Related papers: Stochastic Lipschitz continuity for high dimension…
Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…
We study Lipschitz continuity for solutions of the $\bar{\alpha}$-Poisson equation in planar cases. We also review some recently obtained results. As corolary we can restate results for harmonic and gradient harmonic functions.
The Lipschitz constant is an important quantity that arises in analysing the convergence of gradient-based optimization methods. It is generally unclear how to estimate the Lipschitz constant of a complex model. Thus, this paper studies an…
Usually, given a continuous-time nonlinear model, a closed form solution for an exact discretization cannot be found explicitly, originating the need of approximating discrete-time models. This note studies the preservation of the Lipschitz…
We present an alternative proof for the existence of solutions of stochastic functional differential equations satisfying a global Lipschitz condition. The proof is based on an approximation scheme in which the continuous path dependence…
In this paper, we deal with a class of one-dimensional reflected backward doubly stochastic differential equations with one continuous lower barrier. We derive the existence and uniqueness of solutions for these equations with Lipschitz…
We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…
We investigate the stochastic optimization problem of minimizing population risk, where the loss defining the risk is assumed to be weakly convex. Compositions of Lipschitz convex functions with smooth maps are the primary examples of such…
In this note, we establish the Lipschitz continuity of finite-dimensional globally convex functions on all given balls and global Lipschitz continuity for eligible functions of that type. The Lipschitz constants in both situations draw…
We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
This paper presents an extension of stochastic gradient descent for the minimization of Lipschitz continuous loss functions. Our motivation is for use in non-smooth non-convex stochastic optimization problems, which are frequently…
Recent research has focused on $\ell_1$ penalized least squares (Lasso) estimators for high-dimensional linear regressions in which the number of covariates $p$ is considerably larger than the sample size $n$. However, few studies have…
Lipschitz continuity is a crucial functional property of any predictive model, that naturally governs its robustness, generalisation, as well as adversarial vulnerability. Contrary to other works that focus on obtaining tighter bounds and…
This paper deals with the study of parameter dependence of extensions of Lipschitz mappings from the point of view of continuity. We show that if assuming appropriate curvature bounds for the spaces, the multivalued extension operators that…
Additive isotonic regression attempts to determine the relationship between a multi-dimensional observation variable and a response, under the constraint that the estimate is the additive sum of univariate component effects that are…
The vast majority of the literature on stochastic semidefinite programs (stochastic SDPs) with recourse is concerned with risk-neutral models. In this paper, we introduce mean-risk models for stochastic SDPs and study structural properties…
We prove Lipschitz continuity results for solutions to a class of obstacle problems under standard growth conditions of $p$-type, $p \geq 2$. The main novelty is the use of a linearization technique going back to [28] in order to interpret…
n this paper, we establish the sharp estimate of the Lipschitz continuity with respect to the Bergman metric. The obtained results are the improvement and generalization of the corresponding results of Ghatage, Yan and Zheng (Proc. Amer.…
We consider the most common variants of linear regression, including Ridge, Lasso and Support-vector regression, in a setting where the learner is allowed to observe only a fixed number of attributes of each example at training time. We…