Related papers: Minimization of entropy functionals
The study of convex functions - in particular, of their optimization (really minimization) is one of the most important fields of applied mathematics. Convexity seems to be one of those incredibly well-chosen hypotheses which is just…
We identity the optimal non-infinitesimal direction of descent for a convex function. An algorithm is developed that can theoretically minimize a subset of (non-convex) functions.
The focal-loss has become a widely used alternative to cross-entropy in class-imbalanced classification problems, particularly in computer vision. Despite its empirical success, a systematic information-theoretic study of the focal-loss…
In this work a linearly constrained minimization of a positive semidefinite quadratic functional is examined. Our results are concerning infinite dimensional real Hilbert spaces, with a singular positive operator related to the functional,…
In several recent papers some concepts of convex analysis were extended to discrete sets. This paper is one more step in this direction. It is well known that a local minimum of a convex function is always its global minimum. We study some…
We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random…
Not all convex functions on $\mathbb{R}^n$ have finite minimizers; some can only be minimized by a sequence as it heads to infinity. In this work, we aim to develop a theory for understanding such minimizers at infinity. We study astral…
Approximations of functions with finite data often do not respect certain "structural" properties of the functions. For example, if a given function is non-negative, a polynomial approximation of the function is not necessarily also…
This article characterizes conjugates and subdifferentials of convex integral functionals over linear spaces of cadlag stochastic processes. The approach is based on new measurability results on the Skorokhod space and new interchange rules…
We prove a strengthened form of convexity for operator monotone decreasing positive functions defined on the positive real numbers. This extends Ando and Hiai's work to allow arbitrary positive maps instead of states (or the identity map),…
We prove minimax theorems for lower semicontinuous functions defined on a Hilbert space. The main tool is the theory of $\Phi$-convex functions and sufficient and necessary conditions for the minimax equality to hold for $\Phi$-convex…
This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the…
In this paper we consider the problem of minimizing area subject to a volume constraint in a given convex set.
We consider an extension of the conditional min- and max-entropies to infinite-dimensional separable Hilbert spaces. We show that these satisfy characterizing properties known from the finite-dimensional case, and retain…
We consider the problem of extracting entropy by sparse transformations, namely functions with a small number of overall input-output dependencies. In contrast to previous works, we seek extractors for essentially all the entropy without…
Entropy can signify different things: For instance, heat transfer in thermodynamics or a measure of information in data analysis. Many entropies have been introduced and it can be difficult to ascertain their different importance and…
We survey recent results on combinatorial optimization problems in which the objective function is the entropy of a discrete distribution. These include the minimum entropy set cover, minimum entropy orientation, and minimum entropy…
We prove that, any problem of minimization of proper lower semicontinuous function defined on a normal Hausdorff space, is canonically equivalent to a problem of minimization of a proper weak * lower semicontinuous convex function defined…
We consider minimizers of linear functionals of the type $$L(u)=\int_{\p \Omega} u \, d \sigma - \int_{\Omega} u \, dx$$ in the class of convex functions $u$ with prescribed determinant $\det D^2 u =f$. We obtain compactness properties for…
Motivated by the problem of optimal portfolio liquidation under transient price impact, we study the minimization of energy functionals with completely monotone displacement kernel under an integral constraint. The corresponding minimizers…