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Several recent works have explored stochastic gradient methods for variational inference that exploit the geometry of the variational-parameter space. However, the theoretical properties of these methods are not well-understood and these…

Machine Learning · Statistics 2016-08-15 Mohammad Emtiyaz Khan , Reza Babanezhad , Wu Lin , Mark Schmidt , Masashi Sugiyama

In this paper we introduce new notions of local extremality for finite and infinite systems of closed sets and establish the corresponding extremal principles for them called here rated extremal principles. These developments are in the…

Optimization and Control · Mathematics 2011-02-28 Boris S. Mordukhovich , Hung M. Phan

We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…

Optimization and Control · Mathematics 2014-05-13 Tatiana Odzijewicz , Delfim F. M. Torres

The present article is devoted to the semi-parametric estimation of multivariate expectiles for extreme levels. The considered multivariate risk measures also include the possible conditioning with respect to a functional covariate,…

Statistics Theory · Mathematics 2023-03-30 Elena Di Bernardino , Thomas Laloë , Cambyse Pakzad

We have established a coherent framework for applying variational methods to partial differential equations on hypergraphs, which includes the propositions of calculus and function spaces on hypergraphs. Several results related to the…

Analysis of PDEs · Mathematics 2024-04-01 Mengqiu Shao , Yulu Tian , Liang Zhao

The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…

Probability · Mathematics 2022-12-20 Adrien Hitz , Robin Evans

The maximum (or minimum) generalized eigenvalue of symmetric positive semidefinite matrices that depend on optimization variables often appears as objective or constraint functions in structural topology optimization when we consider…

Optimization and Control · Mathematics 2024-05-09 Akatsuki Nishioka , Yoshihiro Kanno

Some problems of statistics can be reduced to extremal problems of minimizing functionals of smooth functions defined on the cube $[0,1]^m$, $m\geq 2$. In this paper, we study a class of extremal problems that is closely connected to the…

Probability · Mathematics 2010-12-06 Alexander Nazarov , Natalia Stepanova

In this paper we analyze in detail a few questions related to the theory of functions with bounded $p$-Hessian-Schatten total variation, which are relevant in connection with the theory of inverse problems and machine learning. We prove an…

Functional Analysis · Mathematics 2023-02-27 Luigi Ambrosio , Camillo Brena , Sergio Conti

Consider a convex function that is invariant under an group of transformations. If it has a minimizer, does it also have an invariant minimizer? Variants of this problem appear in nonparametric statistics and in a number of adjacent fields.…

Statistics Theory · Mathematics 2024-07-22 Peter Orbanz

We study fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives, generalized fractional integrals and derivatives. We obtain necessary optimality conditions for the…

Optimization and Control · Mathematics 2012-05-15 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

The covXtreme software provides functionality for estimation of marginal and conditional extreme value models, non-stationary with respect to covariates, and environmental design contours. Generalised Pareto (GP) marginal models of peaks…

Methodology · Statistics 2024-04-26 Ross Towe , Emma Ross , David Randell , Philip Jonathan

We review some techniques from non-linear analysis in order to investigate critical paths for the action functional in the calculus of variations applied to physics. Previous attempts to analyse when these are minima ex- ist, but mainly…

Mathematical Physics · Physics 2013-03-22 E. López , A. Molgado , J. A. Vallejo

We develop a calculus of variations for functionals which are defined on a set of non differentiable curves. We first extend the classical differential calculus in a quantum calculus, which allows us to define a complex operator, called the…

General Mathematics · Mathematics 2015-06-26 Jacky Cresson

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

Numerical Analysis · Mathematics 2015-03-19 Adam M. Oberman

Variational principles play a central role in classical mechanics, providing compact formulations of dynamics and direct access to conserved quantities. While holonomic systems admit well-known action formulations, non-holonomic systems --…

Classical Physics · Physics 2026-04-29 A. Rothkopf , W. A. Horowitz

An extension of Riewe's fractional Hamiltonian formulation is presented for fractional constrained systems. The conditions of consistency of the set of constraints with equations of motion are investigated. Three examples of fractional…

Mathematical Physics · Physics 2009-11-11 S. Muslih , D. Baleanu

Variational inequalities are an important mathematical tool for modelling free boundary problems that arise in different application areas. Due to the intricate nonsmooth structure of the resulting models, their analysis and optimization is…

Optimization and Control · Mathematics 2017-11-23 Juan-Carlos De Los Reyes

In this paper, we investigate the geometric invariant properties of a normal curve on a smooth immersed surface under conformal transformation. We obtain an invariant-sufficient condition for the conformal image of a normal curve. We also…

General Mathematics · Mathematics 2019-08-12 Mohamd Saleem Lone

Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial data sets. However, most multivariate extreme value models…

Methodology · Statistics 2025-09-29 C. J. R. Murphy-Barltrop , J. L. Wadsworth , M. de Carvalho , B. D. Youngman