High-dimensional Laplace asymptotics up to the concentration threshold

This paper bridges the gap between Gaussian approximation and the concentration threshold in high-dimensional Laplace-type integrals by deriving an explicit asymptotic expansion for logI(λ)\log I(\lambda) with quantitative remainder bounds valid when d/λ0d/\lambda \to 0, thereby enabling accurate analytic approximations of expectations and constructing polynomial transport maps for efficient sampling in regimes where dd is large but d2/λd^2/\lambda does not vanish.

Alexander Katsevich, Anya KatsevichFri, 13 Ma📊 stat

Random divergence-free drifts and the Onsager-Richardson threshold

This paper proves the absence of anomalous dissipation for passive scalars driven by random divergence-free autonomous vector fields in Hölder classes with regularity α>1/3\alpha > 1/3 by utilizing dimension-theoretic arguments rather than commutator estimates, thereby establishing that anomalous regularization does not occur for this class of fields.

Daniel W. Boutros, Camillo De Lellis, Svitlana MayborodaFri, 13 Ma🔢 math

Low-Rank and Sparse Drift Estimation for High-Dimensional Lévy-Driven Ornstein--Uhlenbeck Processes

This paper proposes and analyzes a convex estimator for the drift matrix of high-dimensional Lévy-driven Ornstein--Uhlenbeck processes under a low-rank-plus-sparse structure, establishing a non-asymptotic oracle inequality that demonstrates improved dimensionality dependence compared to purely sparse methods while accounting for discretization and truncation biases across various Lévy regimes.

Marina PalaistiFri, 13 Ma📊 stat