Related papers: A corrected Maslov index for complex saddle trajec…
In this paper,we present an inexact primal-dual method with correction step for a saddle point problem by introducing the notations of inexact extended proximal operators with symmetric positive definite matrix $D$. Relaxing requirement on…
We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…
We present a formalism for semiclassical time evolution in quantum mechanics, building on a century of work. We identify complex saddle points in real time, real saddle points in complex time, and complex saddle points in complex time that…
We study one-dimensional QCD at finite quark density by using the sign optimization framework. The fermion sign problem is mitigated by deforming the path integral domain, $SU(3)$ to a complexified one ${\cal M} \subset SL(3)$, explicitly…
Ratios of quadratic forms in correlated normal variables which introduce noncentrality into the quadratic forms are considered. The denominator is assumed to be positive (with probability 1). Various serial correlation estimates such as…
We investigate saddlepoint approximations applied to the score test statistic in genome-wide association studies with binary phenotypes. The inaccuracy in the normal approximation of the score test statistic increases with increasing sample…
In this paper a new method for computation of higher order corrections to the saddle point approximation of the Feynman path integral is discussed. The saddle point approximation leads to local Schr\"odinger problems around classical…
We derive an extension of the sequential homotopy method that allows for the application of inexact solvers for the linear (double) saddle-point systems arising in the local semismooth Newton method for the homotopy subproblems. For the…
In many problems of quantum chaos the calculation of sums of products of periodic orbit contributions is required. A general method of computation of these sums is proposed for generic integrable models where the summation over periodic…
We consider the form factor appearing in QCD resummation formalism for event shape distributions in the two-jet (or Sudakov) region. We present an analytic formula for the inverse transform of the form factor, namely from the conjugate…
We consider saddle point problems which objective functions are the average of $n$ strongly convex-concave individual components. Recently, researchers exploit variance reduction methods to solve such problems and achieve linear-convergence…
We address the problem of causal effect estimation where hidden confounders are present, with a focus on two settings: instrumental variable regression with additional observed confounders, and proxy causal learning. Our approach uses a…
The theory of mixed finite element methods for solving different types of elliptic partial differential equations in saddle point formulation is well established since many decades. This topic was mostly studied for variational formulations…
Collective coordinates are frequently employed in path integrals to manage divergences caused by fluctuations around saddle points that align with classical symmetries. These coordinates parameterize a manifold of zero modes and more…
We construct an auto-validated algorithm that calculates a close to identity change of variables which brings a general saddle point into a normal form. The transformation is robust in the underlying vector field, and is analytic on a…
Saddle point problems arise from many wireless applications, and primal-dual iterative algorithms are widely applied to find the saddle points. In the existing literature, the convergence results of such algorithms are established assuming…
Saddle dynamics is a time continuous dynamics to efficiently compute the any-index saddle points and construct the solution landscape. In practice, the saddle dynamics needs to be discretized for numerical computations, while the…
In many mobile robotics scenarios, such as drone racing, the goal is to generate a trajectory that passes through multiple waypoints in minimal time. This problem is referred to as time-optimal planning. State-of-the-art approaches either…
This paper presents an identity between the multivariate and univariate saddlepoint approximations applied to sample path probabilities for a certain class of stochastic processes. This class, which we term the recursively compounded…
The article is devoted to the development of algorithmic methods ensuring efficient complexity bounds for strongly convex-concave saddle point problems in the case when one of the groups of variables is high-dimensional, and the other is…