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Parametric high-dimensional regression analysis requires the usage of regularization terms to get interpretable models. The respective estimators can be regarded as regularized M-functionals which are naturally highly nonlinear. We study…

Statistics Theory · Mathematics 2019-09-04 Tino Werner

Filtering and parameter estimation under partial information for multiscale problems is studied in this paper. After proving mean square convergence of the nonlinear filter to a filter of reduced dimension, we establish that the conditional…

Probability · Mathematics 2014-09-09 Andrew Papanicolaou , Konstantinos Spiliopoulos

Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…

Optimization and Control · Mathematics 2025-04-08 Johannes O. Royset

In this paper, we derive explicit second-order necessary and sufficient optimality conditions of a local minimizer to an optimal control problem for a quasilinear second-order partial differential equation with a piecewise smooth but not…

Optimization and Control · Mathematics 2023-09-13 Christian Clason , Vu Huu Nhu , Arnd Rösch

This paper addresses both necessary and relevant sufficient extremum conditions for a variational problem defined by a smooth Lagrangian, involving higher derivatives of several variable vector valued functions. A general formulation of…

Mathematical Physics · Physics 2011-07-28 Mahouton Norbert Hounkonnou , Pascal Dkengne Sielenou

We consider a class of nonlinear integro-differential operators and prove existence of two principal (half) eigenvalues in bounded smooth domains with exterior Dirichlet condition. We then establish simplicity of the principal…

Analysis of PDEs · Mathematics 2018-03-20 Anup Biswas

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

Probability · Mathematics 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

We study the problem of empirical minimization for variance-type functionals over functional classes. Sharp non-asymptotic bounds for the excess variance are derived under mild conditions. In particular, it is shown that under some…

Numerical Analysis · Mathematics 2021-08-03 D. Belomestny , L. Iosipoi , Q. Paris , N. Zhivotovskiy

We introduce a robust optimization model consisting in a family of perturbation functions giving rise to certain pairs of dual optimization problems in which the dual variable depends on the uncertainty parameter. The interest of our…

Optimization and Control · Mathematics 2018-03-14 Nguyen Dinh , Miguel A. Goberna , Marco A. López , Michel Volle

We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out…

Classical Analysis and ODEs · Mathematics 2012-09-19 Julien Barral , Arnaud Durand , Stéphane Jaffard , Stéphane Seuret

In this note we find optimal one-sided majorants of exponential type for the signum function subject to certain monotonicity conditions. As an application, we use these special functions to obtain a simple Fourier analysis proof of the…

Classical Analysis and ODEs · Mathematics 2023-07-04 Emanuel Carneiro , Friedrich Littmann

The extremal index is an important parameter in the characterization of extreme values of a stationary sequence. Our new estimation approach for this parameter is based on the extremal behavior under the local dependence condition…

Statistics Theory · Mathematics 2015-05-11 Helena Ferreira , Marta Ferreira

The notions and certain fundamental characteristics of the proximal and limiting normal cones with respect to a set are first presented in this paper. We present the ideas of the limiting coderivative and subdifferential with respect to a…

Optimization and Control · Mathematics 2023-07-31 Xiaolong Qin , Vo Duc Thinh , Jen-Chih Yao

In this paper, we study a maximization and a minimization problem associated with a Poisson boundary value problem. Optimal solutions in a set of rearrangements of a given function define stationary and stable flows of an ideal fluid in two…

Optimization and Control · Mathematics 2016-01-07 Seyyed Abbas Mohammadi

We consider some second order quasilinear partial differential inequalities for real valued functions on the unit ball and find conditions under which there is a lower bound for the supremum of nonnegative solutions that do not vanish at…

Complex Variables · Mathematics 2009-07-21 Adam Coffman , Yifei Pan

Some properties of integral averages of functions on intervals and their asymptotic behavior are investigated. The results are aimed at applications to entire and subharmonic functions.

Complex Variables · Mathematics 2019-12-20 Bulat N. Khabibullin

This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

Information Theory · Computer Science 2012-03-22 Amir Beck , Yonina C. Eldar

In this paper, we introduce and investigate two new subclasses of analytic functions in the open unit disk in the complex plane. Several interesting properties of the functions belonging to these classes are examined. Here, sufficient, and…

Complex Variables · Mathematics 2017-04-18 Nizami Mustafa

We extend description logics (DLs) with non-monotonic reasoning features. We start by investigating a notion of defeasible subsumption in the spirit of defeasible conditionals as studied by Kraus, Lehmann and Magidor in the propositional…

Artificial Intelligence · Computer Science 2019-04-17 Katarina Britz , Giovanni Casini , Thomas Meyer , Kody Moodley , Uli Sattler , Ivan Varzinczak

Gradual numbers have been introduced recently as a means of extending standard interval computation methods to fuzzy intervals. The literature treats monotonic functions of fuzzy intervals. In this paper, we combine the concepts of gradual…

Optimization and Control · Mathematics 2007-12-20 Elizabeth Untiedt , Weldon Lodwick