Related papers: Regularization lemmas and convergence in total var…
For linear and fully non-linear diffusion equations of Bellman-Isaacs type, we introduce a class of approximation schemes based on differencing and interpolation. As opposed to classical numerical methods, these schemes work for general…
We address the component-based regularisation of a multivariate Generalized Linear Mixed Model (GLMM). A set of random responses Y is modelled by a GLMM, using a set X of explanatory variables, a set T of additional covariates, and random…
We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…
Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve…
Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…
Non-smoothness at optimal points is a common phenomenon in many eigenvalue optimization problems. We consider two recent algorithms to minimize the largest eigenvalue of a Hermitian matrix dependent on one parameter, both proven to be…
Starting from the parametric representation of a Feynman diagram, we obtain it's well defined value in dimensional regularisation by changing the integrals over parameters into contour integrals. That way we eventually arrive at a…
We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…
This paper focuses on the numerical approximation of random lattice reversible Selkov systems. It establishes the existence of numerical invariant measures for random models with nonlinear noise, using the backward Euler-Maruyama (BEM)…
We study the multivariate deconvolution problem of recovering the distribution of a signal from independent and identically distributed observations additively contaminated with random errors (noise) from a known distribution. For errors…
We present new explicit upper bounds for the smoothness of the distribution of the random diagonal sum $S_n=\sum_{j=1}^nX_{j,\pi(j)}$ of a random $n\times n$ matrix $X=(X_{j,r})$, where the $X_{j,r}$ are independent integer valued random…
This paper presents a perturbation analysis framework for nonsmooth optimization on connected Riemannian manifolds to bridge the gap between the rapid development of algorithmic approaches and a robust theoretical foundation. Using…
In this paper, we couple regularization techniques with the adaptive $hp$-version of the boundary element method ($hp$-BEM) for the efficient numerical solution of linear elastic problems with nonmonotone contact boundary conditions. As a…
Penalties that induce smoothness are common in nonparametric regression. In many settings, the amount of smoothness in the data generating function will not be known. Simon and Shojaie (2021) derived convergence rates for nonparametric…
Data dependent regularization is known to benefit a wide variety of problems in machine learning. Often, these regularizers cannot be easily decomposed into a sum over a finite number of terms, e.g., a sum over individual example-wise…
The topic of this paper is the typical behavior of the spectral measures of large random matrices drawn from several ensembles of interest, including in particular matrices drawn from Haar measure on the classical Lie groups, random…
A simple but effective method for regularization-renormalization (R-R) is proposed for handling the Feynman diagram integral (FDI) at one loop level in quantum electrodynamics (QED). The divergence is substituted by some constants to be…
In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…
The well-known regularity lemma of E. Szemer\'edi for graphs (i.e. 2-uniform hypergraphs) claims that for any graph there exists a vertex partition with the property of quasi-randomness. We give a simple construction of such a partition. It…
In this paper we provide extensions of the $\lambda$-Lemma (also known as Inclination Lemma) for piecewise smooth vector fields and maps. In order to achieve our main result, we investigate the regularity of time-T-maps of piecewise smooth…