Related papers: Weakly Consistent Extensions of Lower Previsions
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Sparse high dimensional graphical model selection is a topic of much interest in modern day statistics. A popular approach is to apply l1-penalties to either (1) parametric likelihoods, or, (2) regularized regression/pseudo-likelihoods,…
We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…
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Among Thurston maps (orientation-preserving, postcritically finite branched coverings of the 2-sphere to itself), those that arise as subdivision maps of a finite subdivision rule form a special family. For such maps, we investigate…
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The Small-Set Expansion Hypothesis (Raghavendra, Steurer, STOC 2010) is a natural hardness assumption concerning the problem of approximating the edge expansion of small sets in graphs. This hardness assumption is closely connected to the…
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Conformal prediction is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…
We study convex relaxations of nonconvex quadratic programs. We identify a family of so-called feasibility preserving convex relaxations, which includes the well-known copositive and doubly nonnegative relaxations, with the property that…
Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…
The starting assumptions to study the convergence and complexity of gradient-type methods may be the smoothness (also called Lipschitz continuity of gradient) and the strong convexity. In this note, we revisit these two basic properties…
The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair $(X,Y)$, it is shown that the conditional…
We characterize the properties of convexity, compactness and preservation of upper hemicontinuity for conditional expectations of correspondences. These results are then applied to obtain a necessary and sufficient condition for the…
This paper deals with the convex feasibility problem, where the feasible set is given as the intersection of a (possibly infinite) number of closed convex sets. We assume that each set is specified algebraically as a convex inequality,…
In this work, we consider constrained stochastic optimization problems under hidden convexity, i.e., those that admit a convex reformulation via non-linear (but invertible) map $c(\cdot)$. A number of non-convex problems ranging from…
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We introduce constraints necessary for type checking a higher-order concurrent constraint language, and solve them with an incremental algorithm. Our constraint system extends rational unification by constraints x$\subseteq$ y saying that…