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In this paper, a novel parallel hybrid iterative method is proposed for finding a common element of the set of solutions of a system of equilibrium problems, the set of solutions of variational inequalities for inverse strongly monotone…

Optimization and Control · Mathematics 2015-10-28 Dang Van Hieu

We define angles from-to and between infinite dimensional subspaces of a Hilbert space, inspired by the work of E. J. Hannan, 1961/1962 for general canonical correlations of stochastic processes. The spectral theory of selfadjoint operators…

Numerical Analysis · Mathematics 2010-07-02 Andrew Knyazev , Abram Jujunashvili , Merico Argentati

We introduce the first probabilistic framework tailored for sequential random projection, an approach rooted in the challenges of sequential decision-making under uncertainty. The analysis is complicated by the sequential dependence and…

Statistics Theory · Mathematics 2024-05-14 Yingru Li

We consider the robust multi-dimensional scaling (RMDS) problem in this paper. The goal is to localize point locations from pairwise distances that may be corrupted by outliers. Inspired by classic MDS theories, and nonconvex works for the…

Machine Learning · Statistics 2025-01-07 Tong Deng , Tianming Wang

We propose a new modified primal-dual proximal best approximation method for solving convex not necessarily differentiable optimization problems. The novelty of the method relies on introducing memory by taking into account iterates…

Optimization and Control · Mathematics 2018-04-18 Ewa M. Bednarczuk , Anna Jezierska , Krzysztof E. Rutkowski

We associate two specific projective systems of probability spaces with any Tsirelson convolution system. If the projective limits of these systems exist, then we call the convolution system convergent and $K$-convergent, respectively. It…

Probability · Mathematics 2024-06-27 Remus Floricel , Patrick Melanson

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

Optimization and Control · Mathematics 2022-08-10 Johannes O. Royset

Projective clustering is a problem with both theoretical and practical importance and has received a great deal of attentions in recent years. Given a set of points $P$ in $\mathbb{R}^{d}$ space, projective clustering is to find a set…

Computational Geometry · Computer Science 2015-03-20 Hu Ding , Jinhui Xu

Biological and physical systems often exhibit distinct structures at different spatial/temporal scales. Persistent homology is an algebraic tool that provides a mathematical framework for analyzing the multi-scale structures frequently…

Algebraic Topology · Mathematics 2016-02-01 Jonathan Jaquette , Miroslav Kramár

We propose new approximate alternating projection methods, based on randomized sketching, for the low-rank nonnegative matrix approximation problem: find a low-rank approximation of a nonnegative matrix that is nonnegative, but whose…

Numerical Analysis · Mathematics 2023-04-25 Sergey A. Matveev , Stanislav Budzinskiy

We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to…

Probability · Mathematics 2007-05-23 Lorenzo Zambotti

We present a unified theoretical framework for parametric low-rank approximation, a research area devoted to the development of efficient algorithms that act as adaptive alternatives of traditional methods such as Singular Value…

Numerical Analysis · Mathematics 2025-09-22 Nicola Rares Franco

In any infinite dimensional Hilbert space H, a sequence P_n...P_1 x diverges in norm for some x \in H and orthogonal projections P_n \in {Q_1,..., Q_5}.

Functional Analysis · Mathematics 2012-03-16 Adam Paszkiewicz

Kernel interpolation is a versatile tool for the approximation of functions from data, and it can be proven to have some optimality properties when used with kernels related to certain Sobolev spaces. In the context of interpolation, the…

Numerical Analysis · Mathematics 2025-01-09 Gabriele Santin , Tizian Wenzel , Bernard Haasdonk

Applications in machine learning and data mining require computing pairwise Lp distances in a data matrix A. For massive high-dimensional data, computing all pairwise distances of A can be infeasible. In fact, even storing A or all pairwise…

Machine Learning · Computer Science 2008-12-18 Ping Li

This paper is devoted to general nonconvex problems of multiobjective optimization in Hilbert spaces. Based on Mordukhovich's limiting subgradients, we define a new notion of Pareto critical points for such problems, establish necessary…

Optimization and Control · Mathematics 2024-03-18 G. C. Bento , J. X. Cruz Neto , J. O. Lopes , B. S. Mordukhovich , P. R. Silva Filho

We incorporate inertial terms in the hybrid proximal-extragradient algorithm and investigate the convergence properties of the resulting iterative scheme designed for finding the zeros of a maximally monotone operator in real Hilbert…

Functional Analysis · Mathematics 2014-07-02 Radu Ioan Bot , Ernö Robert Csetnek

This paper is concerned with some new projection methods for solving variational inequality problems with monotone and Lipschitz-continuous mapping in Hilbert space. First, we propose the projected reflected gradient algorithm with a…

Optimization and Control · Mathematics 2018-03-26 Yu. Malitsky

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

Optimization and Control · Mathematics 2021-09-28 Monika Eisenmann , Tony Stillfjord , Måns Williamson

This paper focuses on the minimization of a sum of a twice continuously differentiable function $f$ and a nonsmooth convex function. An inexact regularized proximal Newton method is proposed by an approximation to the Hessian of $f$…

Optimization and Control · Mathematics 2023-11-09 Ruyu Liu , Shaohua Pan , Yuqia Wu , Xiaoqi Yang