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We explore computational aspects of maximum likelihood estimation of the mixture proportions of a nonparametric finite mixture model -- a convex optimization problem with old roots in statistics and a key member of the modern data analysis…

Computation · Statistics 2023-12-11 Haoyue Wang , Shibal Ibrahim , Rahul Mazumder

In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…

Optimization and Control · Mathematics 2021-04-28 Benoît Bonnet , Hélène Frankowska

Neumann eigenvalues being non-decreasing with respect to domain inclusion, it makes sense to study the two shape optimization problems $\min\{\mu_k(\Omega):\Omega \mbox{ convex},\Omega \subset D, \}$ (for a given box $D$) and…

This paper considers a class of nonsmooth nonconvex-nonconcave min-max problems in machine learning and games. We first provide sufficient conditions for the existence of global minimax points and local minimax points. Next, we establish…

Optimization and Control · Mathematics 2022-03-22 Jie Jiang , Xiaojun Chen

In this paper we present benchmark problems for non-selfadjoint elliptic eigenvalue problems with large defect and ascent. We describe the derivation of the benchmark problem with a discontinuous coefficient and mixed boundary conditions.…

Numerical Analysis · Mathematics 2019-09-13 Rebekka Gasser , Joscha Gedicke , Stefan Sauter

We introduce Monte Carlo methods to compute the solution of elliptic equations with pure Neumann boundary conditions. We first prove that the solution obtained by the stochastic representation has a zero mean value with respect to the…

Probability · Mathematics 2013-08-28 Sylvain Maire , Etienne Tanré

For the one-dimensional Schr\"odinger equation, we obtain sharp maximal-in-time and maximal-in-space estimates for systems of orthonormal initial data. The maximal-in-time estimates generalize a classical result of Kenig--Ponce--Vega and…

Analysis of PDEs · Mathematics 2019-09-16 Neal Bez , Sanghyuk Lee , Shohei Nakamura

We study the Neyman-Pearson problem for convex expectations on L^{\infty}(\mu). The existence of the optimal test is given. Without assuming that the level sets of penalty functions are weakly compact, we prove that the optimal tests for…

Probability · Mathematics 2019-12-11 Chuanfeng Sun , Shaolin Ji

In this paper, we prove a Serrin-type result for an elliptic system of equations, overdetermined with both Dirichlet and a generalized Neumann conditions. With this tool, we characterize the critical shapes under volume constraint of some…

Analysis of PDEs · Mathematics 2024-10-10 Antonio Celentano , Carlo Nitsch , Cristina Trombetti

The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale learning setting. In this paper, we propose an extension of the…

Machine Learning · Statistics 2020-11-26 Gersende Fort , Eric Moulines , Hoi-To Wai

We consider a parametric quasi-variational inequality (QVI) without any convexity assumption. Using the concept of \emph{optimal value function}, we transform the problem into that of solving a nonsmooth system of inequalities. Based on…

Optimization and Control · Mathematics 2024-08-21 Joydeep Dutta , Lahoussine Lafhim , Alain Zemkoho , Shenglong Zhou

We report on new techniques and results in the regularity theory of general non-uniformly elliptic variational integrals. By means of a new potential theoretic approach we reproduce, in the non-uniformly elliptic setting, the optimal…

Analysis of PDEs · Mathematics 2018-07-31 Lisa Beck , Giuseppe Mingione

This paper presents a theoretical discussion on Ruttan's optimality conditions for rational minimax approximations in discrete and continuum settings, integrating analytical foundations with computational practice. We develop extended…

Numerical Analysis · Mathematics 2026-02-10 Lei-Hong Zhang

We derive the solvability and regularity of the Dirichlet problem for fully non-linear elliptic equations possibly with degenerate right-hand side on Hermitian manifolds, through establishing a quantitative version of boundary estimate…

Analysis of PDEs · Mathematics 2022-03-10 Rirong Yuan

We are concerned with the study of the existence and multiplicity of solutions for Dirichlet boundary value problems involving the (p(x), q(x))-equation and the nonlinearity is superlinear but does not satisfy the usual…

Analysis of PDEs · Mathematics 2021-05-03 Omar Benslimane , Ahmed Aberqi , Jaouad Bennouna

We consider variants of trust-region and cubic regularization methods for non-convex optimization, in which the Hessian matrix is approximated. Under mild conditions on the inexact Hessian, and using approximate solution of the…

Optimization and Control · Mathematics 2019-05-15 Peng Xu , Fred Roosta , Michael W. Mahoney

In this paper, we study fully nonlinear second-order elliptic and parabolic equations with Neumann boundary conditions on compact Riemannian manifolds with smooth boundary. We derive oscillation bounds for admissible solutions with Neumann…

Analysis of PDEs · Mathematics 2020-01-06 Sheng Guo

In this note we consider the Schr\"odinger equation on compact manifolds equipped with possibly degenerate metrics. We prove Strichartz estimates with a loss of derivatives. The rate of loss of derivatives depends on the degeneracy of…

Analysis of PDEs · Mathematics 2015-01-20 Haruya Mizutani , Nikolay Tzvetkov

The object of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equations with random, non-Lipschitzian coefficients. We give an…

Probability · Mathematics 2014-04-04 Guangqiang Lan , Jiang-Lun Wu

We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…

Optimization and Control · Mathematics 2019-06-06 Victor Magron , Pierre-Loic Garoche , Didier Henrion , Xavier Thirioux