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The overall performance or expected excess risk of an iterative machine learning algorithm can be decomposed into training error and generalization error. While the former is controlled by its convergence analysis, the latter can be tightly…

Machine Learning · Statistics 2018-04-06 Yuansi Chen , Chi Jin , Bin Yu

We study the problem of optimally hedging the price exposure of liquidity positions in constant-product automated market makers (AMMs) when the hedge is funded by collateralized borrowing. A liquidity provider (LP) who borrows tokens to…

Portfolio Management · Quantitative Finance 2026-03-23 Atsushi Hane

In this paper we develop linear transfer Perron Frobenius operator-based approach for optimal stabilization of stochastic nonlinear system. One of the main highlight of the proposed transfer operator based approach is that both the theory…

Optimization and Control · Mathematics 2019-03-20 Apurba Kumar Das , Arvind Raghunathan , Umesh Vaidya

It is a known fact that not all controllable systems can be asymptotically stabilized by a continuous static feedback. Several approaches have been developed throughout the last decades, including time-varying, dynamical and even…

Optimization and Control · Mathematics 2018-06-25 Pavel Osinenko , Lukas Beckenbach , Stefan Streif

We study the binary perceptron, a random constraint satisfaction problem that asks to find a Boolean vector in the intersection of independently chosen random halfspaces. A striking feature of this model is that at every positive constraint…

Computational Complexity · Computer Science 2026-04-02 Shuyang Gong , Brice Huang , Shuangping Li , Mark Sellke

We prove an optimal $\Omega(n)$ lower bound on the randomized communication complexity of the much-studied Gap-Hamming-Distance problem. As a consequence, we obtain essentially optimal multi-pass space lower bounds in the data stream model…

Computational Complexity · Computer Science 2012-07-02 Amit Chakrabarti , Oded Regev

The Hidden Markov Model (HMM) is one of the mainstays of statistical modeling of discrete time series, with applications including speech recognition, computational biology, computer vision and econometrics. Estimating an HMM from its…

Machine Learning · Statistics 2015-12-29 Fanny Yang , Sivaraman Balakrishnan , Martin J. Wainwright

We consider the problem of self-stabilizing leader election in the population model by Angluin, Aspnes, Diamadi, Fischer, and Peralta (JDistComp '06). The population model is a well-established and powerful model for asynchronous,…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-05 Henry Austin , Petra Berenbrink , Tom Friedetzky , Thorsten Götte , Lukas Hintze

We present a method for the steady state optimization of nonlinear delay differential equations. The method ensures stability and robustness, where a system is called robust if it remains stable despite uncertain parameters. Essentially, we…

Optimization and Control · Mathematics 2019-03-14 Jonas Otten , Martin Mönnigmann

The (tolerant) Hamiltonian locality testing problem, introduced in [Bluhm, Caro,Oufkir `24], is to determine whether a Hamiltonian $H$ is $\varepsilon_1$-close to being $k$-local (i.e. can be written as the sum of weight-$k$ Pauli…

Quantum Physics · Physics 2025-05-13 John Kallaugher , Daniel Liang

Algorithmic stability is an important notion that has proven powerful for deriving generalization bounds for practical algorithms. The last decade has witnessed an increasing number of stability bounds for different algorithms applied on…

Machine Learning · Statistics 2023-10-31 Lingjiong Zhu , Mert Gurbuzbalaban , Anant Raj , Umut Simsekli

In this paper, we study a second-order accurate and linear numerical scheme for the nonlocal Cahn-Hilliard equation. The scheme is established by combining a modified Crank-Nicolson approximation and the Adams-Bashforth extrapolation for…

Numerical Analysis · Mathematics 2022-09-09 Xiao Li , Zhonghua Qiao , Cheng Wang

Storing a counter incremented $N$ times would naively consume $O(\log N)$ bits of memory. In 1978 Morris described the very first streaming algorithm: the "Morris Counter". His algorithm's space bound is a random variable, and it has been…

Data Structures and Algorithms · Computer Science 2022-04-01 Jelani Nelson , Huacheng Yu

We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…

Optimization and Control · Mathematics 2025-04-08 Promit Ghosal , Marcel Nutz

A central problem in signal processing and communications is to design signals that are compact both in time and frequency. Heisenberg's uncertainty principle states that a given function cannot be arbitrarily compact both in time and…

Information Theory · Computer Science 2014-01-17 Reza Parhizkar , Yann Barbotin , Martin Vetterli

We state some widely satisfied hypotheses, depending only on two functions $g$ and $h$, under which the composition of a stable algorithm for $g$ and a stable algorithm for $h$ is a stable algorithm for the composition $g \circ h$.

Numerical Analysis · Mathematics 2024-07-02 Carlos Beltrán , Vanni Noferini , Nick Vannieuwenhoven

We consider maximization of stochastic monotone continuous submodular functions (CSF) with a diminishing return property. Existing algorithms only guarantee the performance \textit{in expectation}, and do not bound the probability of…

Data Structures and Algorithms · Computer Science 2023-03-22 Evan Becker , Jingdong Gao , Ted Zadouri , Baharan Mirzasoleiman

We study the problem of truthfully scheduling $m$ tasks to $n$ selfish unrelated machines, under the objective of makespan minimization, as was introduced in the seminal work of Nisan and Ronen [STOC'99]. Closing the current gap of…

Computer Science and Game Theory · Computer Science 2020-07-08 Yiannis Giannakopoulos , Alexander Hammerl , Diogo Poças

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Population protocols are a model of distributed computing, in which $n$ agents with limited local state interact randomly, and cooperate to collectively compute global predicates. An extensive series of papers, across different communities,…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-07-17 Dan Alistarh , James Aspnes , Rati Gelashvili
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