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Let $E$ be a real vector space with dual space $E^*$ and let $C\subset E$ be a convex subset with more than one point. Let $f : C\to\mathbb{R}$ be a function satisfying a mild stability property at 'flat' points of the (relative) boundary…

Optimization and Control · Mathematics 2015-04-21 Khanh Pham Duy , Marc Lassonde

We study operator log-convex functions on $(0,\infty)$, and prove that a continuous nonnegative function on $(0,\infty)$ is operator log-convex if and only if it is operator monotone decreasing. Several equivalent conditions related to…

Functional Analysis · Mathematics 2014-12-23 Tsuyoshi Ando , Fumio Hiai

The main result states that every convex set-valued function defined on a real interval with compact values in a locally convex space, admits an affine selection. In the case if the target space is a real line and the values are closed real…

Functional Analysis · Mathematics 2008-07-28 Szymon Wasowicz

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…

Methodology · Statistics 2020-09-15 Cheng Chen , Shaojun Guo , Xinghao Qiao

We study estimation of a multivariate function $f:{\bf R}^d \to {\bf R}$ when the observations are available from function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are studied.…

Statistics Theory · Mathematics 2009-04-21 Jussi Klemelä , Enno Mammen

Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…

Instrumentation and Methods for Astrophysics · Physics 2011-03-08 R. Caimmi

A Boolean function $f$ on $n$ variables is said to be a bent function if the absolute value of all its Walsh coefficients is $2^{n/2}$. Our main result is a new asymptotic lower bound on the number of Boolean bent functions. It is based on…

Combinatorics · Mathematics 2024-10-29 V. N. Potapov , A. A. Taranenko , Yu. V. Tarannikov

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

Probability · Mathematics 2022-07-14 Yun Li , Longjie Xie

The classical perspective of a function is a construction which transforms a convex function into one that is jointly convex with respect to an auxiliary scaling variable. Motivated by applications in several areas of applied analysis, we…

Functional Analysis · Mathematics 2023-10-18 Luis M. Briceño-Arias , Patrick L. Combettes , Francisco J. Silva

In this paper we study the asymptotic behaviour via Gamma-convergence of some integral functionals which model some multi-dimensional structures and depend explicitly on the linearized strain tensor. The functionals are defined in…

Functional Analysis · Mathematics 2007-05-23 Nadia Ansini , Francois Bille Ebobisse

We analyze the performance of alternating minimization for loss functions optimized over two variables, where each variable may be restricted to lie in some potentially nonconvex constraint set. This type of setting arises naturally in…

Optimization and Control · Mathematics 2019-02-26 Wooseok Ha , Rina Foygel Barber

We state and prove a simple Theorem that allows one to generate invariant quantities in Metric-Affine Geometry, under a given transformation of the affine connection. We start by a general functional of the metric and the connection and…

General Relativity and Quantum Cosmology · Physics 2020-03-11 Damianos Iosifidis

It is shown that affine functions are the only continuous real valued functions on R whose integrals with respect to compactly supported probability measures depend only on the mean value of the measure.

Probability · Mathematics 2023-01-04 Daniel W. Stroock

Sublinear expectations for uncertain processes have received a lot of attention recently, particularly methods to extend a downward-continuous sublinear expectation on the bounded finitary functions to one on the non-finitary functions. In…

Probability · Mathematics 2023-05-05 Alexander Erreygers

Extending It\^o's formula to non-smooth functions is important both in theory and applications. One of the fairly general extensions of the formula, known as Meyer-It\^o, applies to one dimensional semimartingales and convex functions.…

Mathematical Finance · Quantitative Finance 2015-07-02 Ramin Okhrati , Uwe Schmock

We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…

Multimodular functions, primarily used in the literature of queueing theory, discrete-event systems, and operations research, constitute a fundamental function class in discrete convex analysis. The objective of this paper is to clarify the…

Optimization and Control · Mathematics 2019-06-25 Satoko Moriguchi , Kazuo Murota

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…

Statistics Theory · Mathematics 2016-12-22 Tung Pham , Victor Panaretos

We consider regression models with parametric (linear or nonlinear) regression function and allow responses to be ``missing at random.'' We assume that the errors have mean zero and are independent of the covariates. In order to estimate…

Statistics Theory · Mathematics 2009-08-24 Ursula U. Müller

We propose in this work to derive a CLT in the functional linear regression model to get confidence sets for prediction based on functional linear regression. The main difficulty is due to the fact that estimation of the functional…

Statistics Theory · Mathematics 2016-08-16 Hervé Cardot , André Mas , Pascal Sarda