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The averaged alternating modified reflections algorithm is a projection method for finding the closest point in the intersection of closed convex sets to a given point in a Hilbert space. In this work, we generalize the scheme so that it…
We apply methods of tropical optimization to handle problems of rating alternatives on the basis of the log-Chebyshev approximation of pairwise comparison matrices. We derive a direct solution in a closed form, and investigate the obtained…
This paper continues the study of two examples of extremal transitions between families of Calabi-Yau threefolds. In a previous paper we suggested that the "mirror transition" between mirror families predicted by Morrison could be achieved…
A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…
Many problems in science and engineering involve, as part of their solution process, the consideration of a separable function which is the sum of two convex functions, one of them possibly non-smooth. Recently a few works have discussed…
We propose two new alternating direction methods to solve "fully" nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and…
A study is conducted to evaluate four derivative estimation methods when solving a large sparse nonlinear programming problem that arises from the approximation of an optimal control problem using a direct collocation method. In particular,…
A two-point boundary value problem whose highest-order term is a Caputo fractional derivative of order $\delta \in (1,2)$ is considered. Al-Refai's comparison principle is improved and modified to fit our problem. Sharp a priori bounds on…
We construct variations for the classes of regular solutions to degenerate Beltrami equations with restrictions of the set-theoretic type for the complex coefficient. On this basis, we prove the variational maximum principle and other…
In this paper we study an autocorrelation inequality proposed by Barnard and Steinerberger. The study of these problems is motivated by a classical problem in additive combinatorics. We establish the existence of extremizers to this…
This paper is about a method for solving infinite series in closed form by using inverse and forward Laplace transforms. The resulting integral is to be solved instead. The method is extended by parametrizing the series. A further Laplace…
We prove a Skoda-type division theorem via a degeneration argument. The proof is inspired by B. Berndtsson and L. Lempert's approach to the $L^2$ extension theorem and is based on positivity of direct image bundles. The same tools are then…
This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programming without smoothness and/or convexity assumptions. These…
We propose a new threshold selection method for the nonparametric estimation of the extremal index of stochastic processes. The so-called discrepancy method was proposed as a data-driven smoothing tool for estimation of a probability…
We present two new estimators for estimating the entropy of absolutely continuous random variables. Some properties of them are considered, specifically consistency of the first is proved. The introduced estimators are compared with the…
A new method of deriving comparative statics information using generalized compensated derivatives is presented which yields constraint-free semidefiniteness results for any differentiable, constrained optimization problem. More generally,…
We study a new parametric approach for particular hidden stochastic models such as the Stochastic Volatility model. This method is based on contrast minimization and deconvolution. After proving consistency and asymptotic normality of the…
In this paper, we compare two numerical methods for approximating the probability that the sum of dependent regularly varying random variables exceeds a high threshold under Archimedean copula models. The first method is based on…
Permutations are usually enumerated by size, but new results can be found by enumerating them by inversions instead, in which case one must restrict one's attention to indecomposable permutations. In the style of the seminal paper by Simion…
A pervasive issue in statistical hypothesis testing is that the reported $p$-values are biased downward by data "peeking" -- the practice of reporting only progressively extreme values of the test statistic as more data samples are…