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Regularization, whether explicit in terms of a penalty in the loss or implicit in the choice of algorithm, is a cornerstone of modern machine learning. Indeed, controlling the complexity of the model class is particularly important when…

Machine Learning · Statistics 2024-10-22 Matteo Vilucchio , Nikolaos Tsilivis , Bruno Loureiro , Julia Kempe

Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these…

Optimization and Control · Mathematics 2021-03-17 Hesameddin Mohammadi , Armin Zare , Mahdi Soltanolkotabi , Mihailo R. Jovanović

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

The linear stability analysis of the Boltzmann kinetic equation has recently garnered research interest due to its potential applications in space exploration, where rarefaction effects can render the Navier Stokes equations invalid. Since…

Computational Physics · Physics 2025-08-05 Lei Wu

In [L. Liu and S. Jin, Multiscale Model. Simult., 16, 1085-1114, 2018], spectral convergence and long-time decay of the numerical solution towards the global equilibrium of the stochastic Galerkin approximation for the Boltzmann equation…

Analysis of PDEs · Mathematics 2019-01-30 Esther S. Daus , Shi Jin , Liu Liu

Uniformly regular equilibrium problems are natural generalizations of abstract equilibrium prob lems and they are defined over the uniformly prox-regular nonconvex sets. Some new efficient implicit methods for solving uniformly regular…

Optimization and Control · Mathematics 2025-02-11 Oday Hazaimah

Consider a discrete uniformly elliptic divergence form equation on the $d$ dimensional lattice $\Z^d$ with random coefficients. In [3] rate of convergence results in homogenization and estimates on the difference between the averaged…

Analysis of PDEs · Mathematics 2014-02-26 Joseph G. Conlon , Arash Fahim

We propose and analyze a regularization approach for structured prediction problems. We characterize a large class of loss functions that allows to naturally embed structured outputs in a linear space. We exploit this fact to design…

Machine Learning · Computer Science 2017-07-31 Carlo Ciliberto , Alessandro Rudi , Lorenzo Rosasco

We study dropout regularization in continuous-time models through the lens of random-batch methods -- a family of stochastic sampling schemes originally devised to reduce the computational cost of interacting particle systems. We construct…

Machine Learning · Computer Science 2025-10-16 Antonio Álvarez-López , Martín Hernández

This paper extends the model reduction method by the operator projection to the one-dimensional special relativistic Boltzmann equation. The derivation of arbitrary order globally hyperbolic moment system is built on our careful study of…

Analysis of PDEs · Mathematics 2017-04-26 Yangyu Kuang , Huazhong Tang

We aim to analyze the consistency of the deformation of the Heisenberg algebra in the setting of constrained Hamiltonian systems, providing a procedure to induce the deformation on the Poisson algebra after symplectic reduction. We…

Mathematical Physics · Physics 2026-03-12 Matteo Bruno , Sebastiano Segreto

We review and complete the existing literature on the kinetic theory of spatially homogeneous systems with long-range interactions taking collective effects into account. The evolution of the system as a whole is described by the…

Statistical Mechanics · Physics 2012-02-20 Pierre-Henri Chavanis

The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…

Mathematical Physics · Physics 2018-11-16 Hermann Douanla , Cyrille Kenne

We consider the regularity of stationary solutions to the linearized Boltzmann equations in bounded $C^1$ convex domains in $\mathbb{R}^3$ for gases with cutoff hard potential and cutoff Maxwellian gases. We prove that the stationary…

Analysis of PDEs · Mathematics 2016-10-04 I-Kun Chen

Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…

Numerical Analysis · Mathematics 2019-10-29 H. C. Lie , A. M. Stuart , T. J. Sullivan

We introduce a class of Kac-like kinetic equations on the real line, with general random collisional rules, which include as particular cases models for wealth redistribution in an agent-based market or models for granular gases with a…

Mathematical Physics · Physics 2015-05-20 Federico Bassetti , Lucia Ladelli , Giuseppe Toscani

We show that parametric models trained by a stochastic gradient method (SGM) with few iterations have vanishing generalization error. We prove our results by arguing that SGM is algorithmically stable in the sense of Bousquet and Elisseeff.…

Machine Learning · Computer Science 2016-02-09 Moritz Hardt , Benjamin Recht , Yoram Singer

In this paper, we prove the propagation of uniform upper bounds for the spatially homogeneous relativistic Boltzmann equation. These $L^\infty$ bounds have been known to be a challenging open problem in relativistic kinetic theory. To…

Analysis of PDEs · Mathematics 2021-03-18 Jin Woo Jang , Robert M. Strain , Seok-Bae Yun

Many studies in uncertainty quantification have been carried out under the assumption of an input random field in which a countable number of independent random variables are each uniformly distributed on an interval, with these random…

Numerical Analysis · Mathematics 2020-03-17 Vesa Kaarnioja , Frances Y. Kuo , Ian H. Sloan

This review concerns recent results on the quantitative study of convergence towards the stationary state for spatially inhomogeneous kinetic equations. We focus on analytical results obtained by means of certain probabilistic techniques…

Analysis of PDEs · Mathematics 2023-04-05 Havva Yoldaş