Related papers: On a Vectorized Version of a Generalized Richardso…

We obtain an expansion of the implicit weak discretization error for the target of stochastic approximation algorithms introduced and studied in [Frikha2013]. This allows us to extend and develop the Richardson-Romberg extrapolation method…

This work investigates the local convergence behavior of Anderson acceleration in solving nonlinear systems. We establish local R-linear convergence results for Anderson acceleration with general depth $m$ under the assumptions that the…

Rgtsvm provides a fast and flexible support vector machine (SVM) implementation for the R language. The distinguishing feature of Rgtsvm is that support vector classification and support vector regression tasks are implemented on a…

From adversarial robustness to multi-agent learning, many machine learning tasks can be cast as finite-sum min-max optimization or, more generally, as variational inequality problems (VIPs). Owing to their simplicity and scalability,…

A combinatorial proof of the Gaussian product inequality (GPI) is given under the assumption that each component of a centered Gaussian random vector $\boldsymbol{X} = (X_1, \ldots, X_d)$ of arbitrary length can be written as a linear…

We introduce a generalization of Glimm's random choice method, which provides us with an approximation of entropy solutions to quasilinear hyperbolic system of balance laws. The flux-function and the source term of the equations may depend…

For min-max optimization and variational inequalities problems (VIP) encountered in diverse machine learning tasks, Stochastic Extragradient (SEG) and Stochastic Gradient Descent Ascent (SGDA) have emerged as preeminent algorithms. Constant…

We introduce the concept of average best $m$-term approximation widths with respect to a probability measure on the unit ball of $\ell_p^n$. We estimate these quantities for the embedding $id:\ell_p^n\to\ell_q^n$ with $0<p\le q\le \infty$…

In this work we derive limit theorems for trawl processes. First,we study the asymptotic behaviour of the partial sums of the discretized trawl process $(X_{i\Delta_{n}})_{i=0}^{\lfloor nt\rfloor-1}$, under the assumption that as…

A random vector whose norm and overlap (inner product with an independent copy) concentrates is shown to have random low-dimensional projections that are approximately random Gaussians. Conversely, asymptotically random Gaussian projections…

We consider the problem of generating n-dimensional vectors with a fixed sum, with the goal of generating a uniform distribution of vectors over a valid region. This means that each possible vector has an equal probability of being…

Adding inequality constraints (e.g. boundedness, monotonicity, convexity) into Gaussian processes (GPs) can lead to more realistic stochastic emulators. Due to the truncated Gaussianity of the posterior, its distribution has to be…

We study the generalized roundness of finite metric spaces whose distance matrix $D$ has the property that every row of $D$ is a permutation of the first row. The analysis provides a way to characterize subsets of the Hamming cube $\{ 0, 1…

This paper investigates extreme value theory for processes obtained by applying transformations to stationary Gaussian processes, also called subordinated Gaussian processes. The main contributions are as follows. First, we refine the…

In this paper, we consider the $\ell_0$ minimization problem whose objective function is the sum of $\ell_0$-norm and convex differentiable function. A variable metric type method which combines the PIHT method and the skill in quasi-newton…

For a directed graph $G(V_n, E_n)$ on the vertices $V_n = \{1,2, \dots, n\}$, we study the distribution of a Markov chain $\{ {\bf R}^{(k)}: k \geq 0\}$ on $\mathbb{R}^n$ such that the $i$th component of ${\bf R}^{(k)}$, denoted…

After a brief introduction to Ramanujan's method of summation, we give an expansion of the Riemann Zeta function in the critical strip as a convergent series $\sum_{m\geq 0}x_m P_m(s) $ where the functions $P_m$ are polynomials with their…

We study the long-term behavior of weighted multi-type branching processes, focusing on extending classical laws of large numbers and martingale convergence to settings with infinitely many weighted particles, arbitrary type spaces and…

Many of the algorithms used to solve minimization problems with sparsity-inducing regularizers are generic in the sense that they do not take into account the sparsity of the solution in any particular way. However, algorithms known as…

We sum in a close form the Sneddon-Bessel series \[ \sum_{m=1}^\infty \frac{J_\alpha(x j_{m,\nu})J_\beta(y j_{m,\nu})} {j_{m,\nu}^{2n+\alpha+\beta-2\nu+2} J_{\nu+1}(j_{m,\nu})^2}, \] where $0<x$, $0<y$, $x+y<2$, $n$ is an integer,…