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We study unconstrained optimization problems of nonsmooth, nonconvex Lipschitz functions, using only noisy pairwise comparisons governed by a known link function. Our goal is to compute a $(\delta,\varepsilon)$-Goldstein stationary point.…
In this short article we propose a full large $N$ asymptotic expansion of the probability that the $m^{\text{th}}$ power of a random unitary matrix of size $N$ has all its eigenvalues in a given arc-interval centered in $1$ when $N$ is…
With regard to a three-step estimation procedure, proposed without theoretical discussion by Li and You in Journal of Applied Statistics and Management, for a nonparametric regression model with time-varying regression function, local…
Regularization methods have been recently developed to construct stable approximate solutions to classical partial differential equations considered as final value problems. In this paper, we investigate the backward parabolic problem with…
The feedback particle filter (FPF) is a promising nonlinear filtering (NLF) method, but its practical implementation is hindered by the intractability of the gain function, which satisfies a boundary value problem (BVP). This paper proposes…
We give a nearly linear time randomized approximation scheme for the Held-Karp bound [Held and Karp, 1970] for metric TSP. Formally, given an undirected edge-weighted graph $G$ on $m$ edges and $\epsilon > 0$, the algorithm outputs in $O(m…
An estimation problem of fundamental interest is that of phase synchronization, in which the goal is to recover a collection of phases using noisy measurements of relative phases. It is known that in the Gaussian noise setting, the maximum…
Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…
We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…
The problem of efficient approximation of a linear operator induced by the Gaussian or softmax kernel is often addressed using random features (RFs) which yield an unbiased approximation of the operator's result. Such operators emerge in…
We propose a new first-order method for minimizing nonconvex functions with Lipschitz continuous gradients and H\"older continuous Hessians. The proposed algorithm is a heavy-ball method equipped with two particular restart mechanisms. It…
An \emph{$\alpha$-approximate vertex fault-tolerant distance sensitivity oracle} (\emph{$\alpha$-VSDO}) for a weighted input graph $G=(V, E, w)$ and a source vertex $s \in V$ is the data structure answering an $\alpha$-approximate distance…
We provide improved convergence rates for various \emph{non-smooth} optimization problems via higher-order accelerated methods. In the case of $\ell_\infty$ regression, we achieves an $O(\epsilon^{-4/5})$ iteration complexity, breaking the…
We consider the matrix completion problem under a form of row/column weighted entrywise sampling, including the case of uniform entrywise sampling as a special case. We analyze the associated random observation operator, and prove that with…
We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…
We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…
Although persistent excitation is often acknowledged as a sufficient condition to exponentially converge in the field of adaptive parameter estimation, it must be noted that in practical applications this may be unguaranteed. Recently, more…
For bounded linear operators $A,B$ on a Hilbert space $\mathcal{H}$ we show the validity of the estimate $$ \sum_{\lambda \in \sigma_d (B)} \dist(\lambda, \overline{\num}(A))^p \leq \| B-A \|_{\mathcal{S}_p}^p$$ and apply it to recover and…
The Workflow Satisfiability Problem (WSP) asks whether there exists an assignment of authorized users to the steps in a workflow specification, subject to certain constraints on the assignment. The problem is NP-hard even when restricted to…
We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…