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These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…

Probability · Mathematics 2019-02-12 Adrian N. Bishop , Pierre Del Moral , Angele Niclas

Recent works have proposed regression models which are invariant across data collection environments. These estimators often have a causal interpretation under conditions on the environments and type of invariance imposed. One recent…

Methodology · Statistics 2023-11-10 James P. Long , Hongxu Zhu , Kim-Anh Do , Min Jin Ha

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…

Statistics Theory · Mathematics 2020-11-10 Yair Ashlagi , Lee-Ad Gottlieb , Aryeh Kontorovich

A 3-D inverse medium problem in the frequency domain is considered. Another name for this problem is Coefficient Inverse Problem. The goal is to reconstruct spatially distributed dielectric constants from scattering data. Potential…

Numerical Analysis · Mathematics 2016-05-23 Michael V. Klibanov , Hui Liu , Loc H. Nguyen

A manifestly Lorentz-covariant calculus based on two matrix-coordinates and their associated derivatives is introduced. It allows formulating relativistic field theories in any even-dimensional spacetime. The construction extends a…

High Energy Physics - Theory · Physics 2007-05-23 L. P. Colatto , M. A. De Andrade , F. Toppan

We discuss the implementation details and the numerical performance of the recently introduced nonconforming Trefftz virtual element method for the 2D Helmholtz problem. In particular, we present a strategy to significantly reduce the…

Numerical Analysis · Mathematics 2019-02-20 L. Mascotto , I. Perugia , A. Pichler

The possible functional forms of the effective conductivity sigma_{eff} of the randomly inhomogeneous two-phase system at arbitrary values of concentrations are discussed. A new functional equation, generalizing the duality relation, is…

Condensed Matter · Physics 2009-11-07 S. A. Bulgadaev

We use the Gutzwiller Monte Carlo approach to simulate the dissipative XYZ-model in the vicinity of a dissipative phase transition. This approach captures classical spatial correlations together with the full on-site quantum behavior, while…

Quantum Physics · Physics 2018-06-12 Wim Casteels , Ryan M. Wilson , Michiel Wouters

This note studies numerical methods for solving compositional optimization problems, where the inner function is smooth, and the outer function is Lipschitz continuous, non-smooth, and non-convex but exhibits one of two special structures…

Optimization and Control · Mathematics 2024-11-22 Yao Yao , Qihang Lin , Tianbao Yang

Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…

Optimization and Control · Mathematics 2022-07-05 Christian Kanzow , Patrick Mehlitz

We consider a linearly elastic composite medium, which consists of a homogeneous matrix containing statistically inhomogeneous random set of heterogeneities and loaded by inhomogeneous remote loading. The new general integral equation is…

Materials Science · Physics 2009-12-10 Valeriy A. Buryachenko

We study composite optimization problems in which the smooth part of the objective function is \( p \)-times continuously differentiable, where \( p \geq 1 \) is an integer. Higher-order methods are known to be effective for solving such…

Optimization and Control · Mathematics 2025-03-04 Yassine Nabou

We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…

Probability · Mathematics 2025-04-14 Radosław Adamczak , Ioannis Kavvadias

Motivated mainly by applications to partial differential equations with random coefficients, we introduce a new class of Monte Carlo estimators, called Toeplitz Monte Carlo (TMC) estimator for approximating the integral of a multivariate…

Numerical Analysis · Mathematics 2021-01-14 Josef Dick , Takashi Goda , Hiroya Murata

This work outlines an exact combinatorial approach to finite coagulating systems through recursive equations and use of generating function method. In the classic approach the mean-field Smoluchowski coagulation is used. However, the…

Statistical Mechanics · Physics 2021-04-16 Michał Łepek , Paweł Kukliński , Agata Fronczak , Piotr Fronczak

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

Hybrid studies allow investigators to simultaneously study an intervention effectiveness outcome and an implementation research outcome. In particular, type 2 hybrid studies support research that places equal importance on both outcomes…

This paper deals with feature selection procedures for spatial point processes intensity estimation. We consider regularized versions of estimating equations based on Campbell theorem derived from two classical functions: Poisson likelihood…

Methodology · Statistics 2018-07-12 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué

The recently introduced mixed time-averaging semiclassical initial value representation molecular dynamics method for spectroscopic calculations [M. Buchholz, F. Grossmann, and M. Ceotto, J. Chem. Phys. 144, 094102 (2016)] is applied to…

Quantum Physics · Physics 2017-11-22 Max Buchholz , Frank Grossmann , Michele Ceotto

The numerical analysis of gradient inclusions in a compact subset of $2\times 2$ diagonal matrices is studied. Assuming that the boundary conditions are reached after a finite number of laminations and using piecewise linear finite…

Numerical Analysis · Mathematics 2013-07-30 Omar Anza Hafsa