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In minimum-cost inverse optimization problems, we are given a feasible solution to an underlying optimization problem together with a linear cost function, and the goal is to modify the costs by a small deviation vector so that the input…

Optimization and Control · Mathematics 2023-03-01 Kristóf Bérczi , Lydia Mirabel Mendoza-Cadena , Kitti Varga

We explore the possibility to derive basic calculus rules for some subdifferential constructions associated to set-valued maps between normed vector spaces. Then, we use these results in order to write optimality conditions for a special…

Optimization and Control · Mathematics 2023-11-28 Marius Durea , Elena-Andreea Florea

We study the problem of computing minimal distinguishing formulas for non-bisimilar states in finite LTSs. We show that this is NP-hard if the size of the formula must be minimal. Similarly, the existence of a short distinguishing trace is…

Logic in Computer Science · Computer Science 2023-07-12 Jan Martens , Jan Friso Groote

In inverse optimization problems, the goal is to modify the costs in an underlying optimization problem in such a way that a given solution becomes optimal, while the difference between the new and the original cost functions, called the…

Optimization and Control · Mathematics 2023-03-01 Kristóf Bérczi , Lydia Mirabel Mendoza-Cadena , Kitti Varga

A heuristic formula for 5-point approximation of the first derivative of an unknown function whose values are measured with an error at unequally spaced points is proposed. The derivative at a given point is calculated using the effective…

Data Analysis, Statistics and Probability · Physics 2022-09-14 Emmanuil Beygelzimer , Yan Beygelzimer

We present a new non-parametric statistic, called the weighed $\ell_2$ divergence, based on empirical distributions for sequential change detection. We start by constructing the weighed $\ell_2$ divergence as a fundamental building block…

Statistics Theory · Mathematics 2021-02-25 Liyan Xie , Yao Xie

For two decades, reproducing kernels and their associated discrepancies have facilitated elegant theoretical analyses in the setting of quasi Monte Carlo. These same tools are now receiving interest in statistics and related fields, as…

Methodology · Statistics 2023-08-24 Chris. J. Oates

The aim of this work is to show, based on concrete data observation, that the choice of the fractional derivative when modelling a problem is relevant for the accuracy of a method. Using the least squares fitting technique, we determine the…

Other Statistics · Statistics 2017-04-04 Ricardo Almeida

The aim of the paper is twofold. Firstly, by using the constant rank level set theorem from differential geometry, we establish sharp upper bounds for the dimensions of the solution sets of polynomial variational inequalities under mild…

Optimization and Control · Mathematics 2020-01-28 Vu Trung Hieu

We prove lower bounds for the worst case error of quadrature formulas that use given sample points $\X_n = \{ x_1, \dots , x_n \}$. We are mainly interested in optimal point sets $\X_n$, but also prove lower bounds that hold with high…

Numerical Analysis · Mathematics 2020-12-08 Aicke Hinrichs , David Krieg , Erich Novak , Jan Vybíral

Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting distance between distributions, are useful tools for fully nonparametric two-sample testing and learning on distributions. However, it is rarely that…

Machine Learning · Statistics 2017-11-07 Ho Chung Leon Law , Christopher Yau , Dino Sejdinovic

A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…

Computational Physics · Physics 2007-05-23 V. E. Moiseenko , V. V. Pilipenko

A power series being given as the solution of a linear differential equation with appropriate initial conditions, minimization consists in finding a non-trivial linear differential equation of minimal order having this power series as a…

Symbolic Computation · Computer Science 2023-07-19 Alin Bostan , Tanguy Rivoal , Bruno Salvy

We develop a new least squares method for solving the second-order elliptic equations in non-divergence form. Two least-squares-type functionals are proposed for solving the equations in two steps. We first obtain a numerical approximation…

Numerical Analysis · Mathematics 2020-04-02 Ruo Li , Fanyi Yang

We consider the least-squares finite element method (lsfem) for systems of nonlinear ordinary differential equations and establish an optimal error estimate for this method when piecewise linear elements are used. The main assumptions are…

Numerical Analysis · Mathematics 2021-10-01 Matthias Chung , Justin Krueger , Honghu Liu

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

We define and study a class of Reed-Muller type error-correcting codes obtained from elementary symmetric functions in finitely many variables. We determine the code parameters and higher weight spectra in the simplest cases.

Information Theory · Computer Science 2022-10-27 Mrinmoy Datta , Trygve Johnsen

The most common method for calculating accurate numerical solutions for complicated linear differential equations - for example, finding eigenvalues and eigenfunctions of the Schrodinger equation for many-electron atoms - is the variational…

Computational Physics · Physics 2014-11-13 Charles Schwartz

The least squares method provides the best-fit curve by minimizing the total squares error. In this work, we provide the modified least squares method based on the fractional orthogonal polynomials that belong to the space $M_{n}^{\lambda}…

Numerical Analysis · Mathematics 2024-05-02 Abhishek Kumar Singh , Mani Mehra , Anatoly A. Alikhanov