Related papers: Probabilistic analysis of the Grassmann condition …
Let $X_1,\dots,X_n$ be i.i.d. log-concave random vectors in $\mathbb R^d$ with mean 0 and covariance matrix $\Sigma$. We study the problem of quantifying the normal approximation error for $W=n^{-1/2}\sum_{i=1}^nX_i$ with explicit…
In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…
We study the convergence of the Riemannian steepest descent algorithm on the Grassmann manifold for minimizing the block version of the Rayleigh quotient of a symmetric matrix. Even though this problem is non-convex in the Euclidean sense…
We consider optimization problems on manifolds with equality and inequality constraints. A large body of work treats constrained optimization in Euclidean spaces. In this work, we consider extensions of existing algorithms from the…
Recent advances in computer vision and machine learning suggest that a wide range of problems can be addressed more appropriately by considering non-Euclidean geometry. In this paper we explore sparse dictionary learning over the space of…
In this work we present an extension of Chubanov's algorithm to the case of homogeneous feasibility problems over a symmetric cone K. As in Chubanov's method for linear feasibility problems, the algorithm consists of a basic procedure and a…
For a $d$-dimensional random vector $X$, let $p_{n, X}(\theta)$ be the probability that the convex hull of $n$ independent copies of $X$ contains a given point $\theta$. We provide several sharp inequalities regarding $p_{n, X}(\theta)$ and…
We prove that for any given compact Riemannian manifold $N$ of dimension $n+1 \geq 3$ and any non-negative Lipschitz function $g$ on $N$, there exists a quasi-embedded, boundaryless hypersurface $M \subset N,$ of class $C^{2, \alpha}$ for…
We present a nonlinear (in the sense of McKean) generalization of Hamiltonian Monte Carlo (HMC) termed nonlinear HMC (nHMC) capable of sampling from nonlinear probability measures of mean-field type. When the underlying confinement…
Theoretically speaking, there are four kinds of possibilities to define the random conjugate space of a random locally convex module. The purpose of this paper is to prove that among the four kinds there are only two which are universally…
We consider compound geometric approximation for a nonnegative, integer-valued random variable $W$. The bound we give is straightforward but relies on having a lower bound on the failure rate of $W$. Applications are presented to M/G/1…
We study general M-estimators of location on Riemannian manifolds, extending classical notions such as the Frechet mean by replacing the squared loss with a broad class of loss functions. Under minimal regularity conditions on the loss…
Many classical and modern machine learning algorithms require solving optimization tasks under orthogonality constraints. Solving these tasks with feasible methods requires a gradient descent update followed by a retraction operation on the…
Consider a uniformly distributed random linear subspace $L$ and a stochastically independent random affine subspace $E$ in $\mathbb{R}^n$, both of fixed dimension. For a natural class of distributions for $E$ we show that the intersection…
Random instances of Constraint Satisfaction Problems (CSP's) appear to be hard for all known algorithms, when the number of constraints per variable lies in a certain interval. Contributing to the general understanding of the structure of…
We consider projection algorithms for solving (nonconvex) feasibility problems in Euclidean spaces. Of special interest are the Method of Alternating Projections (MAP) and the Douglas-Rachford or Averaged Alternating Reflection Algorithm…
The totally-real embeddability of any $2k$-dimensional compact manifold $M$ into $\mathbb C^n$, $n\geq 3k$, has several consequences: the genericity of polynomially convex embeddings of $M$ into $\mathbb C^n$, the existence of $n$ smooth…
Recently the adaption problem of Information-Based Complexity (IBC) for linear problems in the randomized setting was solved in Heinrich (J. Complexity 82, 2024, 101821). Several papers treating further aspects of this problem followed.…
Given positive integers n and m, and a probability measure P on {0, 1, ..., m} the random intersection graph G(n,m,P) on vertex set V = {1,2, ..., n} and with attribute set W = {w_1, w_2, ..., w_m} is defined as follows. Let S_1, S_2, ...,…
Let R=(r_1, ..., r_m) and C=(c_1, ..., c_n) be positive integer vectors such that r_1 +... + r_m=c_1 +... + c_n. We consider the set Sigma(R, C) of non-negative mxn integer matrices (contingency tables) with row sums R and column sums C as…