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We focus on nonconvex and nonsmooth minimization problems with a composite objective, where the differentiable part of the objective is freed from the usual and restrictive global Lipschitz gradient continuity assumption. This longstanding…

Optimization and Control · Mathematics 2017-06-21 Jérôme Bolte , Shoham Sabach , Marc Teboulle , Yakov Vaisbourd

Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…

Computation · Statistics 2019-06-28 Minwoo Chae , Ryan Martin , Stephen G. Walker

The aim of this paper is to prove the existence and smoothness of stable and unstable invariant manifolds for a stochastic delayed partial differential equation of parabolic type. The stochastic delayed partial differential equation is…

Dynamical Systems · Mathematics 2023-06-13 Wenjie Hu , Quanxin Zhu , Tomás Caraballo

We study the Maximum Independent Set of Rectangles (MISR) problem, where we are given a set of axis-parallel rectangles in the plane and the goal is to select a subset of non-overlapping rectangles of maximum cardinality. In a recent…

Computational Geometry · Computer Science 2021-09-28 Waldo Gálvez , Arindam Khan , Mathieu Mari , Tobias Mömke , Madhusudhan Reddy , Andreas Wiese

We present a fast algorithm for global rigid symmetry detection with approximation guarantees. The algorithm is guaranteed to find the best approximate symmetry of a given shape, to within a user-specified threshold, with very high…

Computational Geometry · Computer Science 2016-09-20 Simon Korman , Roee Litman , Shai Avidan , Alex Bronstein

We study a colocated cell centered finite volume method for the approximation of the incompressible Navier-Stokes equations posed on a 2D or 3D finite domain. The discrete unknowns are the components of the velocity and the pressures, all…

Numerical Analysis · Mathematics 2008-04-30 Robert Eymard , Raphaele Herbin , Jean-Claude Latché

We consider minimizing a nonconvex, smooth function $f$ on a Riemannian manifold $\mathcal{M}$. We show that a perturbed version of Riemannian gradient descent algorithm converges to a second-order stationary point (and hence is able to…

Optimization and Control · Mathematics 2019-06-19 Yue Sun , Nicolas Flammarion , Maryam Fazel

We present a perfect simulation algorithm for measures that are absolutely continuous with respect to some Poisson process and can be obtained as invariant measures of birth-and-death processes. Examples include area- and…

Probability · Mathematics 2011-11-10 Roberto Fernandez , Pablo A. Ferrari , Nancy Garcia

Quasi-states are certain not necessarily linear functionals on the space of continuous functions on a compact Hausdorff space. They were discovered as a part of an attempt to understand the axioms of quantum mechanics due to von Neumann. A…

Functional Analysis · Mathematics 2018-12-31 Adi Dickstein , Frol Zapolsky

In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for…

Numerical Analysis · Mathematics 2022-03-03 Shun Sato , Yuto Miyatake , John C. Butcher

The aim of this study is to analyze the properties of harmonic fields in the vicinity of rough boundaries where either a constant potential or a zero flux is imposed, while a constant field is prescribed at an infinite distance from this…

Other Condensed Matter · Physics 2009-11-10 Damien Vandembroucq , Stephane Roux

In this paper we focus on the solution of shifted quasiseparable systems and of more general parameter dependent matrix equations with quasiseparable representations. We propose an efficient algorithm exploiting the invariance of the…

Numerical Analysis · Mathematics 2017-08-07 Paola Boito , Yuli Eidelman , Luca Gemignani

We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

Computation · Statistics 2023-06-26 Jarkko Suuronen , Tomás Soto , Neil K. Chada , Lassi Roininen

We study the problem of efficiently computing the derivative of the fixed-point of a parametric nondifferentiable contraction map. This problem has wide applications in machine learning, including hyperparameter optimization, meta-learning…

Machine Learning · Statistics 2024-06-05 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong

For a given a normally hyperbolic invariant manifold, whose stable and unstable manifolds intersect transversally, we consider several tools and techniques to detect trajectories with prescribed itineraries: the scattering map, the…

Dynamical Systems · Mathematics 2012-04-09 Amadeu Delshams , Marian Gidea , Pablo Roldan

In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…

Numerical Analysis · Mathematics 2020-05-27 Ben Adcock , Daan Huybrechs

This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…

Optimization and Control · Mathematics 2018-03-20 Ying Cui , Defeng Sun , Kim-Chuan Toh

Motivated by the rich theory of harmonic maps from a 2-sphere, we study biharmonic maps from a 2-sphere in this paper. We first derive biharmonic equation for rotationally symmetric maps between rotationally symmetric 2-manifolds. We then…

Differential Geometry · Mathematics 2015-06-17 Ze-Ping Wang , Ye-Lin Ou , Han-Chun Yang

Inspired by the work of Katznelson and Ornstein, we present a short way to achieve the almost optimal regularity in Moser's twist theorem. Specifically, for an integrable area-preserving twist map, the invariant circle with a given constant…

Dynamical Systems · Mathematics 2026-02-10 Yi Liu , Lin Wang
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