92 citations · 253 across the 22 of their papers we have counts for
4 papers · 1 filter
On random walks and switched random walks on homogeneous spaces
Elvira Moreno, Mauricio Velasco
We prove new mixing rate estimates for the random walks on homogeneous spaces determined by a probability distribution on a finite group . We introduce the switched random walk…
Minimum cross-entropy distributions on Wasserstein balls and their applications
Luis Felipe Vargas, Mauricio Velasco
Given a prior probability density on a compact set we characterize the probability distribution on contained in a Wasserstein ball centered in a given…
Moment-SOS hierarchy and exit time of stochastic processes
Didier Henrion, Mauricio Junca, Mauricio Velasco
The moment sum of squares (moment-SOS) hierarchy produces sequences of upper and lower bounds on functionals of the exit time solution of a polynomial stochastic differential equat…
Sums of Squares: A Real Projective Story
Grigoriy Blekherman, Rainer Sinn, Gregory G. Smith +1
The relationship between nonnegative polynomials and sums of squares is one of the central questions in real algebraic geometry. A modern approach is to look at nonnegative polynom…