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We consider a class of "filtered" schemes for first order time dependent Hamilton-Jacobi equations and prove a general convergence result for this class of schemes. A typical filtered scheme is obtained mixing a high-order scheme and a…

Numerical Analysis · Mathematics 2020-01-30 Maurizio Falcone , Giulio Paolucci , Silvia Tozza

Flow matching has emerged as a powerful framework for generative modeling, offering computational advantages over diffusion models by leveraging deterministic Ordinary Differential Equations (ODEs) instead of stochastic dynamics. While…

Machine Learning · Computer Science 2025-03-13 Chengyue Gong , Xiaoyu Li , Yingyu Liang , Jiangxuan Long , Zhenmei Shi , Zhao Song , Yu Tian

We introduce a comprehensive method for establishing stochastic orders among order statistics in the i.i.d. case. This approach relies on the assumption that the underlying distribution is linked to a reference distribution through a…

Methodology · Statistics 2024-11-22 Tommaso Lando Idir Arab , Paulo Eduardo Oliveira

We show that H\"older continuity of the gradient is not only a sufficient condition, but also a necessary condition for the existence of a global upper bound on the error of the first-order Taylor approximation. We also relate this global…

Optimization and Control · Mathematics 2020-01-23 Guillaume O. Berger , P. -A. Absil , Raphaël M. Jungers , Yurii Nesterov

Variational wave function ansatze are an invaluable tool to study the properties of strongly correlated systems. We propose such a wave function, based on the theory of auxiliary fields and combining aspects of auxiliary-field quantum Monte…

Strongly Correlated Electrons · Physics 2024-03-13 Ryan Levy , Miguel A. Morales , Shiwei Zhang

We revisit the order $\varepsilon$ dilatation operator of the Wilson-Fisher fixed point obtained by Kehrein, Pismak, and Wegner in light of recent results in conformal field theory. Our approach is algebraic and based only on symmetry…

High Energy Physics - Theory · Physics 2017-05-24 Pedro Liendo

In this paper, several modifications are introduced to the functional approximation method iterLap to reduce the approximation error, including stopping rule adjustment, proposal of new residual function, starting point selection for…

Methodology · Statistics 2015-09-23 Tiep Mai , Simon Wilson

When minimizing the sum of a convex and a strongly convex function, or when finding the zero of the sum of a monotone operator and a strongly monotone operator, Chambolle and Pock (2010) and Davis and Yin (2015) proposed accelerated…

Optimization and Control · Mathematics 2026-05-21 Govind M. Chari , Uijeong Jang , Ernest K. Ryu , Behçet Açıkmeşe

We propose a new family of multilevel methods for unconstrained minimization. The resulting strategies are multilevel extensions of high-order optimization methods based on q-order Taylor models (with q >= 1) that have been recently…

Numerical Analysis · Mathematics 2019-04-10 Henri Calandra , Serge Gratton , Elisa Riccietti , Xavier Vasseur

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…

Optimization and Control · Mathematics 2025-05-02 Michael Muehlebach , Michael I. Jordan

In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables in two ways. We prove that we can improve the rate of…

Probability · Mathematics 2022-10-26 Pierre-Loïc Méliot , Ashkan Nikeghbali , Gabriele Visentin

We consider multi-agent, convex optimization programs subject to separable constraints, where the constraint function of each agent involves only its local decision vector, while the decision vectors of all agents are coupled via a common…

Optimization and Control · Mathematics 2017-04-05 Luca Deori , Kostas Margellos , Maria Prandini

In [5], Bede et al. defined the max-product Meyer-K\"{o}nig and Zeller operator. They examined the approximation and shape preserving properties of this operator, and they found the order of approximation to be $\frac{\sqrt{y}\left(…

Functional Analysis · Mathematics 2024-10-04 Sezin Çit Ogun Dogru

We establish adaptive results for trend filtering: least squares estimation with a penalty on the total variation of $(k-1)^{\rm th}$ order differences. Our approach is based on combining a general oracle inequality for the…

Statistics Theory · Mathematics 2020-07-20 Francesco Ortelli , Sara van de Geer

We derive an improved Poincar\'e inequality in connection with the Babu\v{s}ka-Aziz and Friedrichs-Velte inequalities for differential forms by estimating the domain specific optimal constants figuring in the respective inequalities with…

Analysis of PDEs · Mathematics 2020-04-10 Sándor Zsuppán

We propose a new practical adaptive refinement strategy for $hp$-finite element approximations of elliptic problems. Following recent theoretical developments in polynomial-degree-robust a posteriori error analysis, we solve two types of…

Numerical Analysis · Mathematics 2018-10-17 Patrik Daniel , Alexandre Ern , Iain Smears , Martin Vohralík

Finite difference approximation, in addition to Taylor truncation errors, introduces numerical dispersion-and-dissipation errors into numerical solutions of partial differential equations. We analyze a class of finite difference schemes…

Numerical Analysis · Mathematics 2014-09-12 Yi-Hung Kuo , Long Lee , Gregory Lyng

We consider the setting where the nodes of an undirected, connected network collaborate to solve a shared objective modeled as the sum of smooth functions. We assume that each summand is privately known by a unique node. NEAR-DGD is a…

Optimization and Control · Mathematics 2021-04-12 Charikleia Iakovidou , Ermin Wei

We consider a class of difference-of-convex (DC) optimization problems where the objective function is the sum of a smooth function and a possible nonsmooth DC function. The application of proximal DC algorithms to address this problem…

Optimization and Control · Mathematics 2023-08-30 Shummin Nakayama , Yasushi Narushima , Hiroshi Yabe