Unbalanced optimal transport: Dynamic and Kantorovich formulations

This article presents a new class of distances between arbitrary nonnegative Radon measures inspired by optimal transport. These distances are defined by two equivalent alternative formulations: (i) a dynamic formulation defining the distance as a geodesic distance over the space of measures (ii) a static “Kantorovich” formulation where the distance is the minimum of an optimization problem over pairs of couplings describing the transfer (transport, creation and destruction) of mass between two measures. Both formulations are convex optimization problems, and the ability to switch from one to the other depending on the targeted application is a crucial property of our models. Of particular interest is the Wasserstein–Fisher–Rao metric recently introduced independently by [7], [15]. Defined initially through a dynamic formulation, it belongs to this class of metrics and hence automatically benefits from a static Kantorovich formulation.     

Gagliardo–Nirenberg inequalities and non-inequalities: The full story

We investigate the validity of the Gagliardo–Nirenberg type inequality

(1)${6f6}_{W^{s,p}(\mathrm{\Omega })}?{6f6}_{W^{s_1,p_1}(\mathrm{\Omega })}^{\theta }{6f6}_{W^{s_2,p_2}(\mathrm{\Omega })}^{1?\theta },$

with $\mathrm{\Omega }?{\mathbb{R}}^N$. Here, $0\le s_1\le s\le s_2$ are non negative numbers (not necessarily integers), $1\le p_1,p,p_2\le \infty$, and we assume the standard relations

$s=\theta s_1+(1?\theta )s_2,1/p=\theta /p_1+(1?\theta )/p_2\text{ for some }\theta \in (0,1).$

By the seminal contributions of E. Gagliardo and L. Nirenberg, (1) holds when $s_1,s_2,s$ are integers. It turns out that (1) holds for “most” of values of $s_1,\dots ,p_2$, but not for all of them. We present an explicit condition on $s_1,s_2,p_1,p_2$ which allows to decide whether (1) holds or fails.     

Semimartingale: Itô or not ?

Itô semimartingales are the semimartingales whose characteristics are absolutely continuous with respect to Lebesgue measure. We study the importance of this assumption for statistical inference on a discretely sampled semimartingale in terms of the identifiability of its characteristics, their estimation, and propose tests of the Itô property against the non-Itô alternative when the observed semimartingale is continuous, or discontinuous with finite activity jumps, and under a number of technical assumptions.     

Autoregressive functions estimation in nonlinear bifurcating autoregressive models

Bifurcating autoregressive processes, which can be seen as an adaptation of autoregressive processes for a binary tree structure, have been extensively studied during the last decade in a parametric context. In this work we do not specify any a priori form for the two autoregressive functions and we use nonparametric techniques. We investigate both nonasymptotic and asymptotic behaviour of the Nadaraya–Watson type estimators of the autoregressive functions. We build our estimators observing the process on a finite subtree denoted by \(\mathbb {T}_n\), up to the depth n. Estimators achieve the classical rate \(|\mathbb {T}_n|^{-\beta /(2\beta +1)}\) in quadratic loss over Hölder classes of smoothness. We prove almost sure convergence, asymptotic normality giving the bias expression when choosing the optimal bandwidth. Finally, we address the question of asymmetry: we develop an asymptotic test for the equality of the two autoregressive functions which we implement both on simulated and real data.     

Well‐posedness and regularity results for a 2m‐th order parabolic equation in symmetric conical domains of ℝN+1

In this paper, we use the domain decomposition method to prove well‐posedness and smoothness results in anisotropic weighted Sobolev spaces for a multidimensional high‐order parabolic equation set in conical time‐dependent domains of . Copyright © 2017 John Wiley & Sons, Ltd.     

A general variable neighborhood search variants for the travelling salesman problem with draft limits

In this paper, we present two general variable neighborhood search (GVNS) based variants for solving the traveling salesman problem with draft limits (TSPDL), a recent extension of the traveling salesman problem. TSPDL arises in the context of maritime transportation. It consists of finding optimal Hamiltonian tour for a given ship which has to visit and deliver products to a set of ports while respecting the draft limit constraints. The proposed methods combine ideas in sequential variable neighborhood descent within GVNS. They are tested on a set of benchmarks from the literature as well as on a new one generated by us. Computational experiments show remarkable efficiency and effectiveness of our new approach. Moreover, new set of benchmarks instances is generated.     

k-Hankel Gabor Transform and Its Applications to the Theory of Localization Operators

Analysis Mathematica - We introduce and study the k-Hankel Gabor transform. We investigate the localization operators for this transform. In particular, we study their trace class properties and we...     

On extension and refinement of the Poincaré inequality

The aim of this paper is to analyze the heat semigroup ${(\mathcal{N}_{t})_{t >0 } = \{e^{t \Delta}\}_{t >0 }}$ generated by the usual Laplacian operator Δ on ${\mathbb{R}^{d}}$ equipped with the d-dimensional Lebesgue measure. We obtain and study, via a method involving some semigroup techniques, a large family of functional inequalities that does not exist in the literature and with the local Poincaré and reverse local Poincaré inequalities as particular cases. As a consequence, we establish in parallel a new functional and integral inequality related to the Ornstein–Uhlenbeck semigroup.     

The stable admissions polytope

The stable admissions polytope– the convex hull of the stable assignments of the university admissions problem – is described by a set of linear inequalities. It depends on a new characterization of stability and arguments that exploit and extend a graphical approach that has been fruitful in the analysis of the stable marriage problem. Received: April 10, 1998 / Accepted: June 3, 1999?Published online January 27, 2000