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The optimal function $f$ satisfying $$ \mathbb{E} |\sum_{1}^n X_i | \ge f(\mathrbb{E}|X_1|,...,\mathbb{E}|X_n|) $$ for every martingale $(X_1,X_1+X_2, ...,\sum_{i=1}^n X_i)$ is shown to be given by $$ f(a) = \max \Big\{a_k-\sum_{i=1}^{k-1}…

Probability · Mathematics 2009-04-16 Lutz Mattner , Uwe Rösler

This work provides calculus for the Fr\'echet and limiting subdifferential of the pointwise supremum given by an arbitrary family of lower semicontinuous functions. We start our study showing fuzzy results about the Fr\'echet…

Optimization and Control · Mathematics 2018-12-05 Pedro Pérez-Aros

We consider the problem of certifying an inequality of the form $f(x)\geq 0$, $\forall x\in K$, where $f$ is a multivariate transcendental function, and $K$ is a compact semialgebraic set. We introduce a certification method, combining…

Optimization and Control · Mathematics 2013-07-29 Xavier Allamigeon , Stéphane Gaubert , Victor Magron , Benjamin Werner

This paper addresses a problem of estimating an additive functional given $n$ i.i.d. samples drawn from a discrete distribution $P=(p_1,...,p_k)$ with alphabet size $k$. The additive functional is defined as…

Information Theory · Computer Science 2018-12-04 Kazuto Fukuchi , Jun Sakuma

A quaternionic matrix-valued regular function is a map $F: \Omega \rightarrow M_n(\mathbb{H})$ whose entries are (left) regular functions of a quaternion variable, where $\Omega$ is a domain in $\mathbb{H}$. Our aim is to bring out some…

Functional Analysis · Mathematics 2026-02-18 Sachindranath Jayaraman , Dhashna T. Pillai

Let f be an entire function of finite order less than 1. The maximum modulus M(r) of f and the counting function of the zeros N(r) are connected by a best possible growth inequality known as Valiron's Theorem: For functions subharmonic in…

Complex Variables · Mathematics 2022-01-31 Faruk F. Abi-Khuzam

The maximum a posteriori (MAP) configuration of binary variable models with submodular graph-structured energy functions can be found efficiently and exactly by graph cuts. Max-product belief propagation (MP) has been shown to be suboptimal…

Machine Learning · Computer Science 2012-02-19 Daniel Tarlow , Inmar E. Givoni , Richard S. Zemel , Brendan J. Frey

We use linear programming techniques to find points of absolute minimum over the unit sphere $S^{d}$ in $\mathbb R^{d+1}$ of the total potential of a point configuration $\omega_N\subset S^{d}$ which is a spherical $(2m-1)$-design contained…

Combinatorics · Mathematics 2022-12-12 Sergiy Borodachov

A function in a class $\mathcal{F}(X)$ is said to be subdifferentially determined in $\mathcal{F}(X)$ if it is equal up to an additive constant to any function in $\mathcal{F}(X)$ with the same subdifferential. A function is said to be…

Optimization and Control · Mathematics 2018-10-16 Marc Lassonde

Let D be a division algebra with center F. A maximal subfield of D is defined to be a field K such that CD(K) = K; that is, K is its own centralizer in D. A maximal subfield K is said to be self-invariant if it normalises by itself, i.e.…

Rings and Algebras · Mathematics 2019-05-08 Mehdi Aaghabali , M. H. Bien

We present a new approach to the design of D-optimal experiments with multivariate polynomial regressions on compact semi-algebraic design spaces. We apply the moment-sum-of-squares hierarchy of semidefinite programming problems to solve…

Statistics Theory · Mathematics 2017-03-07 Yohann De Castro , F Gamboa , D Henrion , R Hess , J. -B Lasserre

The directional subdifferential of the value function gives an estimate on how much the optimal value changes under a perturbation in a certain direction. In this paper we derive upper estimates for the directional limiting and singular…

Optimization and Control · Mathematics 2023-04-19 Kuang Bai , Jane J. Ye

Let $A$ be a finite-dimensional local commutative algebra over $R$, $\dim_RA=n$. In this work we consider compact manifolds over $A$, and prove that the real part of an $A$-differentiable function is constant. Also we find estimates for the…

Differential Geometry · Mathematics 2007-05-23 Tagir I. Gaisin

For a continuous function $f$ defined on a closed and bounded domain, there is at least one maximum and one minimum. First, we introduce some preliminaries which are necessary through the paper. We then present an algorithm, which is…

Numerical Analysis · Mathematics 2021-08-31 Fatih Idiz

The paper addresses the study and applications of a broad class of extended-real-valued functions, known as optimal value or marginal functions, which are frequently appeared in variational analysis, parametric optimization, and a variety…

Optimization and Control · Mathematics 2025-02-05 Le Phuoc Hai , Felipe Lara , Boris S. Mordukhovich

In this paper we present a new class of complexity measures, induced by a new data structure for representing $k$-valued functions (operations), called minor decision diagram. The results are presented in terms of Multi-Valued Logic…

Discrete Mathematics · Computer Science 2016-11-18 Slavcho Shtrakov

We prove a disc formula for the largest plurisubharmonic subextension of an upper semicontinuous function on a domain $W$ in a Stein manifold to a larger domain $X$ under suitable conditions on $W$ and $X$. We introduce a related…

Complex Variables · Mathematics 2012-05-10 Finnur Larusson , Evgeny A. Poletsky

We propose a discretization of the optimality principle in dynamic programming based on radial basis functions and Shepard's moving least squares approximation method. We prove convergence of the approximate optimal value function to the…

Optimization and Control · Mathematics 2014-05-19 Oliver Junge , Alex Schreiber

The functional generalized additive model (FGAM) provides a more flexible nonlinear functional regression model than the well-studied functional linear regression model. This paper restricts attention to the FGAM with identity link and…

Statistics Theory · Mathematics 2013-01-22 Xiao Wang , David Ruppert

For a rational function f we consider the norm of the derivative with respect to the spherical metric and denote by K(f) the supremum of this norm. We give estimates of this quantity K(f) both for an individual function and for sequences of…

Dynamical Systems · Mathematics 2015-12-18 Matthew Barrett , Alexandre Eremenko