Related papers: Lipschitz continuity of probability kernels in the…
Recent advances have discussed cell complexes as ideal learning representations. However, there is a lack of available machine learning methods suitable for learning on CW complexes. In this paper, we derive an explicit expression for the…
We provide some necessary and sufficient conditions for a proper lower semicontinuous convex function, defined on a real Banach space, to be locally or globally Lipschitz continuous. Our criteria rely on the existence of a bounded selection…
We consider the stability of Robust Optimization problems with respect to perturbations in their uncertainty sets. We focus on Linear Optimization problems, including those with a possibly infinite number of constraints, also known as…
We propose a trade-off between the Lipschitz constants of the position and momentum probability distributions for arbitrary quantum states. We refer to the trade-off as a quantum reciprocity relation. The Lipschitz constant of a function…
In this paper two properties of recognized interest in variational analysis, known as Lipschitz lower semicontinuity and calmness, are studied with reference to a general class of variational systems, i.e. to solution mappings to…
We consider machine learning, particularly regression, using locally-differentially private datasets. The Wasserstein distance is used to define an ambiguity set centered at the empirical distribution of the dataset corrupted by local…
This paper considers data-driven chance-constrained stochastic optimization problems in a Bayesian framework. Bayesian posteriors afford a principled mechanism to incorporate data and prior knowledge into stochastic optimization problems.…
This paper concerns parameterized convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional Banach (resp. finite-dimensional) spaces and that are indexed by an arbitrary fixed set T…
This article extends weak convergence bounds of Markov transition kernels to convergence bounds on the variance of the Markov kernel applied to Lipschitz functions. In the reversible case, weak convergence rates of the transition kernels…
This article provides an overview on the statistical modeling of complex data as increasingly encountered in modern data analysis. It is argued that such data can often be described as elements of a metric space that satisfies certain…
We study the rate of Bayesian consistency for hierarchical priors consisting of prior weights on a model index set and a prior on a density model for each choice of model index. Ghosal, Lember and Van der Vaart [2] have obtained general…
In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes' formula, giving rise…
In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…
The paper concerns foundations of sensitivity and stability analysis in optimization and related areas, being primarily addressed truncated constrained systems. We consider general models, which are described by multifunctions between…
We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…
On metric spaces equipped with doubling measures, we prove that a differentiability theorem holds for Lipschitz functions if and only if the space supports nontrivial (metric) derivations in the sense of Weaver that satisfy an additional…
We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physics. In the classical problems, information and relative…
In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the other hand, in distributionally robust optimization, we seek…
Paths of persistence diagrams provide a summary of the dynamic topological structure of a one-parameter family of metric spaces. These summaries can be used to study and characterize the dynamic shape of data such as swarming behavior in…
We revisit the mean field parametrization of shallow neural networks, using signed measures on unbounded parameter spaces and duality pairings that take into account the regularity and growth of activation functions. This setting directly…