Related papers: Box-constrained monotone $L_\infty$-approximations…
The probability density quantile (pdQ) carries essential information regarding shape and tail behavior of a location-scale family. Convergence of repeated applications of the pdQ mapping to the uniform distribution is investigated and new…
The goal of this work is to obtain optimal rates for the convergence problem in mean field control. Our analysis covers cases where the solutions to the limiting problem may not be unique nor stable. Equivalently the value function of the…
The fundamental Filippov-Wazwski Relaxation Theorem states that the solution set of an initial value problem for a locally Lipschitz inclusion is dense in the solution set of the same initial value problem for the corresponding relaxation…
Studying the stability of partially observed Markov decision processes (POMDPs) with respect to perturbations in either transition or observation kernels is a significant problem. While asymptotic robustness/stability results as approximate…
We consider the problem of regularized Poisson Non-negative Matrix Factorization (NMF) problem, encompassing various regularization terms such as Lipschitz and relatively smooth functions, alongside linear constraints. This problem holds…
We aim at estimating a function $\lambda:[0,1]\to \mathbb {R}$, subject to the constraint that it is decreasing (or increasing). We provide a unified approach for studying the $\mathbb {L}_p$-loss of an estimator defined as the slope of a…
We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtain these results in the i.i.d. setup under subgaussian…
We consider the general polynomial optimization problem $P: f^*=\min \{f(x)\,:\,x\in K\}$ where $K$ is a compact basic semi-algebraic set. We first show that the standard Lagrangian relaxation yields a lower bound as close as desired to the…
Given linear matrix inequalities (LMIs) L_1 and L_2, it is natural to ask: (Q1) when does one dominate the other, that is, does L_1(X) PsD imply L_2(X) PsD? (Q2) when do they have the same solution set? Such questions can be NP-hard. This…
The paper focuses on the $L^{p}$-Positivity Preservation property ($L^{p}$-PP for short) on a Riemannian manifold $(M,g)$. It states that any $L^p$ function $u$ with $1<p<+\infty$, which solves $(-\Delta + 1)u\ge 0$ on $M$ in the sense of…
Let $\mathrm{Lip}_0(M)$ be the space of Lipschitz functions on a complete metric space $(M,d)$ that vanish at a point $0\in M$. We investigate its dual $\mathrm{Lip}_0(M)^*$ using the de Leeuw transform, which allows representing each…
This paper investigates the local regularity of solutions to stationary Fokker-Planck equations on an open set $U \subset \mathbb{R}^d$ with $d \geq 2$. A central objective is to relax the classical assumptions on the coefficients by…
The rank minimization problem is to find the lowest-rank matrix in a given set. Nuclear norm minimization has been proposed as an convex relaxation of rank minimization. Recht, Fazel, and Parrilo have shown that nuclear norm minimization…
We prove various theorems on approximation using polynomials with integer coefficients in the Bernstein basis of any given order. In the extreme, we draw the coefficients from $\{ \pm 1\}$ only. A basic case of our results states that for…
Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover, a type of integer programming (IP) problem. A lattice-gas model on the Erd\"os-R\'enyi random graphs of $\alpha$-uniform…
We provide fast algorithms for overconstrained $\ell_p$ regression and related problems: for an $n\times d$ input matrix $A$ and vector $b\in\mathbb{R}^n$, in $O(nd\log n)$ time we reduce the problem $\min_{x\in\mathbb{R}^d} \|Ax-b\|_p$ to…
In this paper we consider box constrained adaptations of $\ell_1$ optimization heuristic when applied for solving random linear systems. These are typically employed when on top of being sparse the systems' solutions are also known to be…
We show that under mild assumptions for a problem whose solutions admit a dynamic programming-like recurrence relation, we can still find a solution under additional packing constraints, which need to be satisfied approximately. The number…
In this paper we prove the local boundedness as well as the local Lipschitz continuity for solutions to a class of obstacle problems of the type $$\min\left\{\int_\Omega {F(x, Dz)}: z\in \mathcal{K}_{\psi}(\Omega)\right\}.$$ Here…
The approximation of probability measures on compact metric spaces and in particular on Riemannian manifoldsby atomic or empirical ones is a classical task in approximation and complexity theory with a wide range of applications. Instead of…