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This paper introduces a simple principle for robust high-dimensional statistical inference via an appropriate shrinkage on the data. This widens the scope of high-dimensional techniques, reducing the moment conditions from sub-exponential…

Statistics Theory · Mathematics 2017-05-08 Jianqing Fan , Weichen Wang , Ziwei Zhu

We assume that a finite set of moments of a random vector is given. Its underlying density is unknown. An algorithm is proposed for efficiently calculating Dirac mixture densities maintaining these moments while providing a homogeneous…

Systems and Control · Computer Science 2014-09-01 Uwe D. Hanebeck

The randomized quantum marginal problem asks about the joint distribution of the partial traces ("marginals") of a uniform random Hermitian operator with fixed spectrum acting on a space of tensors. We introduce a new approach to this…

Mathematical Physics · Physics 2023-04-18 Sho Matsumoto , Colin McSwiggen

A Riemannian gradient descent algorithm and a truncated variant are presented to solve systems of phaseless equations $|Ax|^2=y$. The algorithms are developed by exploiting the inherent low rank structure of the problem based on the…

Numerical Analysis · Mathematics 2018-09-11 Jian-Feng Cai , Ke Wei

Hamiltonian Truncation (a.k.a. Truncated Spectrum Approach) is an efficient numerical technique to solve strongly coupled QFTs in d=2 spacetime dimensions. Further theoretical developments are needed to increase its accuracy and the range…

High Energy Physics - Theory · Physics 2017-12-19 Joan Elias-Miro , Slava Rychkov , Lorenzo G. Vitale

This paper focuses on the resolution of infinite-dimensional Toeplitz Block LMIs, which are frequently encountered in the context of stability analysis and control design problems formulated in the harmonic framework. We propose a…

Systems and Control · Electrical Eng. & Systems 2023-05-10 Flora Vernerey , Pierre Riedinger , Jamal Daafouz

The characterization of the solvability of matrix versions of truncated Stieltjes-type moment problems led to the class of $\alpha$-Stieltjes non-negative definite sequences of complex $q \times q$ matrices. In [21], a parametrization of…

Complex Variables · Mathematics 2016-04-26 Bernd Fritzsche , Bernd Kirstein , Conrad Mädler

We propose a well-posed Maxwell-type boundary condition for the linear moment system in half-space. As a reduction of the Boltzmann equation, the moment equations are available to model Knudsen layers near a solid wall, where proper…

Analysis of PDEs · Mathematics 2023-01-31 Ruo Li , Yichen Yang

We study the truncated multidimensional moment problem with a general type of truncations. The operator approach to the moment problem is presented. A way to construct atomic solutions of the moment problem is indicated.

Functional Analysis · Mathematics 2018-11-28 Sergey M. Zagorodnyuk

The classical result of Vandermonde decomposition of positive semidefinite Toeplitz matrices, which dates back to the early twentieth century, forms the basis of modern subspace and recent atomic norm methods for frequency estimation. In…

Information Theory · Computer Science 2017-07-24 Zai Yang , Lihua Xie

Nondegenerate truncated indefinite Stieltjes moment problem in the class $\mathbf{N}_{\kappa}^{k}$ of generalized Stieltjes functions is considered. To describe the set of solutions of this problem we apply the Schur step-by-step algorythm,…

Classical Analysis and ODEs · Mathematics 2016-06-13 Vladimir Derkach , Ivan Kovalyov

We consider the Moment-SOS hierarchy in polynomial optimization. We first provide a sufficient condition to solve the truncated K-moment problem associated with a given degree-$2n$ pseudo-moment sequence $\phi$ n and a semi-algebraic set $K…

Optimization and Control · Mathematics 2025-01-13 Jean B Lasserre

This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…

Numerical Analysis · Mathematics 2017-01-31 Minghua Chen , Weihua Deng

When solving partial differential equations numerically, usually a high order spatial discretization is needed. Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretized systems and hence reduce…

Optimization and Control · Mathematics 2017-10-23 Martin Redmann , Patrick Kürschner

We characterize the existence of the $L^1$ solutions of the truncated moments problem in several real variables on unbounded supports by the existence of the maximum of certain concave Lagrangian functions. A natural regularity assumption…

Functional Analysis · Mathematics 2012-09-04 Calin-Grigore Ambrozie

Building on the (Rank I) LGC-methodology introduced by the second author and on the novel perspective employed in the time-frequency discretization of the non-resonant bilinear Hilbert--Carleson operator, we develop a new, versatile method…

Classical Analysis and ODEs · Mathematics 2023-08-22 Bingyang Hu , Victor Lie

Semidefinite relaxations are a powerful tool for approximately solving combinatorial optimization problems such as MAX-CUT and the Grothendieck problem. By exploiting a bounded rank property of extreme points in the semidefinite cone, we…

Data Structures and Algorithms · Computer Science 2014-08-12 Roy Frostig , Sida I. Wang

We address facts and open questions concerning the degree of ill-posedness of the composite Hausdorff moment problem aimed at the recovery of a function $x \in L^2(0,1)$ from elements of the infinite dimensional sequence space $\ell^2$ that…

Numerical Analysis · Mathematics 2022-06-10 Daniel Gerth , Bernd Hofmann

The Helmholtz scattering problem with high wave number is truncated by the perfectly matched layer (PML) technique and then discretized by the linear continuous interior penalty finite element method (CIP-FEM). It is proved that the…

Numerical Analysis · Mathematics 2018-06-26 Yonglin Li , Haijun Wu

We consider univariate distributions with finite moments of all positive orders. The moment problem is to determine whether or not a given distribution is uniquely determined by the sequence of its moments. There is a huge literature on…

Probability · Mathematics 2017-07-11 Gwo Dong Lin
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