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This paper develops a uniformly valid and asymptotically nonconservative test based on projection for a class of shape restrictions. The key insight we exploit is that these restrictions form convex cones, a simple and yet elegant structure…

Econometrics · Economics 2021-09-21 Zheng Fang , Juwon Seo

We propose a kernel-based nonparametric framework for mean-variance optimization that enables inference on economically motivated shape constraints in finance, including positivity, monotonicity, and convexity. Many central hypotheses in…

Machine Learning · Statistics 2026-01-26 Rohan Sen

Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for…

Optimization and Control · Mathematics 2015-12-14 Zirui Zhou , Anthony Man-Cho So

This paper proposes a simple unified inference approach on moment restrictions in the presence of nuisance parameters. The proposed test is constructed based on a new characterization that avoids the estimation of nuisance parameters and…

Methodology · Statistics 2025-12-19 Xingyu Li , Xiaojun Song , Zhenting Sun

Hypothesis testing procedures are developed to assess linear operator constraints in function-on-scalar regression when incomplete functional responses are observed. The approach enables statistical inferences about the shape and other…

Methodology · Statistics 2022-12-06 Yeonjoo Park , Kyunghee Han , Douglas G. Simpson

A common problem in econometrics, statistics, and machine learning is to estimate and make inference on functions that satisfy shape restrictions. For example, distribution functions are nondecreasing and range between zero and one, height…

Econometrics · Economics 2021-02-16 Xi Chen , Victor Chernozhukov , Iván Fernández-Val , Scott Kostyshak , Ye Luo

The parametrisation method for invariant manifolds is a powerful technique for deriving reduced-order models in the context of nonlinear vibrating systems, allowing accurate computations of nonlinear normal modes. Thanks to arbitrary order…

Numerical Analysis · Mathematics 2026-03-19 André de Figueiredo Stabile , Aurélien Grolet , Alessandra Vizzaccaro , Cyril Touzé

Exclusion and shape restrictions play a central role in defining causal effects and interpreting estimates in potential outcomes models. To date, the testable implications of such restrictions have been studied on a case-by-case basis in a…

Econometrics · Economics 2025-12-25 Hiroaki Kaido , Kirill Ponomarev

In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…

Optimization and Control · Mathematics 2020-12-17 Pavel Dvurechensky , Alexander Gasnikov , Alexander Tiurin , Vladimir Zholobov

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…

Machine Learning · Computer Science 2011-06-28 Andreas Argyriou , Luca Baldassarre , Jean Morales , Massimiliano Pontil

In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many…

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

Physics-informed machine learning is gaining significant traction for enhancing statistical performance and sample efficiency through the integration of physical knowledge. However, current theoretical analyses often presume complete prior…

Machine Learning · Computer Science 2025-09-17 Takeshi Koshizuka , Issei Sato

Determining whether an algorithmic decision-making system discriminates against a specific demographic typically involves comparing a single point estimate of a fairness metric against a predefined threshold. This practice is statistically…

Machine Learning · Computer Science 2026-03-20 Antonio Ferrara , Francesco Cozzi , Alan Perotti , André Panisson , Francesco Bonchi

We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…

Methodology · Statistics 2025-05-09 Kyunghee Han , Yeonjoo Park , Soo-Young Kim

We revisit the Extended Uncertainty Principle (EUP) from an operational viewpoint, replacing wavefunction-based widths with apparatus-defined position constraints such as a finite slit of width $\Delta x$ or a geodesic ball of radius $R$.…

Quantum Physics · Physics 2025-09-03 Thomas Schürmann

Nonconvex optimization is central to modern machine learning, but the general framework of nonconvex optimization yields weak convergence guarantees that are too pessimistic compared to practice. On the other hand, while convexity enables…

Machine Learning · Computer Science 2025-02-19 Artem Riabinin , Ahmed Khaled , Peter Richtárik

In this paper we study the convex envelopes of a new class of functions. Using this approach, we are able to unify two important classes of regularizers from unbiased non-convex formulations and weighted nuclear norm penalties. This opens…

Optimization and Control · Mathematics 2021-03-18 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

Matrix-valued optimization tasks, including those involving symmetric positive definite (SPD) matrices, arise in a wide range of applications in machine learning, data science and statistics. Classically, such problems are solved via…

Optimization and Control · Mathematics 2024-10-15 Andrew Cheng , Melanie Weber

A functional for joint variational object segmentation and shape matching is developed. The formulation is based on optimal transport w.r.t. geometric distance and local feature similarity. Geometric invariance and modelling of…

Computer Vision and Pattern Recognition · Computer Science 2014-12-30 Bernhard Schmitzer , Christoph Schnörr
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