In this paper, we study the gradient estimates of Li-Yau-Hamilton type for positive solutions to both drifting heat equation and the simple nonlinear heat equation problem ut−Δu=aulogu, u>0 on the compact Riemannian manifold (M,g) of dimension n and with non-negative (Bakry-Emery)-Ricci curvature. Here…
Proves Brownian bridges on manifolds are semimartingales.
problem Semimartingale property of Brownian bridges on Riemannian manifolds.
method Localized Hamilton-type gradient estimate by Arnaudon/Thalmaier.
result Every adapted Brownian bridge on a geodesically complete Riemannian manifold is a semimartingale.
The article proves a new entropy formula for surfaces with boundaries.
problem Entropy formula for surfaces with boundaries.
method Established a monotonicity formula of Hamilton type entropy.
result Entropy functional and W-functional relation studied. The paper provides gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.
problem Proving gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.
method Using Hamilton type and Li-Yau type estimates, the paper proves gradient estimates on positive solutions to generalized nonlinear parabolic equations on smooth metric measure spaces with compact boundary.
result Gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.
In this paper, we first prove a localized Hamilton-type gradient estimate for the positive solutions of Porous Media type equations: ut=ΔF(u), with F′(u)>0, on a complete Riemannian manifold with Ricci curvature bounded from below. In the second part, we study Fast Diffusion Equation (FDE) and Porous Media Equ…
The article derives gradient estimations for semilinear equations on geometric flows.
problem Gradient estimation for semilinear equations on geometric flows.
method Derives both Hamilton and Souplet-Zhang type gradient estimations.
result Gradient estimations for semilinear equations on geometric flows.
Chau-Tam-Yu has proved the non-positivity of Perelman's new Li-Yau-Hamilton type expression on noncompact manifolds. In this article, we further prove that v is negative if the Ricci flow is not end up with an Euclidean space.
We give a proof to the Li-Yau-Hamilton type inequality claimed by Perelman on the fundamental solution to the conjugate heat equation. The rest of the paper is devoted to improving the known differential inequalities of Li-Yau-Hamilton type via monotonicity formulae.
We proved a matrix Li-Yau-Hamilton type gradient estimates for the positive solutin of the heat equation on complete Kaehler manifolds with nonnegative bisectional curvature. As a consequence we obtain a comparison theorem for the distance function under this curvature assumption.
The paper provides gradient estimates for a parabolic equation under Finsler geometric flows.
problem Gradient estimates for a general parabolic equation under compact Finsler CD(−K,N) geometric flows. method Presented Shi-type and Hamilton-type gradient estimates.
result Demonstrates the possibility of removing stricter derivative bounds imposed by Finsler curvature conditions.
In this paper we study the porous medium equation (PME) coupled with the Ricci flow on complete manifolds with bounded nonnegative curvature operator. In particular, we derive Aronson-Bénilan and Li-Yau-Hamilton type differential Harnack estimates for positive solutions to the PME, with a linear forcing term, under the…
Paper proves Harnack inequality for f-mean curvature flow.
problem Proving Harnack inequality for f-mean curvature flow. method Gradient flow of the weighed area functional with measure density function e−f. result Proves Li-Yau-Hamilton type Harnack estimate.
Optimizes heat equation estimates on noncompact manifolds.
problem Improving gradient estimates for heat equations on noncompact manifolds.
method Localized and global noncompact versions of Hamilton's gradient estimate for positive solutions to the heat equation.
result Essentially optimal estimates significantly improve previous results.
The paper derives new gradient and Hessian estimates for nonlinear parabolic equations.
problem Estimating solutions to nonlinear weighted parabolic equations.
method Derives Li-Yau and Hamilton type gradient estimates, and Hessian estimates.
result New gradient and Hessian estimates for positive solutions of nonlinear parabolic equations.
Study fast diffusion equation under Ricci flow with estimates.
problem Analyzing fast diffusion equation under Ricci flow.
method Proved Aronson-Bénilan and Li-Yau-Hamilton type estimates.
result Extended Li-Yau-Hamilton estimates to noncompact settings.
In this paper we study the heat equation (of Hodge-Laplacian) deformation of (p,p)-forms on a Kähler manifold. After identifying the condition and establishing that the positivity of a (p,p)-form solution is preserved under such an invariant condition we prove the sharp differential Harnack (in the sense of Li-Ya…
The paper improves heat equation estimates under weaker Ricci curvature conditions.
problem Improving heat equation estimates under weaker Ricci curvature conditions.
method Establishing Li-Yau-type and Hamilton-type estimates for positive solutions of the heat equation under generalized Ricci flow.
result Deriving Harnack-type inequalities and monotonicity of parabolic frequency.
Let (M,g) be a complete non-compact Riemannian manifold with the m-dimensional Bakry-Émery Ricci curvature bounded below by a non-positive constant. In this paper, we give a localized Hamilton-type gradient estimate for the positive smooth bounded solutions to the following nonlinear diffusion equation \[ u_t=Δu-\n…
The paper provides gradient estimates for specific evolution equations on metric measure spaces.
problem Gradient estimates for a class of evolution equations on smooth metric measure spaces.
method Local gradient estimates of Souplet-Zhang type and gradient estimates of Hamilton type.
result Gradient estimates for positive solutions of the evolution equation on smooth metric measure spaces.
Let (M,g(t)), 0≤t≤T, ∂M=φ, be a compact n-dimensional manifold, n≥2, with metric g(t) evolving by the Ricci flow such that the second fundamental form of ∂M with respect to the unit outward normal of ∂M is uniformly bounded below on ∂M×[0,T]. We will pr…
Study harmonic flow of Spin(7)-structures on compact 8-manifolds.
problem Isometric flow of Spin(7)-structures on compact 8-manifolds.
method Establishing Shi-type estimates, self-similar solutions, monotonicity formula, compactness theorems, and Bryant-type description.
result Conditions for long-time existence and characterisation of singularities.
Paper proves Harnack inequalities for Witten Laplacian on manifolds with specific flows.
problem Proving Harnack inequalities for Witten Laplacian on Riemannian manifolds.
method Using Li-Yau and Hamilton type inequalities for heat equation associated with time-dependent Witten Laplacian on manifolds with specific flows.
result Proves Li-Yau and Hamilton type Harnack inequalities for Witten Laplacian.
Let (Mn,g) be a complete Riemannian manifold with Rc≥−Kg, H(x,y,t) is the heat kernel on Mn, and H=(4πt)−2ne−f. Nash entropy is defined as N(H,t)=∫Mn(fH)dμ(x)−2n. We studied the asymptotic behavior of N(H,t) and ∂t∂[N(H,t)] …
The paper characterizes (K,m)-Ricci solitons and flows using W-entropy.
problem Characterizing (K,m)-Ricci solitons and flows. method Using W-entropy and super Perelman Ricci flows. result Characterizes (K,m)-Ricci solitons and flows. New estimators outperform maximum likelihood without hyper-parameter estimation.
problem Improving system identification performance without hyper-parameter estimation.
method Developed generalized Bayes and closed-form biased estimators using excess MSE.
result New estimators have comparable performance to empirical-Bayes-based regularized estimator.
Dual Bayesian Affine Estimators for Wiener-type state-space models
problem Estimating parameters in Wiener-type state-space models
method Fixed-point architecture combining two affine estimators
result Dual basis-parameter estimator achieves comparable parameter MSE to purely affine estimator
New estimator reduces kernel mean estimation error.
problem Kernel mean estimation in reproducing kernel Hilbert spaces.
method Corrupt data with known distributions and estimate kernel mean under the corrupted distribution.
result The marginalized kernel mean estimator achieves lower estimation error.
Enhances gradient estimates for Hermitian Monge-Ampère equations.
problem Improving estimates for Hermitian Monge-Ampère equations.
method Improves gradient estimates using Evans-Krylov and third derivatives estimates.
result Enhanced estimates for second and third order derivatives.
Paper proposes robust estimators for GANs under Wasserstein contamination.
problem Robust estimation of distributions under contamination.
method Wasserstein GAN-based estimators for location, covariance, and regression.
result Proposed estimators are minimax optimal in many scenarios.
New framework converts offline to online estimation using black-box offline estimators.
problem Convert offline estimation algorithms to online estimation algorithms.
method Oracle-Efficient Online Estimation (OEOE) framework.
result Achieves near-optimal online estimation error via black-box offline estimators.
Proposes variational autoencoder for efficient MMSE estimation.
problem Efficient parameterized MMSE estimation for noisy observations.
method Variational autoencoder models data distribution, approximates MMSE.
result Proposed estimator performs well compared to state-of-the-art.
Paper presents a robust estimator for density ratio estimation that trims outliers.
problem Vulnerability of density ratio estimation to corrupted data points.
method Automatically identifies and trims outliers in density ratio estimation; uses convex formulation and subgradient descent.
result Global optimum can be obtained via subgradient descent; parameter estimation error analyzed under high-dimensional settings.
Paper improves Fisher information estimation methods.
problem Estimating Fisher information for location parameters.
method Revisits and improves Bhattacharya estimator, introduces clipped estimator.
result Clipped estimator shows superior convergence rates in Gaussian noise.
Estimates local Sobolev constants for manifolds with integral Ricci bounds.
problem Extending tools to manifolds with integral Ricci lower bounds.
method Local Sobolev constant estimate for integral Ricci curvature.
result Extension of important tools to manifolds with integral Ricci lower bounds.
Proposes a robust estimator for RD designs.
problem Estimating treatment effects in RD designs.
method Doubly robust estimator combining two estimators.
result Enhances robustness of treatment effect estimators.
New estimator reduces variance in discrete random variables.
problem Estimating gradients for discrete random variables with reduced variance.
method Sampling without replacement and Rao-Blackwellization.
result Our estimator is the most consistent gradient estimator across different entropy settings.
New risk-averse estimators uniquely characterize MAP and Wallace-Freeman estimators.
problem Formalizing and characterizing Bayesian point estimators.
method Formulated axioms for inference, showing unique characterizations of MAP and Wallace-Freeman estimators.
result Axioms uniquely characterize MAP and Wallace-Freeman estimators for different types of estimation problems.
SCOPE estimator improves covariance and precision matrix estimation.
problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.
Formalizes robustness for composite estimators using breakdown points.
problem Understanding the robustness of composite estimators under data modification.
method Formalizes robustness via breakdown points and analyzes the product of individual breakdown points for composite estimators.
result The breakdown point of a composite estimator is the product of the breakdown points of its individual estimators.
Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…
We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…
We find an unbiased estimator for MMD variance.
problem Efficiently estimating the variance of MMD estimators.
method Extending and correcting previous work, we derive an unbiased estimator for MMD variance.
result We provide a truly unbiased estimator for MMD variance with no additional computational cost.
Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…
A new copula estimation method using classification.
problem Estimating copula density from joint and marginal distributions.
method Train a classifier to distinguish joint density from product of marginals.
result Empirically outperforms existing copula estimators.
Paper improves Li-Yau gradient estimates for heat equation solutions.
problem Improving Li-Yau gradient estimates for heat equation solutions.
method Obtained new Li-Yau type gradient estimates with time-dependent parameters.
result Improved Li-Yau gradient estimates for heat equation solutions.
This paper reviews SDR methods for multivariate response regression.
problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.
TAKDE optimizes kernel density estimation for real-time dynamic processes.
problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.
Paper bridges score estimation to parameter and density estimation in DDPMs.
problem Efficiently estimating scores for generative models.
method Introduces a framework linking score estimation to parameter and density estimation.
result Denoising score-matching in DDPMs is asymptotically efficient for parameter estimation.