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Weak sharp minimality is a notion emerged in optimization, whose utility is largeley recognized in the convergence analysis of algorithms for solving extremum problems as well as in the study of the perturbation behaviour of such problems.…

Optimization and Control · Mathematics 2013-01-23 Amos Uderzo

The Nelson-Siegel-Svensson (NSS) interest rate curve model yields a separable nonlinear least-squares problem whose inner linear block is often ill-conditioned because the basis functions become nearly collinear. We analyze this instability…

Computational Finance · Quantitative Finance 2026-04-22 Robert Flassig , Emrah Gülay , Daniel Guterding

This paper presents a convergence analysis of kernel-based quadrature rules in misspecified settings, focusing on deterministic quadrature in Sobolev spaces. In particular, we deal with misspecified settings where a test integrand is less…

Numerical Analysis · Mathematics 2018-10-31 Motonobu Kanagawa , Bharath K. Sriperumbudur , Kenji Fukumizu

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

This paper examines the feasible region of a standard conic program represented as the intersection of a closed convex cone and a set of linear equalities. It is recently shown that when Slater constraint qualification (strict feasibility)…

Optimization and Control · Mathematics 2025-04-22 Haesol Im

We prove local boundedness, Harnack's inequality and local regularity for weak solutions of quasilinear degenerate elliptic equations in divergence form with Rough coefficients. Degeneracy is encoded by a non-negative, symmetric, measurable…

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

Machine Learning · Computer Science 2018-03-02 Alan Mackey , Xiyang Luo , Elad Eban

In this paper, we study the Aubin property of the Karush-Kuhn-Tucker solution mapping for the nonlinear semidefinite programming (NLSDP) problem at a locally optimal solution. In the literature, it is known that the Aubin property implies…

Optimization and Control · Mathematics 2025-01-08 Liang Chen , Ruoning Chen , Defeng Sun , Liping Zhang

During the last years, asymptotic (or sequential) constraint qualifications, which postulate upper semicontinuity of certain set-valued mappings and provide a natural companion of asymptotic stationarity conditions, have been shown to be…

Optimization and Control · Mathematics 2023-02-10 Matúš Benko , Patrick Mehlitz

We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan

It is well known that nonparametric regression estimation and inference procedures are subject to the curse of dimensionality. Moreover, model interpretability usually decreases with the data dimension. Therefore, model-free variable…

Methodology · Statistics 2025-05-22 Daniel Diz-Castro , Manuel Febrero-Bande , Wenceslao González-Manteiga

We study identification and estimation of endogenous linear and nonlinear regression models without excluded instrumental variables, based on the standard mean independence condition and a nonlinear relevance condition. Based on the…

Econometrics · Economics 2023-08-01 Wayne Yuan Gao , Rui Wang

Constraint qualifications for a Mathematical Program with Equilibrium Constraints (MPEC) are essential for analyzing stationarity properties and establishing convergence results. In this paper, we explore several classical MPEC constraint…

Optimization and Control · Mathematics 2026-05-14 Jiani Li , Qingna Li , Alain Zemkoho

In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential…

Statistics Theory · Mathematics 2018-05-01 Ansgar Steland

In this paper, we consider a partial deconvolution kernel estimator for nonparametric regression when some covariates are measured with error while others are observed without error. We focus on a general and realistic setting in which the…

Statistics Theory · Mathematics 2026-01-29 Baba Thiam

Kernel-based methods enjoy powerful generalization capabilities in handling a variety of learning tasks. When such methods are provided with sufficient training data, broadly-applicable classes of nonlinear functions can be approximated…

Machine Learning · Statistics 2017-12-29 Fatemeh Sheikholeslami , Dimitris Berberidis , Georgios B. Giannakis

In this paper we introduce a notion of tightness for a family of nonlinear expectations and show that the tightness can be applied to obtain weak compactness in a framework of nonlinear expectation space. This criterion is very useful for…

Probability · Mathematics 2010-06-15 Shi-Ge Peng

In this paper, we deal with constraint qualifications, the stationary concept and the optimality conditions for nonsmooth mathematical programs with equilibrium constraints. The main tool of our study is the notion of tangential…

Optimization and Control · Mathematics 2025-09-04 Shashi Kant Mishra , Dheerendra Singh

We prove that that for nonlinear elastic energies with strong enough energetic control of the outer distortion of admissible deformations, almost everywhere global invertibility as constraint can be obtained in the $\Gamma$-limit of the…

Analysis of PDEs · Mathematics 2022-06-29 Stefan Krömer , Philipp Reiter

We provide general formulation of weak identification in semiparametric models and an efficiency concept. Weak identification occurs when a parameter is weakly regular, i.e., when it is locally homogeneous of degree zero. When this happens,…

Econometrics · Economics 2022-01-24 Tetsuya Kaji