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In this paper, we analyze the convergence rate of the Jacobi-Proximal Alternating Direction Method of Multipliers (ADMM) initially introduced by Deng et al. for the block-structured optimization problem with linear constraint. The algorithm…

Optimization and Control · Mathematics 2025-12-08 Hyelin Choi , Woocheol Choi

In this paper we introduce an iterative Jacobi algorithm for solving distributed model predictive control (DMPC) problems, with linear coupled dynamics and convex coupled constraints. The algorithm guarantees stability and persistent…

Optimization and Control · Mathematics 2008-09-23 Dang Doan , Tamas Keviczky , Ion Necoara , Moritz Diehl

The Jacobi ensemble is one of the classical ensembles of random matrix theory. Prominent in applications are properties of the eigenvalues at the spectrum edge, specifically the distribution of the largest (e.g. Roy's largest root test in…

Mathematical Physics · Physics 2020-06-04 Peter J. Forrester , Santosh Kumar

In this paper, we study the Jacobi frame approximation with equispaced samples and derive an error estimation. We observe numerically that the approximation accuracy gradually decreases as the extended domain parameter $\gamma$ increases in…

Numerical Analysis · Mathematics 2022-02-23 Xianru Chen

In this paper, we study the probability density function, $\mathbb{P}(c,\alpha,\beta, n)\,dc$, of the center of mass of the finite $n$ Jacobi unitary ensembles with parameters $\alpha\,>-1$ and $\beta >-1$; that is the probability that…

Classical Analysis and ODEs · Mathematics 2024-09-24 Longjun Zhan , Gordon Blower , Yang Chen , Mengkun Zhu

We compute the exact and limiting smallest eigenvalue distributions for two classes of $\beta$-Jacobi ensembles not covered by previous studies. In the general $\beta$ case, these distributions are given by multivariate hypergeometric…

Probability · Mathematics 2011-08-16 Ioana Dumitriu

Classical Jacobi polynomials $P_{n}^{(\alpha,\beta)}$, with $\alpha, \beta>-1$, have a number of well-known properties, in particular the location of their zeros in the open interval $(-1,1)$. This property is no longer valid for other…

Classical Analysis and ODEs · Mathematics 2007-05-23 A. Martinez-Finkelshtein , R. Orive

Let $\mu$ be an Ahlfors-David probability measure on $\mathbb{R}^q$, namely, there exist some constants $s_0>0$ and $\epsilon_0,C_1,C_2>0$ such that \[ C_1\epsilon^{s_0}\leq\mu(B(x,\epsilon))\leq…

Metric Geometry · Mathematics 2018-02-27 Sanguo Zhu

We investigate the average minimum cost of a bipartite matching between two samples of n independent random points uniformly distributed on a unit cube in d $\ge$ 3 dimensions, where the matching cost between two points is given by any…

Analysis of PDEs · Mathematics 2021-06-02 Michael Goldman , Dario Trevisan

In the hard edge scaling limit of the Jacobi unitary ensemble generated by the weight $x^{\alpha}(1-x)^{\beta},~x\in[0,1],~\alpha,\beta>0$, the probability that all eigenvalues of Hermitian matrices from this ensemble lie in the interval…

Mathematical Physics · Physics 2021-07-28 Shulin Lyu , Yang Chen

The paper studies the limiting behavior of spectral measures of random Jacobi matrices of Gaussian, Wishart and MANOVA beta ensembles. We show that the spectral measures converge weakly to a limit distribution which is the semicircle…

Probability · Mathematics 2017-10-12 Trinh Khanh Duy

Let $\lambda$ and $\mu$ be beta-Jacobi and beta-Laguerre ensembles with joint density function $f_{\beta, m, a_1, a_2}$ and $f_{\beta, m, a_1}$, respectively. Here $\beta>0$ and $a_1, a_2$ and $m$ satisfying . $a_1,…

Probability · Mathematics 2018-07-11 Yutao Ma , Xinmei Shen

Let ${\bf P}_k^{(\alpha, \beta)} (x)$ be an orthonormal Jacobi polynomial of degree $k.$ We will establish the following inequality \begin{equation*} \max_{x \in [\delta_{-1},\delta_1]}\sqrt{(x- \delta_{-1})(\delta_1-x)}…

Classical Analysis and ODEs · Mathematics 2007-05-23 Ilia Krasikov

Let $\mathbf{X} = (X_i)_{1\leq i \leq n}$ be an i.i.d. sample of square-integrable variables in $\mathbb{R}^d$, \GB{with common expectation $\mu$ and covariance matrix $\Sigma$, both unknown.} We consider the problem of testing if $\mu$ is…

Machine Learning · Computer Science 2021-10-11 Gilles Blanchard , Jean-Baptiste Fermanian

In dimension 2, we introduce a distributional Jacobian determinant $\det DV_\beta(Dv)$ for the nonlinear complex gradient $(x_1,x_2)\mapsto |Dv|^\beta(v_{x_1},-v_{x_2})$ for any $\beta>-1$, whenever $v\in W^{1,2 }_{\text{loc}}$ and $\beta…

Analysis of PDEs · Mathematics 2022-09-19 Hongjie Dong , Fa Peng , Yi Ru-Ya Zhang , Yuan Zhou

Processing data collected by a network of agents often boils down to solving an optimization problem. The distributed nature of these problems calls for methods that are, themselves, distributed. While most collaborative learning problems…

Machine Learning · Computer Science 2018-08-29 Inês Almeida , João Xavier

This paper deals with studying vague convergence of random measures of the form $\mu_{n}=\sum_{i=1}^{n} p_{i,n} \delta_{\theta_i}$, where $(\theta_i)_{1\le i \le n}$ is a sequence of independent and identically distributed random variables…

Statistics Theory · Mathematics 2016-10-12 Luai Al-Labadi

In this paper, the moment problem for symmetric probability measures is characterized in terms of associated sequences called Jacobi sequences $\{\omega_n\}$. A notion named property (SC), which is proved to be a necessary and sufficient…

Functional Analysis · Mathematics 2015-03-13 Hayato Saigo , Hiroki Sako

We consider probability measures on $\mathbb{R}^{\infty}$ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric…

Functional Analysis · Mathematics 2017-10-18 Alexander V. Kolesnikov , Danila A. Zaev

We study the problem of aligning the supports of distributions. Compared to the existing work on distribution alignment, support alignment does not require the densities to be matched. We propose symmetric support difference as a divergence…

Machine Learning · Computer Science 2022-03-18 Shangyuan Tong , Timur Garipov , Yang Zhang , Shiyu Chang , Tommi S. Jaakkola