Related papers: Linear inference problems with deterministic const…
There is an overwhelmingly large literature and algorithms already available on `large scale inference problems' based on different modeling techniques and cultures. Our primary goal in this paper is \emph{not to add one more new…
Counting integer solutions of linear constraints has found interesting applications in various fields. It is equivalent to the problem of counting lattice points inside a polytope. However, state-of-the-art algorithms for this problem…
For a linear difference equation with the coefficients being computable sequences, we establish algorithmic undecidability of the problem of determining the dimension of the solution space including the case when some additional prior…
This paper presents a unified exposition of rough path methods applied to optimal control, robust filtering, and optimal stopping, addressing a notable gap in the existing literature where no single treatment covers all three areas. By…
Nonlinear constrained optimization problems are encountered in many scientific fields. To utilize the huge calculation power of current computers, many mathematic models are also rebuilt as optimization problems. Most of them have…
Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…
In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…
Algorithms for computing equilibria, optima, and fixed points in nonconvex problems often depend sensitively on practitioner-chosen initial conditions. When uniqueness of a solution is of interest, a common heuristic is to run such…
When predictive models are used to support complex and important decisions, the ability to explain a model's reasoning can increase trust, expose hidden biases, and reduce vulnerability to adversarial attacks. However, attempts at…
We propose to address the common problem of linear estimation in linear statistical models by using a model selection approach via penalization. Depending then on the framework in which the linear statistical model is considered namely the…
This work belongs to the framework of inverse problems with linear model. The resolution of this type of problem consists in minimizing (possibly under constraints) a function of discrepancy between the measurements and a physical model of…
We apply polynomial techniques (linear programming) to obtain lower and upper bounds on the covering radius of spherical designs as function of their dimension, strength, and cardinality. In terms of inner products we improve the lower…
We describe constructions of extended formulations that establish a certain relaxed version of the Hirsch conjecture and prove that if there is a pivot rule for the simplex algorithm for which one can bound the number of steps by a…
The following two decision problems capture the complexity of comparing integers or rationals that are succinctly represented in product-of-exponentials notation, or equivalently, via arithmetic circuits using only multiplication and…
Math is widely considered as a powerful tool and its strong appeal depends on the high level of abstraction it allows in modelling a huge number of heterogeneous phenomena and problems, spanning from the static of buildings to the flight of…
The Constraint Satisfaction Problem (CSP) framework offers a simple and sound basis for representing and solving simple decision problems, without uncertainty. This paper is devoted to an extension of the CSP framework enabling us to deal…
As machine learning applications grow increasingly ubiquitous and complex, they face an increasing set of requirements beyond accuracy. The prevalent approach to handle this challenge is to aggregate a weighted combination of requirement…
In this paper, the convergence of the solutions for a discretized linear state-based static peridynamic system to the corresponding continuous solution is analytically proven. To obtain an implementable model, we further apply…
In this note, we concentrate on the backward error of the equality constrained indefinite least squares problem. For the normwise backward error of the equality constrained indefinite least square problem, we adopt the linearization method…