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We propose algorithms and software for computing projections onto the intersection of multiple convex and non-convex constraint sets. The software package, called SetIntersectionProjection, is intended for the regularization of inverse…

Mathematical Software · Computer Science 2019-03-08 Bas Peters , Felix J. Herrmann

In this paper we compare the different phenomena that occur when intersecting geometric objects with random geodesics on the unit sphere and inside convex bodies. On the high dimensional sphere we see that with probability bounded away from…

Functional Analysis · Mathematics 2018-09-25 Uri Grupel

We study the numerical computation of an expectation of a bounded function with respect to a measure given by a non-normalized density on a convex body. We assume that the density is log-concave, satisfies a variability condition and is not…

Probability · Mathematics 2014-12-03 Daniel Rudolf

Cooperative geolocation has attracted significant research interests in recent years. A large number of localization algorithms rely on the availability of statistical knowledge of measurement errors, which is often difficult to obtain in…

Applications · Statistics 2017-01-05 Xiufang Shi , Guoqiang Mao , Brian. D. O. Anderson , Zaiyue Yang , Jiming Chen

Invariants withstand transformations and, therefore, represent the essence of objects or phenomena. In mathematics, transformations often constitute a group action. Since the 19th century, studying the structure of various types of…

Symbolic Computation · Computer Science 2024-12-19 Irina A. Kogan

Counting integer points in large convex bodies with smooth boundaries containing isolated flat points is oftentimes an intermediate case between balls (or convex bodies with smooth boundaries having everywhere positive curvature) and cubes…

Functional Analysis · Mathematics 2019-09-10 Luca Brandolini , Giancarlo Travaglini

This paper presents a unified geometric framework for the statistical analysis of a general ill-posed linear inverse model which includes as special cases noisy compressed sensing, sign vector recovery, trace regression, orthogonal matrix…

Statistics Theory · Mathematics 2020-07-27 T. Tony Cai , Tengyuan Liang , Alexander Rakhlin

We propose to derive deviation measures through the Minkowski gauge of a given set of acceptable positions. We show that, given a suitable acceptance set, any positive homogeneous deviation measure can be accommodated in our framework. In…

Risk Management · Quantitative Finance 2021-07-27 Marlon Moresco , Marcelo Righi , Eduardo Horta

Exploiting geometric structure to improve the asymptotic complexity of discrete assignment problems is a well-studied subject. In contrast, the practical advantages of using geometry for such problems have not been explored. We implement…

Computational Geometry · Computer Science 2016-06-13 Michael Kerber , Dmitriy Morozov , Arnur Nigmetov

Recently, Taneja studied two one parameter generalizations of J-divergence, Jensen-Shannon divergence and Arithmetic-Geometric divergence. These two generalizations in particular contain measures like: Hellinger discrimination, symmetric…

Information Theory · Computer Science 2011-05-16 G. A. T. F. da Costa , Inder Jeet Taneja

We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…

Probability · Mathematics 2007-05-23 Mathew D. Penrose , J. E. Yukich

We propose a geometric numerical analysis of SDEs admitting Lie symmetries which allows us to individuate a symmetry adapted coordinates system where the given SDE has notable invariant properties. An approximation scheme preserving the…

Probability · Mathematics 2020-08-04 Francesco C. De Vecchi , Andrea Romano , Stefania Ugolini

The Monte Carlo algorithm is increasingly utilized, with its central step involving computer-based random sampling from stochastic models. While both Markov Chain Monte Carlo (MCMC) and Reject Monte Carlo serve as sampling methods, the…

Computation · Statistics 2024-02-28 Fengyu Li , Huijiao Yu , Jun Yan , Xianyong Meng

Data are often represented as graphs. Many common tasks in data science are based on distances between entities. While some data science methodologies natively take graphs as their input, there are many more that take their input in…

Machine Learning · Computer Science 2019-09-19 Leo Liberti

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

Statistics Theory · Mathematics 2025-04-08 Jana Gauss , Thomas Nagler

This article belongs to the area of geometric tomography, which is the study of geometric properties of solids based on data about their sections and projections. We describe a new direction in geometric tomography where different…

Functional Analysis · Mathematics 2023-02-10 Apostolos Giannopoulos , Alexander Koldobsky , Artem Zvavitch

In the framework of shape constrained estimation, we review methods and works done in convex set estimation. These methods mostly build on stochastic and convex geometry, empirical process theory, functional analysis, linear programming,…

Statistics Theory · Mathematics 2018-08-22 Victor-Emmanuel Brunel

Systems with dissipation can be described using contact geometry. We introduce the concepts of symmetries and dissipation laws for contact Hamiltonian systems and study the relation between them. This is an ongoing collaboration with Xavier…

Mathematical Physics · Physics 2020-03-09 Jordi Gaset

Generation of pseudorandom numbers from different probability distributions has been studied extensively in the Monte Carlo simulation literature. Two standard generation techniques are the acceptance-rejection and inverse transformation…

Computational Finance · Quantitative Finance 2014-03-25 Nguyet Nguyen , Giray Ökten

This article proposes a new discrete framework for approximating solutions to shape optimization problems under convexity constraints. The numerical method, based on the support function or the gauge function, is guaranteed to generate…

Optimization and Control · Mathematics 2022-03-15 Beniamin Bogosel