Related papers: Multivariate integration over $\R^s$ with exponent…
We prove upper bounds on the order of convergence of Frolov's cubature formula for numerical integration in function spaces of dominating mixed smoothness on the unit cube with homogeneous boundary condition. More precisely, we study…
Recent advances in cutting-plane strategies applied to robust optimization problems show that they are competitive with respect to problem reformulations and interior-point algorithms. However, although its application with polyhedral…
The depinning of an elastic line interacting with a quenched disorder is studied for long range interactions, applicable to crack propagation or wetting. An ultrametric distance is introduced instead of the Euclidean distance, allowing for…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
We compute the closest convex piecewise linear-quadratic (PLQ) function with minimal number of pieces to a given univariate piecewise linear-quadratic function. The Euclidean norm is used to measure the distance between functions. First, we…
We show that the augmented primal-dual gradient algorithms can achieve global exponential convergence with partially strongly convex functions. In particular, the objective function only needs to be strongly convex in the subspace…
Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…
In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes…
We study the numerical approximation of integrals over $\mathbb{R}^s$ with respect to the standard Gaussian measure for integrands which lie in certain Hermite spaces of functions. The decay rate of the associated sequence is specified by a…
We investigate a class of composite nonconvex functions, where the outer function is the sum of univariate extended-real-valued convex functions and the inner function is the limit of difference-of-convex functions. A notable feature of…
Motivated by variational models in continuum mechanics, we introduce a novel algorithm to perform nonsmooth and nonconvex minimizations with linear constraints in Euclidean spaces. We show how this algorithm is actually a natural…
In this paper, we consider the related problems of multicalibration -- a multigroup fairness notion and omniprediction -- a simultaneous loss minimization paradigm, both in the distributional and online settings. The recent work of Garg et…
Inferring and comparing complex, multivariable probability density functions is fundamental to problems in several fields, including probabilistic learning, network theory, and data analysis. Classification and prediction are the two faces…
The volume $\mathscr{B}_{\Sigma}^{{\rm comb}}(\mathbb{G})$ of the unit ball -- with respect to the combinatorial length function $\ell_{\mathbb{G}}$ -- of the space of measured foliations on a stable bordered surface $\Sigma$ appears as the…
Uniform integer-valued Lipschitz functions on a domain of size $N$ of the triangular lattice are shown to have variations of order $\sqrt{\log N}$. The level lines of such functions form a loop $O(2)$ model on the edges of the hexagonal…
We consider the problem of minimizing a continuous function f over a compact set K. We analyze a hierarchy of upper bounds proposed by Lasserre in [SIAM J. Optim. 21(3) (2011), pp. 864--885], obtained by searching for an optimal probability…
We find a sharp combinatorial bound for the metric entropy of sets in R^n and general classes of functions. This solves two basic combinatorial conjectures on the empirical processes. 1. A class of functions satisfies the uniform Central…
We study equilibrium configurations of non-Euclidean plates, in which the reference metric is uniaxially periodic. This work is motivated by recent experiments on thin sheets of composite thermally responsive gels [1]. Such sheets bend…
We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to…
We prove lower bounds on the error incurred when approximating any oscillating function using piecewise polynomial spaces. The estimates are explicit in the polynomial degree and have optimal dependence on the meshwidth and frequency when…