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This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our…

Probability · Mathematics 2012-03-02 Jérôme Dedecker , Paul Doukhan , Florence Merlevède

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

We generalize stochastic subgradient descent methods to situations in which we do not receive independent samples from the distribution over which we optimize, but instead receive samples that are coupled over time. We show that as long as…

Optimization and Control · Mathematics 2012-08-02 John C. Duchi , Alekh Agarwal , Mikael Johansson , Michael I. Jordan

It is shown that generalized measurements, required for optimally discriminating between nonorthogonal joint polarization states of two indistinguishable photons, can be realized with the help of polarization-dependent two-photon absorption…

Quantum Physics · Physics 2015-06-26 Ulrike Herzog

We study the rate of convergence of linear two-time-scale stochastic approximation methods. We consider two-time-scale linear iterations driven by i.i.d. noise, prove some results on their asymptotic covariance and establish asymptotic…

Probability · Mathematics 2009-09-29 Vijay R. Konda , John N. Tsitsiklis

We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…

Probability · Mathematics 2022-06-14 Calvin Wooyoung Chin

The probability that two randomly selected phylogenetic trees of the same size are isomorphic is found to be asymptotic to a decreasing exponential modulated by a polynomial factor. The number of symmetrical nodes in a random phylogenetic…

Probability · Mathematics 2009-01-07 Miklos Bona , Philippe Flajolet

This note reports the results of an undergraduate research project from the year 2013-14, concerning the convergence of iterated Steiner symmetrizations in the plane. The directions of symmetrization are chosen according to the Van der…

Metric Geometry · Mathematics 2020-05-29 Reza Asad , Almut Burchard

Hybrid inverse problems are based on the interplay of two types of waves, in order to allow for imaging with both high resolution and high contrast. The inversion procedure often consists of two steps: first, internal measurements involving…

Analysis of PDEs · Mathematics 2022-10-14 Giovanni S. Alberti

The study of crossing probabilities - i.e. probabilities of existence of paths crossing rectangles - has been at the heart of the theory of two-dimensional percolation since its beginning. They may be used to prove a number of results on…

Probability · Mathematics 2019-01-25 Hugo Duminil-Copin , Vincent Tassion

The processes described in the title always have reversible stationary distributions. In this paper, we give sufficient conditions for the existence of, and for the nonexistence of, nonreversible stationary distributions. In the case of an…

Probability · Mathematics 2009-11-13 Lincoln Chayes , Thomas M. Liggett

The paper has two main goals. The first is to take a new approach to rearrangements on certain classes of measurable real-valued functions on $\mathbb{R}^n$. Rearrangements are maps that are monotonic (up to sets of measure zero) and…

Metric Geometry · Mathematics 2022-02-15 Gabriele Bianchi , Richard J. Gardner , Paolo Gronchi , Markus Kiderlen

Steiner symmetrization is well known for its rounding and general convergence properties. We identify a whole family of symmetrizations sharing analogue behaviors: In fact we prove that all these symmetrizations share the same converging…

Metric Geometry · Mathematics 2023-04-07 Jacopo Ulivelli

We establish sufficient conditions for finite convergence of the alternating projections method for two non-intersecting and potentially nonconvex sets. Our results are based on a generalization of the concept of intrinsic transversality,…

Optimization and Control · Mathematics 2021-02-18 Hoa T. Bui , Ryan Loxton , Asghar Moeini

Recently we considered a class of random matrices obtained by choosing distinct codewords at random from linear codes over finite fields and proved that under some natural algebraic conditions their empirical spectral distribution converges…

Probability · Mathematics 2020-03-10 Chin Hei Chan , Maosheng Xiong

We establish convergence theorems for Riemannian stochastic gradient descents in which the underlying probability spaces vary from iteration to iteration. As applications, we deduce convergence results for Riemannian stochastic gradient…

Optimization and Control · Mathematics 2026-04-21 Hao Wu

New bounds for the $k$-th order derivatives of the solutions of the normal and multivariate normal Stein equations are obtained. Our general order bounds involve fewer derivatives of the test function than those in the existing literature.…

Probability · Mathematics 2017-03-21 Robert E. Gaunt

We consider consecutive random subdivision of polygons described as follows. Given an initial convex polygon with $d\ge 3$ edges, we choose a point at random on each edge, such that the proportions in which these points divide edges are…

Probability · Mathematics 2017-08-23 Nguyen Tuan Minh , Stanislav Volkov

We consider the incompressible Euler equations in $R^2$ when the initial vorticity is bounded, radially symmetric and non-increasing in the radial direction. Such a radial distribution is stationary, and we show that the monotonicity…

Analysis of PDEs · Mathematics 2021-03-23 Kyudong Choi , Deokwoo Lim