Related papers: Randomization and the Gross-Pitaevskii hierarchy
In contrast to existing works on stochastic averaging on finite intervals, we establish an averaging principle on the whole real axis, i.e. the so-called second Bogolyubov theorem, for semilinear stochastic ordinary differential equations…
In this paper, we study the averaging operator by assigning a rewriting system to it. We obtain some basic results on the kind of rewriting system we used. In particular, we obtain a sufficient and necessary condition for the confluence. We…
This paper investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by \emph{general}, we mean that many stationary stochastic processes can be included. We show that…
We study the optimization of non-convex functions that are not necessarily smooth (gradient and/or Hessian are Lipschitz) using first order methods. Smoothness is a restrictive assumption in machine learning in both theory and practice,…
Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…
In this outline of a program, based on rigorous renormalization group theory, we introduce new definitions which allow one to formulate precise mathematical conjectures related to conformal invariance as studied by physicists in the area…
Poisson processes in the space of $k$-dimensional totally geodesic subspaces ($k$-flats) in a $d$-dimensional standard space of constant curvature $\kappa\in\{-1,0,1\}$ are studied, whose distributions are invariant under the isometries of…
We study the convergence of stochastic fixed point iterations in the consistent case (in the sense of Butnariu and Fl{\aa}m (1995)) in several different settings, under decreasingly restrictive regularity assumptions of the fixed point…
We consider the monotone inclusion problems in real Hilbert spaces. Proximal splitting algorithms are very popular technique to solve it and generally achieve weak convergence under mild assumptions. Researchers assume the strong conditions…
Tensor models play an increasingly prominent role in many fields, notably in machine learning. In several applications, such as community detection, topic modeling and Gaussian mixture learning, one must estimate a low-rank signal from a…
A key assumption in the theory of nonlinear adaptive control is that the uncertainty of the system can be expressed in the linear span of a set of known basis functions. While this assumption leads to efficient algorithms, it limits…
We study ordinary solitons and gap solitons (GSs) in the effectively one-dimensional Gross-Pitaevskii equation, with a combination of linear and nonlinear lattice potentials. The main points of the analysis are effects of the…
Random feature approximation is arguably one of the most widely used techniques for kernel methods in large-scale learning algorithms. In this work, we analyze the generalization properties of random feature methods, extending previous…
We initiate a program of average smoothness analysis for efficiently learning real-valued functions on metric spaces. Rather than using the Lipschitz constant as the regularizer, we define a local slope at each point and gauge the function…
We present a unified framework to study threshold functions for the existence of solutions to linear systems of equations in random sets which includes arithmetic progressions, sum-free sets, $B_{h}[g]$-sets and Hilbert cubes. In…
We derive a new adaptive leverage score sampling strategy for solving the Column Subset Selection Problem (CSSP). The resulting algorithm, called Adaptive Randomized Pivoting, can be viewed as a randomization of Osinsky's recently proposed…
Iterative load balancing algorithms for indivisible tokens have been studied intensively in the past. Complementing previous worst-case analyses, we study an average-case scenario where the load inputs are drawn from a fixed probability…
Dimension reduction algorithms are a crucial part of many data science pipelines, including data exploration, feature creation and selection, and denoising. Despite their wide utilization, many non-linear dimension reduction algorithms are…
We prove that there is a randomized polynomial-time algorithm that given an edge-weighted graph $G$ excluding a fixed-minor $Q$ on $n$ vertices and an accuracy parameter $\varepsilon>0$, constructs an edge-weighted graph~$H$ and an…
This paper investigates the iterates $\hbb^1,\dots,\hbb^T$ obtained from iterative algorithms in high-dimensional linear regression problems, in the regime where the feature dimension $p$ is comparable with the sample size $n$, i.e., $p…