English
Related papers

Related papers: Randomized Learning of the Second-Moment Matrix of…

200 papers

We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…

Number Theory · Mathematics 2025-06-10 Sean Howe

In this short, conceptual paper we observe that essentially the same mathematics applies in three contexts with disparate literatures: (1) sigmoidal and RBF approximation of smooth functions, (2) rational approximation of analytic functions…

Numerical Analysis · Mathematics 2023-03-06 Daan Huybrechs , Lloyd N. Trefethen

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…

Optimization and Control · Mathematics 2018-03-12 Andre Milzarek , Xiantao Xiao , Shicong Cen , Zaiwen Wen , Michael Ulbrich

A mathematical smooth function means that the function has continuous derivatives to a certain degree C(k). We call it a k-smooth function or a smooth function if k can grow infinitively. Based on quantum physics, there is no such smooth…

Numerical Analysis · Mathematics 2010-05-21 Li Chen

This paper studies non-smooth problems of convex stochastic optimization. Using the smoothing technique based on the replacement of the function value at the considered point by the averaged function value over a ball (in $l_1$-norm or…

Optimization and Control · Mathematics 2023-05-23 Aleksandr Lobanov , Belal Alashqar , Darina Dvinskikh , Alexander Gasnikov

We introduce the smoothed analysis of algorithms, which is a hybrid of the worst-case and average-case analysis of algorithms. In smoothed analysis, we measure the maximum over inputs of the expected performance of an algorithm under small…

Data Structures and Algorithms · Computer Science 2009-09-25 Daniel A. Spielman , Shang-Hua Teng

We propose stochastic optimization algorithms that can find local minima faster than existing algorithms for nonconvex optimization problems, by exploiting the third-order smoothness to escape non-degenerate saddle points more efficiently.…

Optimization and Control · Mathematics 2017-12-19 Yaodong Yu , Pan Xu , Quanquan Gu

Given a surface $M$ and a Borel probability measure $\nu$ on the group of $C^2$-diffeomorphisms of $M$, we study $\nu$-stationary probability measures on $M$. Assuming the positivity of a certain entropy, the following dichotomy is proved:…

Dynamical Systems · Mathematics 2015-06-25 Aaron W. Brown , Federico Rodriguez Hertz

In this paper we investigate the gamma-relative differentiation by the motivation of amending the order of the weighted polynomial approximation on the semiaxis for certain functions. With the help of this we give some definitions of…

Classical Analysis and ODEs · Mathematics 2013-08-28 Zoltán Markó

Let $M$ be a compact, connected Riemannian manifold whose Riemannian volume measure is denoted by $\sigma$. Let $f: M \rightarrow \mathbb{R}$ be a non-constant eigenfunction of the Laplacian. The random wave conjecture suggests that in…

Spectral Theory · Mathematics 2019-06-17 Bo'az Klartag

We provide a comprehensive study of interrelations between different measures of smoothness of functions on various domains and smoothness properties of approximation processes. Two general approaches to this problem have been developed:…

Classical Analysis and ODEs · Mathematics 2020-03-18 Yu. Kolomoitsev , S. Tikhonov

Random features is a powerful universal function approximator that inherits the theoretical rigor of kernel methods and can scale up to modern learning tasks. This paper views uncertain system models as unknown or uncertain smooth functions…

Machine Learning · Computer Science 2021-06-25 Diego Agudelo-España , Yassine Nemmour , Bernhard Schölkopf , Jia-Jie Zhu

Orthogonally invariant functions of symmetric matrices often inherit properties from their diagonal restrictions: von Neumann's theorem on matrix norms is an early example. We discuss the example of "identifiability", a common property of…

Optimization and Control · Mathematics 2013-04-15 Aris Daniilidis , Dmitriy Drusvyatskiy , Adrian S. Lewis

We discuss smooth functions which are Morse on preimages of values not being local extrema. We call such a function internally Morse or I-Morse. The Reeb graph of a smooth function is the space of all connected components of preimages of…

General Topology · Mathematics 2025-10-13 Naoki Kitazawa

We study an estimator for smoothing irregularly sampled data into a smooth map. The estimator has been widely used in astronomy, owing to its low level of noise; it involves a weight function -- or smoothing kernel -- w(\theta). We show…

Astrophysics · Physics 2009-11-06 Marco Lombardi , Peter Schneider

We consider minimizing a nonconvex, smooth function $f$ on a Riemannian manifold $\mathcal{M}$. We show that a perturbed version of Riemannian gradient descent algorithm converges to a second-order stationary point (and hence is able to…

Optimization and Control · Mathematics 2019-06-19 Yue Sun , Nicolas Flammarion , Maryam Fazel

Smooth parametrization consists in a subdivision of the mathematical objects under consideration into simple pieces, and then parametric representation of each piece, while keeping control of high order derivatives. The main goal of the…

Computational Geometry · Computer Science 2014-07-14 Y. Yomdin

This paper studies the asymptotic behavior of the constant step Stochastic Gradient Descent for the minimization of an unknown function F , defined as the expectation of a non convex, non smooth, locally Lipschitz random function. As the…

Numerical Analysis · Mathematics 2022-04-13 Pascal Bianchi , Walid Hachem , Sholom Schechtman

Nonnegative matrix factorization (NMF) is a linear dimensionality reduction technique for nonnegative data, with applications such as hyperspectral unmixing and topic modeling. NMF is a difficult problem in general (NP-hard), and its…

Numerical Analysis · Mathematics 2025-11-11 Junjun Pan , Valentin Leplat , Michael Ng , Nicolas Gillis

Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…

Optimization and Control · Mathematics 2025-10-03 Yufeng Yang , Erin Tripp , Yifan Sun , Shaofeng Zou , Yi Zhou
‹ Prev 1 3 4 5 6 7 10 Next ›