English
Related papers

Related papers: On the Hybrid Minimum Principle On Lie Groups and …

200 papers

We introduce a Riemannian optimistic online learning algorithm for Hadamard manifolds based on inexact implicit updates. Unlike prior work, our method can handle in-manifold constraints, and matches the best known regret bounds in the…

Optimization and Control · Mathematics 2025-01-31 Christophe Roux , David Martínez-Rubio , Sebastian Pokutta

Recently, the school of Takemura and Takayama have developed a quite interesting minimization method called holonomic gradient descent method (HGD). It works by a mixed use of Pfaffian differential equation satisfied by an objective…

Computation · Statistics 2013-09-06 Rieko Sakurai , Toshio Sakata

We establish conditions under which Metropolis-Hastings (MH) algorithms with a position-dependent proposal covariance matrix will or will not have the geometric rate of convergence. Some of the diffusions based MH algorithms like the…

Methodology · Statistics 2022-08-23 Vivekananda Roy , Lijin Zhang

In this Letter we have explicitly constructed Generalized Coherent States for the Non-Commutative Harmonic Oscillator that directly satisfy the Generalized Uncertainty Principle (GUP). Our results have a smooth commutative limit. The states…

High Energy Physics - Theory · Physics 2015-05-30 Subir Ghosh , Pinaki Roy

In this work, we study the stochastic optimal control problem (SOC) mainly from the probabilistic view point, i.e. via the Stochastic Maximum principle (SMP) \cite{Peng4}. We adopt the sample-wise backpropagation scheme proposed in…

Optimization and Control · Mathematics 2025-06-17 Hui Sun , Feng Bao

Linear multivariate Hawkes processes (MHP) are a fundamental class of point processes with self-excitation. When estimating parameters for these processes, a difficulty is that the two main error functionals, the log-likelihood and the…

Methodology · Statistics 2021-11-23 Álvaro Cartea , Samuel N. Cohen , Saad Labyad

Grid search and random search are widely used techniques for hyperparameter tuning in machine learning, especially when gradient information is unavailable. In these methods, a finite set of candidate configurations is evaluated, and the…

Optimization and Control · Mathematics 2026-04-06 Radu-Alexandru Dragomir , François Portier , Victor Priser

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

Numerical Analysis · Mathematics 2025-01-14 Gouranga Mallik , Ramesh Chandra Sau

We present a hybrid systems framework for distributed multi-agent optimization in which agents execute computations in continuous time and communicate in discrete time. The optimization algorithm is analogous to a continuous-time form of…

Optimization and Control · Mathematics 2026-03-17 Katherine R. Hendrickson , Dawn M. Hustig-Schultz , Matthew T. Hale , Ricardo G. Sanfelice

Numerical methods in spin-foam models have significantly advanced in the last few years, yet challenges remain in efficiently extracting results for amplitudes with many quantum degrees of freedom. In this paper we sketch a proposal for a…

General Relativity and Quantum Cosmology · Physics 2023-02-22 Seth K. Asante , José Diogo Simão , Sebastian Steinhaus

Using stochastic gradient search and the optimal filter derivative, it is possible to perform recursive (i.e., online) maximum likelihood estimation in a non-linear state-space model. As the optimal filter and its derivative are…

Statistics Theory · Mathematics 2021-01-05 Vladislav Z. B. Tadic , Arnaud Doucet

As Deep Neural Network (DNN) inference becomes increasingly prevalent on edge and mobile platforms, critical challenges emerge in privacy protection, resource constraints, and dynamic model deployment. This paper proposes a privacy-aware…

Multiagent Systems · Computer Science 2026-03-03 Hong Wang , Xuwei Fan , Zhipeng Cheng , Yachao Yuan , Minghui Min , Minghui Liwang , Xiaoyu Xia

This paper presents a novel hybrid approach that integrates linear programming (LP) within the loss function of an unsupervised machine learning model. By leveraging the strengths of both optimization techniques and machine learning, this…

Machine Learning · Computer Science 2025-04-21 Andrew Kiruluta , Andreas Lemos

Efficient optimization of quantum systems is a necessity for reaching fault tolerant thresholds. A standard tool for optimizing simulated quantum dynamics is the gradient-based \textsc{grape} algorithm, which has been successfully applied…

Quantum Physics · Physics 2020-10-28 Mogens Dalgaard , Felix Motzoi , Jesper Hasseriis Mohr Jensen , Jacob Sherson

This paper introduces Chance Constrained Gaussian Process-Motion Planning (CCGP-MP), a motion planning algorithm for robotic systems under motion and state estimate uncertainties. The paper's key idea is to capture the variations in the…

Robotics · Computer Science 2021-07-26 Jacob J. Johnson , Michael C. Yip

We consider the utility maximization problem under convex constraints with regard to theoretical results which allow the formulation of algorithmic solvers which make use of deep learning techniques. In particular for the case of random…

Computational Finance · Quantitative Finance 2022-02-17 Kristof Wiedermann

The paper discusses various aspects of time-optimal control of quantum spin systems, modelled as right-invariant systems on a compact Lie group G. The main results are the reduction of such a system to an equivalent system on a homogeneous…

Quantum Physics · Physics 2007-05-23 Jan Swoboda

A hybrid dynamical system switches between dynamic regimes at time- or state-triggered events. We propose an offline algorithm that simultaneously estimates discrete and continuous components of a hybrid system's state. We formulate state…

Optimization and Control · Mathematics 2019-05-23 Jize Zhang , Andrew M. Pace , Samuel A. Burden , Aleksandr Aravkin

Maximum a posteriori (MAP) inference is a fundamental computational paradigm for statistical inference. In the setting of graphical models, MAP inference entails solving a combinatorial optimization problem to find the most likely…

Machine Learning · Computer Science 2020-03-03 Jonathan N. Lee , Aldo Pacchiano , Michael I. Jordan

Universality, namely distributional invariance, is a well-known property for many random structures. For example, it is known to hold for a broad range of variational problems with random input. Much less is known about the algorithmic…

Data Structures and Algorithms · Computer Science 2025-12-25 Houssam El Cheairi , David Gamarnik