Related papers: Pareto efficiency for the concave order and multiv…

For two causal structures with the same set of visible variables, one is said to observationally dominate the other if the set of distributions over the visible variables realizable by the first contains the set of distributions over the…

First order stochastic dominance and monotone likelihood ratio are two partial orders on the $n$-probability simplex that play an important role in the establishment of structural results for MDPs and POMDPs. We study the strength of those…

In this paper, the fast consensus problem of high-order multi-agent systems under undirected topologies is considered. The direct link between the consensus convergence rate and the control gains is established. An accelerated consensus…

In this paper we explore the relationship between dual decomposition and the consensus-based method for distributed optimization. The relationship is developed by examining the similarities between the two approaches and their relationship…

Coordinate descent methods have considerable impact in global optimization because global (or, at least, almost global) minimization is affordable for low-dimensional problems. Coordinate descent methods with high-order regularized models…

We study momentum-based first-order optimization algorithms in which the iterations utilize information from the two previous steps and are subject to an additive white noise. This setup uses noise to account for uncertainty in either…

The choice of batch-size in a stochastic optimization algorithm plays a substantial role for both optimization and generalization. Increasing the batch-size used typically improves optimization but degrades generalization. To address the…

We study mechanism design for combinatorial cost sharing. Imagine that multiple items or services are available to be shared among a set of interested agents. The outcome of a mechanism in this setting consists of an assignment, determining…

How can one efficiently share payoffs with collaborators when participating in risky research? First, I show that efficiency can be achieved by allocating payoffs asymmetrically between the researcher who makes a breakthrough ("winner") and…

This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…

In this paper, we study properties of penalized and structured M-estimators of multivariate scatter, based on geodesically convex but not necessarily smooth penalty functions. Existence and uniqueness conditions for these penalized and…

We study metric projections onto cones in the Wasserstein space of probability measures, defined by stochastic orders. Dualities for backward and forward projections are established under general conditions. Dual optimal solutions and their…

Multi-Task Learning is a learning paradigm that uses correlated tasks to improve performance generalization. A common way to learn multiple tasks is through the hard parameter sharing approach, in which a single architecture is used to…

Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…

In this paper we present a reformulation--framed as a constrained optimization problem--of multi-robot tasks which are encoded through a cost function that is to be minimized. The advantages of this approach are multiple. The…

We study robust stochastic optimization problems in the quasi-sure setting in discrete-time. The strategies in the multi-period-case are restricted to those taking values in a discrete set. The optimization problems under consideration are…

This paper addresses some trust-region methods equipped with nonmonotone strategies for solving nonlinear unconstrained optimization problems. More specifically, the importance of using nonmonotone techniques in nonlinear optimization is…

A basic idea in optimal transport is that optimizers can be characterized through a geometric property of their support sets called cyclical monotonicity. In recent years, similar "monotonicity principles" have found applications in other…

Steerable convolutional neural networks (SCNNs) enhance task performance by modelling geometric symmetries through equivariance constraints on weights. Yet, unknown or varying symmetries can lead to overconstrained weights and decreased…

Winner selection by majority, in an election between two candidates, is the only rule compatible with democratic principles. Instead, when the candidates are three or more and the voters rank candidates in order of preference, there are no…