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Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…
Recently, several convergence rate results for Douglas-Rachford splitting and the alternating direction method of multipliers (ADMM) have been presented in the literature. In this paper, we show global linear convergence rate bounds for…
Given the first 20-100 coefficients of a typical generating function of the type that arises in many problems of statistical mechanics or enumerative combinatorics, we show that the method of differential approximants performs surprisingly…
This paper develops an efficient and robust solution technique for the steady Boussinesq model of non-isothermal flow using Anderson acceleration applied to a Picard iteration. After analyzing the fixed point operator associated with the…
When approximating a function that depends on a parameter, one encounters many practical examples where linear interpolation or linear approximation with respect to the parameters prove ineffective. This is particularly true for responses…
For a class of parametric modal regression models with measurement error, a simulation extrapolation estimation procedure is proposed in this paper for estimating the modal regression coefficients. Large sample properties of the proposed…
In this paper we produce precise large deviation estimates through the lens of mod-Poisson convergence. We apply a general result to various examples from number theory, Dedekind domains and polynomials over finite fields when an element is…
This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…
We develop a new approximation theory for linear and quadratic interpolation models, suitable for use in convex-constrained derivative-free optimization (DFO). Most existing model-based DFO methods for constrained problems assume the…
In the setting of additive regression model for continuous time process, we establish the optimal uniform convergence rates and optimal asymptotic quadratic error of additive regression. To build our estimate, we use the marginal…
Variational representations of divergences and distances between high-dimensional probability distributions offer significant theoretical insights and practical advantages in numerous research areas. Recently, they have gained popularity in…
We introduce novel convergence results for asynchronous iterations that appear in the analysis of parallel and distributed optimization algorithms. The results are simple to apply and give explicit estimates for how the degree of asynchrony…
Motivated by problems in contact mechanics, we propose a duality approach for computing approximations and associated a posteriori error bounds to solutions of variational inequalities of the first kind. The proposed approach improves upon…
We present a practical guide for the analysis of regression discontinuity (RD) designs in biomedical contexts. We begin by introducing key concepts, assumptions, and estimands within both the continuity-based framework and the local…
We apply second order finite difference to calculate the lowest eigenvalues of the Helmholtz equation, for complicated non-tensor domains in the plane, using different grids which sample exactly the border of the domain. We show that the…
A Riemann problem with prescribed initial conditions will produce one of three possible wave patterns corresponding to the propagation of the different discontinuities that will be produced once the system is allowed to relax. In general,…
We consider the goal-oriented error estimates for a linearized iterative solver for nonlinear partial differential equations. For the adjoint problem and iterative solver we consider, instead of the differentiation of the primal problem, a…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class of recursive estimation procedures for the general…
Renewed interest in mixed-precision algorithms has emerged due to growing data capacity and bandwidth concerns, as well as the advancement of GPUs, which enable significant speedup for low precision arithmetic. In light of this, we propose…
In this paper, we generalize the classical extragradient algorithm for solving variational inequality problems by utilizing nonzero normal vectors of the feasible set. In particular, conceptual algorithms are proposed with two different…