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We propose new optimal estimators for the Lipschitz frontier of a set of points. They are defined as kernel estimators being sufficiently regular, covering all the points and whose associated support is of smallest surface. The estimators…

Methodology · Statistics 2011-03-31 Stéphane Girard , Anatoli Iouditski , Alexander Nazin

The need for efficiently comparing and representing datasets with unknown alignment spans various fields, from model analysis and comparison in machine learning to trend discovery in collections of medical datasets. We use manifold learning…

Machine Learning · Statistics 2022-07-13 Tal Shnitzer , Mikhail Yurochkin , Kristjan Greenewald , Justin Solomon

Tight estimation of the Lipschitz constant for deep neural networks (DNNs) is useful in many applications ranging from robustness certification of classifiers to stability analysis of closed-loop systems with reinforcement learning…

Machine Learning · Computer Science 2023-01-18 Mahyar Fazlyab , Alexander Robey , Hamed Hassani , Manfred Morari , George J. Pappas

A classic result by Cook, Gerards, Schrijver, and Tardos provides an upper bound of $n \Delta$ on the proximity of optimal solutions of an Integer Linear Programming problem and its standard linear relaxation. In this bound, $n$ is the…

Optimization and Control · Mathematics 2021-04-16 Alberto Del Pia , Mingchen Ma

The Laplace approximation is a popular method for constructing a Gaussian approximation to the Bayesian posterior and thereby approximating the posterior mean and variance. But approximation quality is a concern. One might consider using…

Statistics Theory · Mathematics 2025-06-17 Mikołaj J. Kasprzak , Ryan Giordano , Tamara Broderick

Deriving sharp and computable upper bounds of the Lipschitz constant of deep neural networks is crucial to formally guarantee the robustness of neural-network based models. We analyse three existing upper bounds written for the $l^2$ norm.…

Machine Learning · Computer Science 2024-10-29 Moreno Pintore , Bruno Després

We present a convergence rate analysis for biased stochastic gradient descent (SGD), where individual gradient updates are corrupted by computation errors. We develop stochastic quadratic constraints to formulate a small linear matrix…

Optimization and Control · Mathematics 2020-03-31 Bin Hu , Peter Seiler , Laurent Lessard

Let $f:[0,1]^d\to\mathbb{R}$ be a completely monotone integrand as defined by Aistleitner and Dick (2015) and let points $\boldsymbol{x}_0,\dots,\boldsymbol{x}_{n-1}\in[0,1]^d$ have a non-negative local discrepancy (NNLD) everywhere in…

Numerical Analysis · Mathematics 2026-01-13 Michael Gnewuch , Peter Kritzer , Art B. Owen , Zexin Pan

Recent large language models (LLMs) have demonstrated the ability to perform explicit multi-step reasoning such as chain-of-thought prompting. However, their intermediate steps often contain errors that can propagate leading to inaccurate…

Artificial Intelligence · Computer Science 2025-08-06 Yijin Yang , Cristina Cornelio , Mario Leiva , Paulo Shakarian

A systematic technique to bound factor-revealing linear programs is presented. We show how to derive a family of upper bound factor-revealing programs (UPFRP), and show that each such program can be solved by a computer to bound the…

Data Structures and Algorithms · Computer Science 2015-03-19 Cristina G. Fernandes , Luís A. A. Meira , Flávio K. Miyazawa , Lehilton L. C. Pedrosa

Using techniques of variational analysis, necessary and sufficient subdifferential conditions for H\"older error bounds are investigated and some new estimates for the corresponding modulus are obtained. As an application, we consider the…

Optimization and Control · Mathematics 2022-06-17 Alexander Kruger , Marco López , Xiaoqi Yang , Jiangxing Zhu

In an open-loop experiment, an input sequence is applied to an unknown linear time-invariant system (in continuous or discrete time) affected also by an unknown-but-bounded disturbance sequence (with an energy or instantaneous bound); the…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Andrea Bisoffi , Claudio De Persis , Pietro Tesi

In this paper, we present a new parametrization to perform direct data-driven analysis and controller synthesis for the error-in-variables case. To achieve this, we employ the Sherman-Morrison-Woodbury formula to transform the problem into…

Systems and Control · Electrical Eng. & Systems 2025-04-14 Felix Brändle , Frank Allgöwer

We develop numerical algorithms to approximate positive solutions of elliptic boundary value problems with superlinear subcritical nonlinearity on the boundary of the form $-\Delta u + u = 0$ in $\Omega$ with $\frac{\partial u}{\partial…

Numerical Analysis · Mathematics 2025-09-12 Shalmali Bandyopadhyay , Thomas Lewis , Dustin Nichols

Despite the practical success of deep neural networks, a comprehensive theoretical framework that can predict practically relevant scores, such as the test accuracy, from knowledge of the training data is currently lacking. Huge…

Disordered Systems and Neural Networks · Physics 2024-06-27 R. Pacelli , S. Ariosto , M. Pastore , F. Ginelli , M. Gherardi , P. Rotondo

Understanding how the optimal value of an optimisation problem changes when its input data is modified is an old question in mathematical optimisation. This paper investigates the computation of the optimal values of a family of (possibly…

Optimization and Control · Mathematics 2026-03-02 Guillaume Derval , Damien Ernst , Quentin Louveaux , Bardhyl Miftari

Peak estimation of hybrid systems aims to upper bound extreme values of a state function along trajectories, where this state function could be different in each subsystem. This finite-dimensional but nonconvex problem may be lifted into an…

Optimization and Control · Mathematics 2023-03-22 Jared Miller , Mario Sznaier

The Test and Measurement domain, known for its strict requirements for accuracy and efficiency, is increasingly adopting Generative AI technologies to enhance the performance of data analysis, automation, and decision-making processes.…

Artificial Intelligence · Computer Science 2025-08-05 Emmanuel A. Olowe , Danial Chitnis

We study a class of countably-infinite-dimensional linear programs (CILPs) whose feasible sets are bounded subsets of appropriately defined spaces of measures. The optimal value, optimal points, and minimal points of these CILPs can be…

Optimization and Control · Mathematics 2020-12-02 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

Last decade witnesses significant methodological and theoretical advances in estimating large precision matrices. In particular, there are scientific applications such as longitudinal data, meteorology and spectroscopy in which the ordering…

Statistics Theory · Mathematics 2019-08-20 Yu Liu , Zhao Ren