English
Related papers

Related papers: A note on stochastic dominance and compactness

200 papers

A Peskun ordering between two samplers, implying a dominance of one over the other, is known among the Markov chain Monte Carlo community for being a remarkably strong result. It is however also known for being a result that is notably…

Computation · Statistics 2024-05-20 Philippe Gagnon , Florian Maire

In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…

Dynamical Systems · Mathematics 2026-04-10 Haoyang Ji

Properties of several sorts of lattices of convex subsets of R^n are examined. The lattice of convex sets containing the origin turns out, for n>1, to satisfy a set of identities strictly between those of the lattice of all convex subsets…

Metric Geometry · Mathematics 2007-06-13 George M. Bergman

We provide an existence and uniqueness theory for an extension of backward SDEs to the second order. While standard Backward SDEs are naturally connected to semilinear PDEs, our second order extension is connected to fully nonlinear PDEs,…

Probability · Mathematics 2013-06-18 H. Mete Soner , Nizar Touzi , Jianfeng Zhang

This work provides the first finite-time convergence guarantees for linearly constrained stochastic bilevel optimization using only first-order methods, requiring solely gradient information without any Hessian computations or second-order…

Optimization and Control · Mathematics 2025-11-18 Cac Phan , Kai Wang

A Lattice is a partially ordered set where both least upper bound and greatest lower bound of any pair of elements are unique and exist within the set. K\"{o}tter and Kschischang proved that codes in the linear lattice can be used for error…

Discrete Mathematics · Computer Science 2021-09-30 Pranab Basu

The notion of a completely saturated packing [Fejes Toth, Kuperberg and Kuperberg, Highly saturated packings and reduced coverings, Monats. Math. 125 (1998) 127-145] is a sharper version of maximum density, and the analogous notion of a…

Metric Geometry · Mathematics 2014-11-11 Greg Kuperberg

How can we monitor, in real time, whether one uncertain prospect has any upside over another? To answer this question, we develop a novel family of sequential, anytime-valid tests for stochastic dominance (SD; also known as stochastic…

Methodology · Statistics 2026-04-24 Sebastian Arnold , Yo Joong Choe , Marco Scarsini , Ilia Tsetlin

In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…

Optimization and Control · Mathematics 2021-04-28 Benoît Bonnet , Hélène Frankowska

We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available…

Machine Learning · Computer Science 2020-06-25 Yossi Arjevani , Yair Carmon , John C. Duchi , Dylan J. Foster , Ayush Sekhari , Karthik Sridharan

We prove geometric superrigidity for actions of cocompact lattices in semisimple Lie groups of higher rank on infinite dimensional Riemannian manifolds of nonpositive curvature and finite telescopic dimension.

Differential Geometry · Mathematics 2021-02-03 Bruno Duchesne

In this paper, we present several new results on minimizing a nonsmooth and nonconvex function under a Lipschitz condition. Recent work shows that while the classical notion of Clarke stationarity is computationally intractable up to some…

Optimization and Control · Mathematics 2022-11-08 Michael I. Jordan , Tianyi Lin , Manolis Zampetakis

In this short note, we show that every convex, order bounded above functional on a Frechet lattice is automatically norm continuous. This improves a result in \cite{RS06} and applies to many deviation and variability measures. We also show…

Risk Management · Quantitative Finance 2025-01-29 Niushan Gao , Foivos Xanthos

In this paper we prove an analogue of Mordell's inequality for lattices in finite-dimensional complex or quaternionic Hermitian space that are modules over a maximal order in an imaginary quadratic number field or a totally definite…

Metric Geometry · Mathematics 2010-08-02 Stephanie Vance

Let $\mathcal W$ be a nontrivial variety of lattices, and let $L$ be a finite lattice in $\mathcal W$. The congruence density of $L$ with respect to $\mathcal W$ is the number of congruences of $L$ divided by the maximum number of…

Rings and Algebras · Mathematics 2026-03-13 Gábor Czédli

We study maximal sublattices of finite semidistributive lattices via their complements. We focus on the conjecture that such complements are always intervals, which is known to be true for bounded lattices. Since the class of…

Rings and Algebras · Mathematics 2026-05-13 K. Adaricheva , A. Mata , S. Silberger , A. Zamojska-Dzienio

This work investigates linear precoding over non-singular linear channels with additive white Gaussian noise, with lattice-type inputs. The aim is to maximize the minimum distance of the received lattice points, where the precoder is…

Information Theory · Computer Science 2012-04-10 D. Kapetanovic , H. V. Cheng , W. H. Mow , F. Rusek

Building on ideas of Gurevich and Shelah for the G\"odel Class, we present a new probabilistic proof of the finite model property for the Guarded Fragment of First-Order Logic. Our proof is conceptually simple and yields the optimal…

Logic in Computer Science · Computer Science 2026-05-29 Oskar Fiuk

We extend our results in \cite{hislop_marx_1} on the quantitative continuity properties, with respect to the single-site probability measure, of the density of states measure and the integrated density of states for random Schr\"odinger…

Mathematical Physics · Physics 2020-02-19 P. D. Hislop , C. A. Marx

Various embedding problems of lattices into complete lattices are solved. We prove that for any join-semilattice S with the minimal join-cover refinement property, the ideal lattice IdS of S is both algebraic and dually algebraic.…

General Mathematics · Mathematics 2007-05-23 Friedrich Wehrung
‹ Prev 1 3 4 5 6 7 10 Next ›