Related papers: Optimal L$^1$-bounds for submartingales

We study the problem of maximizing a monotone submodular set function subject to linear packing constraints. An instance of this problem consists of a matrix $A \in [0,1]^{m \times n}$, a vector $b \in [1,\infty)^m$, and a monotone…

In this work we present the first practical $\left(\frac{1}{e}-\epsilon\right)$-approximation algorithm to maximise a general non-negative submodular function subject to a matroid constraint. Our algorithm is based on combining the…

Motivated by the Maximum Theorem for convex functions (in the setting of linear spaces) and for subadditive functions (in the setting of Abelian semigroups), we establish a Maximum Theorem for the class of generalized convex functions,…

We take an $L_1$-dense class of functions $\Cal F$ on a measurable space $(X,\Cal X)$ together with a sequence of independent, identically distributed $X$-space valued random variables $\xi_1,\dots,\xi_n$ and give a good estimate on the…

We are concerned with a new type of supermartingale decomposition in the Max-Plus algebra, which essentially consists in expressing any supermartingale of class $(\mathcal{D})$ as a conditional expectation of some running supremum process.…

Let $N$ be a finite set of cardinality $n$, and $a\in N$. A submodular function $f$ on $N$ with $f(a)=1$ is defined to be $a$-reduced if, for any decomposition $f=g+h$ into submodular functions where $h$ does not depend on $a$, it follows…

Let $(X,\mathcal{B}, \mu, T)$ be an ergodic dynamical system on a non-atomic finite measure space. We assume without loss of generality that $\mu(X)=1.$ Consider the maximal function $\dis R^*:(f, g) \in L^p\times L^q \to R^*(f, g)(x) =…

For all functions on an arbitrary open set $\Omega\subset\R^3$ with zero boundary values, we prove the optimal bound \[ \sup_{\Omega}|u| \leq (2\pi)^{-1/2} \left(\int_{\Omega}|\nabla u|^2 \,dx\, \int_{\Omega}|\Delta u|^2 \,dx\right)^{1/4}.…

We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…

Let $\{X_n;n\ge 1\}$ be a sequence of independent and identically distributed random variables in a regular sub-linear expectation space $(\Omega,\mathscr{H},\widehat{\mathbb E})$ with the finite Choquet expectation, upper mean…

Let $(S_0,S_1,...)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $H_{\le0},H_{\le1},...$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that $X_i\le d$ and $\mathsf…

We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…

Let $A(s) = \sum_n a_n n^{-s}$ be a Dirichlet series with meromorphic continuation. Say we are given information on the poles of $A(s)$ with $|\Im s| \leq T$ for some large constant $T$. What is the best way to use such finite spectral data…

Optimization problems under affine constraints appear in various areas of machine learning. We consider the task of minimizing a smooth strongly convex function F(x) under the affine constraint Kx=b, with an oracle providing evaluations of…

This note contains a short discussion on the sufficiency of finite optimality in martingale transport. It is shown that finitely minimal martingale measures are solutions of the martingale transport problem when the cost function is upper…

Submodular optimization with bandit feedback has recently been studied in a variety of contexts. In a number of real-world applications such as diversified recommender systems and data summarization, the submodular function exhibits…

In dimension $n=1$ we obtain $L^{p_1}(\mathbb R) \times\dots\times L^{p_m}(\mathbb R)$ to $L^p(\mathbb R)$ boundedness for the multilinear spherical maximal function in the largest possible open set of indices and we provide counterexamples…

Let $f$ be a Maass cusp form for $\rm SL_2(\mathbb{Z})$ with Laplace eigenvalue $1/4+\mu_f^2$, $\mu_f>0$. Let $g$ be an arbitrary but fixed holomorphic or Maass cusp form for $\rm SL_2(\mathbb{Z})$. In this paper, we establish the following…

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

It is shown that, for any given $p\ge5$, $A>0$ and $B>0$, the exact upper bound on $\mathsf{E}|\sum X_i|^p$ over all independent zero-mean random variables (r.v.'s) $X_1,\ldots,X_n$ such that $\sum\mathsf{E}X_i^2=B$ and…