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Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

An adaptive proximal method for a special class of variational inequalities and related problems is proposed. For example, the so-called mixed variational inequalities and composite saddle problems are considered. Some estimates of the…

Optimization and Control · Mathematics 2020-08-25 Fedor S. Stonyakin

Variational integrators for Lagrangian dynamical systems provide a systematic way to derive geometric numerical methods. These methods preserve a discrete multisymplectic form as well as momenta associated to symmetries of the Lagrangian…

Numerical Analysis · Mathematics 2017-10-05 Michael Kraus , Omar Maj

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

This paper is a continuation of \cite{Lu1}. In Part I, applying the new splitting theorems developed therein we generalize previous some results on computations of critical groups and some critical point theorems to weaker versions. In Part…

Functional Analysis · Mathematics 2011-02-11 Guangcun Lu

The concept of the derivative-dependent functional separable solution, as a generalization to the functional separable solution, is proposed. As an application, it is used to discuss the generalized nonlinear diffusion equations based on…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Shun-li Zhang , Sen-yue Lou , Chang-zheng Qu

We leverage path differentiability and a recent result on nonsmooth implicit differentiation calculus to give sufficient conditions ensuring that the solution to a monotone inclusion problem will be path differentiable, with formulas for…

Machine Learning · Computer Science 2023-09-29 Jérôme Bolte , Edouard Pauwels , Antonio Silveti-Falls

Using a multiple critical points theorem for locally Lipschitz continuous functionals, we establish the existence of at least three distinct solutions for a parametric discrete differential inclusion problem involving a real symmetric and…

Analysis of PDEs · Mathematics 2016-08-29 Giovanni Molica Bisci , Dušan Repovš

Employing the ideas of non-linear preconditioning and testing of the classical proximal point method, we formalise common arguments in convergence rate and convergence proofs of optimisation methods to the verification of a simple…

Optimization and Control · Mathematics 2020-10-06 Tuomo Valkonen

We study equivalence, in the context of a variable diffusion problem, between (conforming) mixed methods and (primal) nonconforming methods defined on potentially general polytopal partitions. In this first paper of a series of two, we…

Numerical Analysis · Mathematics 2026-02-18 Simon Lemaire

We propose the symmetry reduction method of partial differential equations to the system of differential equations with fewer number of independent variables. We also obtain generalized sufficient conditions for the solution found by…

Mathematical Physics · Physics 2007-05-23 I. M. Tsyfra

The framework of differential inclusions encompasses modern optimal control and the calculus of variations. Necessary optimality conditions in the literature identify potentially optimal paths, but do not show how to perturb paths to…

Optimization and Control · Mathematics 2012-05-01 C. H. Jeffrey Pang

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…

Statistics Theory · Mathematics 2014-07-02 Jean-François Coeurjolly , Jesper Møller

Fractional Pontryagin's systems emerge in the study of a class of fractional optimal control problems but they are not resolvable in most cases. In this paper, we suggest a numerical approach for these fractional systems. Precisely, we…

Optimization and Control · Mathematics 2012-03-09 Loïc Bourdin

We introduce and study the convergence properties of a projection-type algorithm for solving the variational inequality problem for point-to-set operators. No monotoni\-city assumption is used in our analysis. The operator defining the…

Optimization and Control · Mathematics 2017-11-29 Regina S. Burachik , R. Díaz Millán

In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provide asymptotic evaluation of precision of estimation…

Statistics Theory · Mathematics 2013-02-07 Olga Klopp , Marianna Pensky

We review and compare different computational variational methods applied to a system of fourth order equations that arises as a model of cylinder buckling. We describe both the discretization and implementation, in particular how to deal…

Analysis of PDEs · Mathematics 2007-05-23 Jiri Horak , Gabriel J. Lord , Mark A. Peletier

A variational principle is introduced to provide a new formulation and resolution for several boundary value problems with a variational structure. This principle allows one to deal with problems well beyond the weakly compact structure. As…

Analysis of PDEs · Mathematics 2017-05-24 Abbas Moameni

In this paper, variational techniques are used to analyze the dynamics of nonholonomic mechanical systems with impacts. Implicit nonholonomic smooth Lagrangian and Hamiltonian systems are extended to a nonsmooth context appropriate for…

Mathematical Physics · Physics 2024-12-05 Álvaro Rodríguez Abella , Leonardo Colombo

In this paper we state the variational principle for the weighted porous media equation. It extends V.I. Arnold's approach to the description of Euler flows as a geodesics on some manifold, i.e. as a critical points of some energy…

Probability · Mathematics 2013-10-14 Alexandra Antoniouk , Marc Arnaudon