Langevin Algorithm (SG-TULA), a discretisation of the Langevin diffusion that operates directly on subgradients, without relying on computationally demanding smoothing procedures.
arXiv:2608. 06283v1 Announce Type: new Abstract: We study the problem of sampling from target distributions whose potentials are simultaneously non-smooth, subject to superlinear gradient growth, and non-convex.
By Iosif Lytras, Nikolaos Makras, Sotirios Sabanis