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Gan Yao

Publications and source records attributed to Gan Yao.

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A Complete Solution of Optimal Hypercontractivity and Log--Sobolev inequalities on Cyclic Groups $\mathbb{Z}_{n}$ for $n\geq 4$

For $1<p\le q<\infty$ and $n\geq 4$, we prove that the Poisson-like semigroup $(P_t)_{t\in \mathbb{R}_+}$ on $\mathbb{Z}_n$, associated with the word length $\psi_n(k)=\min(k,n-k)$, is hypercontractive from $L_p$ to $L_q$ if and only if $t\ge \tfrac{1}{2}\log\big(\tfrac{q-1}{p-1}\big)$. To this end, we establish the corresponding sharp Log--Sobolev inequalities with the optimal constant $2$.

math.CA

Optimal Hypercontractivity and Log--Sobolev inequalities on Cyclic Groups $\mathbb{Z}_{m\cdot 2^k}$

For $1<p\le q<\infty$ and $n\in\{3\cdot 2^{k},2^{k}\}$ with $k\ge 1$, we prove that the Poisson-like semigroup $(P_t)_{t\in \mathbb{R}_+}$ on $\mathbb{Z}_n$, associated with the word length $ψ_n(k)=\min(k,n-k)$, is hypercontractive from $L_p$ to $L_q$ if and only if $t\ge \tfrac{1}{2}\log\big(\tfrac{q-1}{p-1}\big)$. We establish sharp Log--Sobolev inequalities with the optimal constant $2$, by performing a KKT analysis, and lifting from the base cases $\mathbb{Z}_6$ and $\mathbb{Z}_4$ via a Cooley--Tukey $n\mapsto 2n$ comparison of Dirichlet forms. The general case for arbitrary $n$ remains open.

math.CA

Adaptive generative moment matching networks for improved learning of dependence structures

An adaptive bandwidth selection procedure for the mixture kernel in the maximum mean discrepancy (MMD) for fitting generative moment matching networks (GMMNs) is introduced, and improved learning of copula random number generators is demonstrated. Based on the relative error of the training loss, the number of kernels is increased during training; additionally, the relative error of the validation loss is used as an early stopping criterion. While training time remains similar, adaptively training GMMNs (AGMMNs) significantly increases training performance, which is shown based on validation MMD trajectories, samples and validation MMD values. Superiority of AGMMNs over GMMNs and parametric copula models is also demonstrated in terms of three applications. First, convergence rates of estimators based on quasi-random versus pseudo-random samples from copulas are investigated in dimensions as large as 100 for the first time. Second, replicated validation MMDs, as well as Monte Carlo and quasi-Monte Carlo applications demonstrate the improved training of AGMMNs for a copula model implied by the 50 constituents of the S&P 500 index after deGARCHing. Last, both the latter dataset and 50 constituents of the FTSE 100 are used to demonstrate that the improved training of AGMMNs indeed translates to an improved model prediction.

stat.ML

Proper cocycles, measure equivalence and $L_p$-Fourier multipliers

We develop a new transference method for completely bounded $L_p$-Fourier multipliers via proper cocycles arising from probability measure-preserving group actions. This method extends earlier results by Haagerup and Jolissaint, which were limited to the case $p = \infty$. Based on this approach, we present a new and simple proof of the main result in [Hong-Wang-Wang, Mem. Amer. Math. Soc. 2024] regarding the pointwise convergence of noncommutative Fourier series on amenable groups, refining the associated estimate for maximal inequalities. In addition, this framework yields a transference principle for $L_p$-Fourier multipliers from lattices in linear Lie groups to their ambient groups, establishing a noncommutative analogue of Jodeit's theorem. As a further application, we construct a natural analogue of the Hilbert transform on $SL_2(\mathbb{R})$.

math.FA