We propose a computational framework named iterative local adaptive majorize-minimization (I-LAMM) to simultaneously control algorithmic complexity and statistical error when fitting high dimensional models. I-LAMM is a two-stage algorithmic implementation of the local linear approximation to a family of folded concave penalized quasi-likelihood. The first stage solves a convex program with a crude precision tolerance to obtain a coarse initial estimator, which is further refined in the second stage by iteratively solving a sequence of convex programs with smaller precision tolerances. Theoretically, we establish a phase transition: the first stage has a sublinear iteration complexity, while the second stage achieves an improved linear rate of convergence. Though this framework is completely algorithmic, it provides solutions with optimal statistical performances and controlled algorithmic complexity for a large family

This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. Several multiscale numerical algorithms have been shown to correctly capture the homogenized limit of solutions of elliptic equations with coefficients modeled as stationary and ergodic random fields. Because theoretical results are available in the continuum setting for such equations, we consider here the case of a secondorder elliptic equations with random potential in two dimensions of space. We show that the random fluctuations of such solutions are correctly estimated by the heterogeneous multi-scale algorithm when appropriate fine-scale problems are solved on subsets that cover the whole computational domain. However, when the fine-scale problems are solved over patches that do not cover the entire domain, the random fluctuations may or may not be estimated accurately. In the case of random potentials with short-range interactions, the variance of the random fluctuations is amplified as the inverse of the fraction of the medium covered by the patches. In the case of random potentials with long-range interactions, however, such an amplification does not occur and random fluctuations are correctly captured independent of the (macroscopic) size of the patches. These results are consistent with those obtained in [9] for more general equations in the one-dimensional setting and provide indications on the loss in accuracy that results from using coarser, and hence computationally less intensive, algorithms.

We find a concise relation between the moduli $\tau , \rho$ of a rational Narain lattice $\Gamma (\tau, \rho)$ and the corresponding momentum lattices of left and right chiral algebras via the Gauss product. As a byproduct, we find an identity which counts the cardinality of a certain double coset space defined for isometries between the discriminant forms of rank two lattices.

For a sub-Riemannian manifold provided with a smooth volume, we relate the small-time asymptotics of the heat kernel at a point y of the cut locus from x with roughly “how much” y is conjugate to x. This is done under the hypothesis that all minimizers connecting x to y are strongly normal, i.e. all pieces of the trajectory are not abnormal. Our result is a refinement of the one of Leandre 4t log pt(x, y) ! −d2(x, y) for t ! 0, in which only the leading exponential term is detected. Our results are obtained by extending an idea of Molchanov from the Riemannian to the sub-Riemannian case, and some details we get appear to be new even in the Riemannian context. These results permit us to obtain properties of the sub-Riemannian distance starting from those of the heat kernel and vice versa. For the Grushin plane endowed with the Euclidean volume, we get the expansion pt(x, y)  t−5/4 exp(−d2(x, y)/4t) where y is reached from a - Riemannian point x by a minimizing geodesic which is conjugate at y.

We prove$L$^{$q$}-inequalities for the gradient of the Green potential ($Gf$) in bounded, connected NTA-domains in$R$^{$n$},$n$≥2. These domains may have a highly non-rectifiable boundary and in the plane the set of all bounded simply connected NTA-domains coincides with the set of all quasidiscs. We get a restriction on the exponent$q$for which our inequalities are valid in terms of the validity of a reverse Hölder inequality for the Green function close to the boundary.