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The initialization of equation-based differential-algebraic system models, and more in general the solution of many engineering and scientific problems, require the solution of systems of nonlinear equations. Newton-Raphson's method is…

Numerical Analysis · Mathematics 2021-02-22 Francesco Casella , Bernhard Bachmann

Stationary points or derivative zero crossings of a regression function correspond to points where a trend reverses, making their estimation scientifically important. Existing approaches to uncertainty quantification for stationary points…

Methodology · Statistics 2025-12-10 Michael Price , Debdeep Pati , Ning Ning

We introduce the problem of hidden Hamiltonian cycle recovery, where there is an unknown Hamiltonian cycle in an $n$-vertex complete graph that needs to be inferred from noisy edge measurements. The measurements are independent and…

Discrete Mathematics · Computer Science 2018-04-18 Vivek Bagaria , Jian Ding , David Tse , Yihong Wu , Jiaming Xu

The purpose of this note is to prove a lower bound for the estimation of the memory parameter of a stationary long memory process. The memory parameter is defined here as the index of regular variation of the spectral density at 0. The…

Statistics Theory · Mathematics 2011-01-25 Philippe Soulier

Reasoning about degrees of belief in uncertain dynamic worlds is fundamental to many applications, such as robotics and planning, where actions modify state properties and sensors provide measurements, both of which are prone to noise. With…

Artificial Intelligence · Computer Science 2013-09-27 Vaishak Belle , Hector Levesque

Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…

Statistical Mechanics · Physics 2016-07-27 Mathieu Delorme , Kay Jörg Wiese

We consider the problem of minimizing a differentiable function with locally Lipschitz continuous gradient on a stratified set and present a first-order algorithm designed to find a stationary point of that problem. Our assumptions on the…

Optimization and Control · Mathematics 2023-03-29 Guillaume Olikier , Kyle A. Gallivan , P. -A. Absil

We give a formula for the bivariate generating function of a stationary 1-dependent counting process in terms of its run probability generating function, with a probabilistic proof. The formula reduces to the well known bivariate generating…

Probability · Mathematics 2021-05-19 Jim Pitman , Zhiyi You

We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available…

Machine Learning · Computer Science 2020-06-25 Yossi Arjevani , Yair Carmon , John C. Duchi , Dylan J. Foster , Ayush Sekhari , Karthik Sridharan

We investigate a one-time single shelf shuffle by establishing the position matrix explicitly. In some cases, we prove a no-feedback optimal guessing strategy. A general no-feedback strategy is conjectured, and asymptotics for the expected…

Probability · Mathematics 2025-07-15 Alexander Clay

Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We…

Statistics Theory · Mathematics 2009-09-29 Samir Ben Hariz , Jonathan J. Wylie , Qiang Zhang

Humans have a powerful and mysterious capacity to reason. Working through a set of mental steps enables us to make inferences we would not be capable of making directly even though we get no additional data from the world. Similarly, when…

Artificial Intelligence · Computer Science 2023-11-06 Ben Prystawski , Michael Y. Li , Noah D. Goodman

Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…

Machine Learning · Statistics 2020-02-21 Sattar Vakili , Sudeep Salgia , Qing Zhao

Minimax problems are notoriously challenging to optimize. However, we present that the two-timescale extragradient method can be a viable solution. By utilizing dynamical systems theory, we show that it converges to points that satisfy the…

Optimization and Control · Mathematics 2024-04-23 Jiseok Chae , Kyuwon Kim , Donghwan Kim

We address the problem of causal effect estimation in the presence of unobserved confounding, but where proxies for the latent confounder(s) are observed. We propose two kernel-based methods for nonlinear causal effect estimation in this…

One of the most important problems in system identification and statistics is how to estimate the unknown parameters of a given model. Optimization methods and specialized procedures, such as Empirical Minimization (EM) can be used in case…

Methodology · Statistics 2024-02-09 Braghadeesh Lakshminarayanan , Cristian R. Rojas

I find that exactly two stages can be seen directly in sequential free recall distributions. These distributions show that the first three recalls come from the emptying of working memory, recalls 6 and above come from a second stage and…

Other Quantitative Biology · Quantitative Biology 2016-05-19 Eugen Tarnow

This paper develops a new exponential forgetting algorithm that can prevent so-called the estimator windup problem, while retaining fast convergence speed. To investigate the properties of the proposed forgetting algorithm, boundedness of…

Systems and Control · Electrical Eng. & Systems 2020-04-09 Hyo-Sang Shin , Hae-In Lee

When a time propagator $e^{\delta t A}$ for duration $\delta t$ consists of two noncommuting parts $A=X+Y$, Trotterization approximately decomposes the propagator into a product of exponentials of $X$ and $Y$. Various Trotterization…

Quantum Physics · Physics 2023-11-08 Tatsuhiko N. Ikeda , Asir Abrar , Isaac L. Chuang , Sho Sugiura

The attention mechanism in text generation is memory-bounded due to its sequential characteristics. Therefore, off-chip memory accesses should be minimized for faster execution. Although previous methods addressed this by pruning…

Hardware Architecture · Computer Science 2024-07-23 Junyoung Park , Myeonggu Kang , Yunki Han , Yanggon Kim , Jaekang Shin , Lee-Sup Kim