Related papers: Convergence in the $p$-contest
In this paper, we consider a well-known sparse optimization problem that aims to find a sparse solution of a possibly noisy underdetermined system of linear equations. Mathematically, it can be modeled in a unified manner by minimizing…
This paper is devoted to the study of accelerated proximal gradient methods where the sequence that controls the momentum term doesn't follow Nesterov's rule. We propose a relaxed weak accelerated proximal gradient (R-WAPG) method, a…
We study the $C^4$ smooth convex bodies $\mathbb{K}\subset\mathbb{R}^{n+1}$ satisfying $K(x)=u(x)^{1-p}$, where $x\in\mathbb{S}^n$, $K$ is the Gauss curvature of $\partial\mathbb{K}$, $u$ is the support function of $\mathbb{K}$, and $p$ is…
We are concerned with the problem of detecting a single change point in the model parameters of time series data generated from an exponential family. In contrast to the existing literature, we allow that the true location of the change…
Fixpoints are ubiquitous in computer science and when dealing with quantitative semantics and verification one often considers least fixpoints of (higher-dimensional) functions over the non-negative reals. We show how to approximate the…
We prove that the set of solutions to the parabolic singular $p$-Laplace equation with Dirichlet boundary conditions on a bounded Lipschitz domain $\Omega$ for all space dimensions is continuous in the parameter $p\in [1,+\infty)$ and the…
Inference in dynamic probabilistic models is a complex task involving expensive operations. In particular, for Hidden Markov Models, the whole state space has to be enumerated for advancing in time. Even states with negligible probabilities…
We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…
This paper introduces a new method to tackle the issue of the almost sure convergence of stochastic approximation algorithms defined from a differential inclusion. Under the assumption of slowly decaying step-sizes, we establish that the…
We prove the convergence of the law of grid-valued random walks, which can be seen as time-space Markov chains, to the law of a general diffusion process. This includes processes with sticky features, reflecting or absorbing boundaries and…
Convergence is proved for solutions of Dirichlet problems in regions with many small excluded sets (holes), as the holes become smaller and more numerous. The problem is formulated in the context of Markov processes associated with general…
We study a stochastic particle system which is motivated from grain boundary coarsening in two-dimensional networks. Each particles lives on the positive real line and is labeled as belonging to either Species 1 or Species 2. Species 1…
Let $N$ be a finite set, let $p \in (0,1)$, and let $N_p$ denote a random binomial subset of $N$ where every element of $N$ is taken to belong to the subset independently with probability $p$ . This defines a product measure $\mu_p$ on the…
One-shot coupling is a method of bounding the convergence rate between two copies of a Markov chain in total variation distance, which was first introduced by Roberts and Rosenthal and generalized by Madras and Sezer. The method is divided…
For a subcritical Galton-Watson process $(\zeta_n)$, it is well known that under an $X \log X$ condition, the quotient $P(\zeta_n > 0)/ E\zeta_n$ has a finite positive limit. There is an analogous result for a (one-dimensional)…
We study a continuous-time dynamical system that models the evolving distribution of genotypes in an infinite population where genomes may have infinitely many or even a continuum of loci, mutations accumulate along lineages without…
The problem of maximizing the $p$-th power of a $p$-norm over a halfspace-presented polytope in $\R^d$ is a convex maximization problem which plays a fundamental role in computational convexity. It has been shown in 1986 that this problem…
We show that the percentile-percentile (P-P) process constructed from an independent and identically distributed sample of pairs converges in distribution in $L^1[0,1]$ if and only if the associated P-P curve is absolutely continuous. When…
This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose a model-based…
Attractiveness is a fundamental tool to study interacting particle systems and the basic coupling construction is a usual route to prove this property, as for instance in simple exclusion. The derived Markovian coupled process…