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This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

The paper is devoted to a systematic study and characterizations of notions of local maximal monotonicity and their strong counterparts for set-valued operators that appear in variational analysis, optimization, and their applications. We…

Optimization and Control · Mathematics 2023-08-29 Pham Duy Khanh , Vu Vinh Huy Khoa , Boris S. Mordukhovich , Vo Thanh Phat

By limiting the range of the predicate variables in a second-order language one may obtain restricted versions of second-order logic such as weak second-order logic or definable subset logic. In this note we provide an infinitary strongly…

Logic · Mathematics 2023-07-11 Guillermo Badia , John Lane Bell

We present a method that can simultaneously locate positions of overlapped multi-emitters at the theoretical-limit precision. We derive a set of simple equations whose solution gives the maximum likelihood estimator of multi-emitter…

Optics · Physics 2015-12-21 Yuto Ashida , Masahito Ueda

In this paper, we consider the multicollinearity problem in the gamma regression model when model parameters are linearly restricted. The linear restrictions are available from prior information to ensure the validity of scientific theories…

Methodology · Statistics 2023-03-10 Solmaz Seifollahi , Hossein Bevrani , Kaniav Kamary

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Statistics Theory · Mathematics 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida

We prove a class of modified paraboloid restriction estimates with a loss of angular derivatives for the full set of paraboloid restriction conjecture indices. This result generalizes the paraboloid restriction estimate in radial case from…

Analysis of PDEs · Mathematics 2019-06-12 Changxing Miao , Junyong Zhang , Jiqiang Zheng

We mainly study the M-estimation method for the high-dimensional linear regression model, and discuss the properties of M-estimator when the penalty term is the local linear approximation. In fact, M-estimation method is a framework, which…

Probability · Mathematics 2018-10-31 Kai Wang , Yanling Zhu

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with a finite number of inequality and equality constraints. Our…

Optimization and Control · Mathematics 2020-01-22 Hasan Yilmaz

Empirical economic research frequently applies maximum likelihood estimation in cases where the likelihood function is analytically intractable. Most of the theoretical literature focuses on maximum simulated likelihood (MSL) estimators,…

Econometrics · Economics 2019-08-13 Michael Griebel , Florian Heiss , Jens Oettershagen , Constantin Weiser

Topological mapping of a large physical system on a graph, and its decomposition using universal measures is proposed. We find inherent limits to the potential for optimization of a given system and its approximate representations by…

Social and Information Networks · Computer Science 2015-02-10 Vladan Mlinar

In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation…

Data Structures and Algorithms · Computer Science 2018-10-23 Kent Quanrud

This work is concerned with quasi-optimal a-priori finite element error estimates for the obstacle problem in the $L^2$-norm. The discrete approximations are introduced as solutions to a finite element discretization of an accordingly…

Numerical Analysis · Mathematics 2018-11-26 Dominik Hafemeyer , Christian Kahle , Johannes Pfefferer

We propose an adaptive finite element algorithm to approximate solutions of elliptic problems whose forcing data is locally defined and is approximated by regularization (or mollification). We show that the energy error decay is…

Numerical Analysis · Mathematics 2022-07-26 Luca Heltai , Wenyu Lei

This article concerns the performance limits of strictly causal state estimation for linear systems with fixed, but uncertain, parameters belonging to a finite set. In particular, we provide upper and lower bounds on the smallest achievable…

Optimization and Control · Mathematics 2024-03-29 Olle Kjellqvist

Conditional on Fourier restriction estimates for elliptic hypersurfaces, we prove optimal restriction estimates for polynomial hypersurfaces of revolution for which the defining polynomial has non-negative coefficients. In particular, we…

Classical Analysis and ODEs · Mathematics 2017-10-24 Betsy Stovall

We study loss functions that measure the accuracy of a prediction based on multiple data points simultaneously. To our knowledge, such loss functions have not been studied before in the area of property elicitation or in machine learning…

Machine Learning · Computer Science 2017-06-06 Sebastian Casalaina-Martin , Rafael Frongillo , Tom Morgan , Bo Waggoner

We consider component-wise estimation of order restricted location/scale parameters of a general bivariate location/scale distribution under the generalized Pitman nearness criterion (GPN). We develop some general results that, in many…

Statistics Theory · Mathematics 2022-09-23 Naresh Garg , Neeraj Misra

In this article, after recalling and discussing the conventional extremality, local extremality, stationarity and approximate stationarity properties of collections of sets and the corresponding (extended) extremal principle, we focus on…

Optimization and Control · Mathematics 2018-05-15 Hoa T. Bui , Alexander Y. Kruger