Related papers: An iterative process for approximating subactions
We propose a conversion scheme that turns regret minimizing algorithms into fixed point iterations, with convergence guarantees following from regret bounds. The resulting iterations can be seen as a grand extension of the classical…
A new mathematical notation is proposed for the iteration of functions. It facilitates the application of the iteration of functions in mathematical and logical expressions, definitions of sets, and formulations of algorithms. Illustrations…
For discrete spectrum of 1D second-order differential/difference operators (with or without potential (killing), with the maximal/minimal domain), a pair of unified dual criteria are presented in terms of two explicit measures and the…
In this paper, we consider distributed optimization problems where the goal is to minimize a sum of objective functions over a multi-agent network. We focus on the case when the inter-agent communication is described by a…
The aim of this paper is to prove the exponential convergence, local and global, of Adam algorithm under precise conditions on the parameters, when the objective function lacks differentiability. More precisely, we require Lipschitz…
In this paper we present a tractable approach for regularizing randomly placed points, by splitting them into two subsets: the first is generated by means of the Mat\'ern hard-core point process, while the remaining points constitute the…
This paper describes and establishes the iteration-complexity of a doubly accelerated inexact proximal point (D-AIPP) method for solving the nonconvex composite minimization problem whose objective function is of the form $f+h$ where $f$ is…
In this dissertation, it is first shown that, when the radial basis function is a $p$-norm and $1 < p < 2$, interpolation is always possible when the points are all different and there are at least two of them. We then show that…
We study discrete dynamics governed by a difference inclusion whose increment is the sum of a selection from a set-valued map and a noise term. For any bounded realization, convergence follows once the inter-iterate diameter is controlled…
The Langevin algorithms are frequently used to sample the posterior distributions in Bayesian inference. In many practical problems, however, the posterior distributions often consist of non-differentiable components, posing challenges for…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
Denote by $T$ the transformation $T(x)= 2 \,x $ (mod 1). Given a potential $A:S^1 \to \mathbb{R}$ we are interested in exhibiting in several examples the explicit expression for the calibrated subaction $V: S^1 \to \mathbb{R}$ for $A$. The…
This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…
In this paper, we introduce a new iteration method and show that this iteration method can be used to approximate fixed point of almost contraction mappings. Furthermore, we prove that the new iteration method is equivalent to both Mann…
This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric. We also prove that under appropriate assumptions, the rate of…
We provide comparison principles for convex functions through its proximal mappings. Consequently, we prove that the norm of the proximal operator determines a convex the function up to a constant. A new characterization of Lipschitzianity…
We investigate the convergence towards periodic orbits in discrete dynamical systems. We examine the probability that a randomly chosen point converges to a particular neighborhood of a periodic orbit in a fixed number of iterations, and we…
In this paper we study the convergence of an iterative algorithm for finding zeros with constraints for not necessarily monotone set-valued operators in a reflexive Banach space. This algorithm, which we call the proximal-projection method…
In this short and elementary note, we study some ergodic optimization problems for circle expanding maps. We first make an observation that if a function is not far from being convex, then its calibrated sub-actions are closer to convex…
We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the…