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:2609. 12594v1 Announce Type: new Abstract: We study the classical Moreau--Yosida unadjusted Langevin algorithm (MYULA) for $\pi(\,\mathrm{d} x)\propto e^{-f(x)-g(x)}\,\mathrm{d} x$, where $f\in C^2(\mathbb{R}^d)$ is $m$-strongly convex with $L_f$-Lipschitz gradient and $g:\mathbb{R}^d\to\mathbb{R}$ is convex and globally $G$-Lipschitz.
By Yuchen Xin, Zhihua Zhang
The paper introduces a new simultaneous pointwise majorization framework for Banach‑valued stochastic processes that possess finite‑metric mixed‑tail increments. By assuming an anchored process satisfies a tail bound involving multiple pseudo‑metrics and orders, the authors derive a high‑probability envelope that holds uniformly over the index set, with terms expressed through integrals of log‑covering numbers and distance functions. This result generalizes single‑metric sub‑Weibull bounds and, in the Gaussian case, improves existing pointwise upper bounds by removing extraneous logarithmic factors.
By Haichen Hu, David Simchi-Levi
arXiv:2609.01576v1 Announce Type: cross
Abstract: Classical chaining controls an indexed stochastic process through a single worst-case bound, which can obscure substantial variation across the index...
By Haichen Hu, David Simchi-Levi
arXiv:2510. 22778v3 Announce Type: replace-cross Abstract: We develop a free-probabilistic framework for denoising diffusion, in which the data is a self-adjoint operator and its law a spectral distribution.
By Swagatam Das
arXiv:2310. 09149v3 Announce Type: replace-cross Abstract: We study the approximation of probability measures in the Wasserstein-$p$ distance by structured classes of approximators, motivated by applications in imaging, machine learning, and physical measurement under sensor constraints.
By Keaton Hamm, Varun Khurana