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Concatenating matrices is a common technique for uncovering shared structures in data through singular value decomposition (SVD) and low-rank approximations. The fundamental question arises: How does the singular value spectrum of the…

Machine Learning · Computer Science 2025-07-01 Maksym Shamrai

Ill-posed inverse problems are ubiquitous in applications. Under- standing of algorithms for their solution has been greatly enhanced by a deep understanding of the linear inverse problem. In the applied communities ensemble-based filtering…

Statistics Theory · Mathematics 2015-12-08 Marco A. Iglesias , Kui Lin , Shuai Lu , Andrew M. Stuart

The averaging method is a classical powerful tool in perturbation theory of dynamical systems. There are two major obstacles to applying the averaging method, resonances and separatrices. In this paper we obtain realistic asymptotic…

Dynamical Systems · Mathematics 2022-02-14 Anatoly Neishtadt , Alexey Okunev

Simple feedback loops, inspired from extremum-seeking, are proposed to lock a probe-frequency to the transition frequency of a single quantum system following quantum Monte-Carlo trajectories. Two specific quantum systems are addressed, a…

Mathematical Physics · Physics 2009-09-09 Mazyar Mirrahimi , Pierre Rouchon

The increasing integration of power electronic devices is driving the development of more advanced tools and methods for the modeling, analysis, and control of modern power systems to cope with the different time-scale oscillations. In this…

Systems and Control · Electrical Eng. & Systems 2019-10-22 Umberto Biccari , Noboru Sakamoto , Eneko Unamuno , Danel Madariaga , Enrique Zuazua , Jon Andoni Barrena

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

We propose a novel targeted exploration strategy designed specifically for uncertain linear time-invariant systems with energy-bounded disturbances, i.e., without any assumptions on the distribution of the disturbances. We use classical…

Optimization and Control · Mathematics 2026-03-12 Janani Venkatasubramanian , Johannes Köhler , Mark Cannon , Frank Allgöwer

Convergence of Extremum Seeking (ES) algorithms has been established in the limit of small gains. Using averaging theory and contraction analysis, we propose a framework for computing explicit bounds on the departure of the ES scheme from…

Optimization and Control · Mathematics 2013-03-20 Gabriel Bousquet , Jean-Jacques Slotine

We study an adaptive source seeking problem, in which a mobile robot must identify the strongest emitter(s) of a signal in an environment with background emissions. Background signals may be highly heterogeneous and can mislead algorithms…

Machine Learning · Computer Science 2020-06-25 Esther Rolf , David Fridovich-Keil , Max Simchowitz , Benjamin Recht , Claire Tomlin

Iterative algorithms aimed at solving some problems are discussed. For certain problems, such as finding a common point in the intersection of a finite number of convex sets, there often exist iterative algorithms that impose very little…

Optimization and Control · Mathematics 2010-09-28 Y. Censor , R. Davidi , G. T. Herman

We investigate statistical properties of a likelihood approach to nonparametric estimation of a singular distribution using deep generative models. More specifically, a deep generative model is used to model high-dimensional data that are…

Machine Learning · Statistics 2023-03-29 Minwoo Chae , Dongha Kim , Yongdai Kim , Lizhen Lin

This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…

Optimization and Control · Mathematics 2016-11-18 Omid Namvar Gharehshiran , Vikram Krishnamurthy , George Yin

We introduce a micro-macro parareal algorithm for the time-parallel integration of multiscale-in-time systems. The algorithm first computes a cheap, but inaccurate, solution using a coarse propagator (simulating an approximate slow…

Numerical Analysis · Mathematics 2013-02-11 Frederic Legoll , Tony Lelievre , Giovanni Samaey

This paper presents a geometric control framework on the Lie group SO(3) for 3D source-seeking by robots with first-order attitude dynamics and constant translational speed. By working directly on SO(3), the approach avoids Euler-angle…

Robotics · Computer Science 2025-10-09 Jesús Bautista , Héctor García de Marina

We consider bounded extremum seeking controls for time-varying linear systems with uncertain coefficient matrices and measurement uncertainty. Using a new change of variables, Lyapunov functions, and a comparison principle, we provide…

Optimization and Control · Mathematics 2025-01-20 Frederic Mazenc , Michael Malisoff , Emilia Fridman

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the…

Probability · Mathematics 2007-07-20 Pierre Collet , Antonio Galves , Florencia G. Leonardi

The scaling behaviour of the diffraction intensity near the origin is investigated for (partially) ordered systems, with an emphasis on illustrative, rigorous results. This is an established method to detect and quantify the fluctuation…

Metric Geometry · Mathematics 2021-06-15 Michael Baake , Uwe Grimm

In this work we introduce the notion of an angular spectrum for a linear discrete time nonautonomous dynamical system. The angular spectrum comprises all accumulation points of longtime averages formed by maximal principal angles between…

Dynamical Systems · Mathematics 2025-03-12 Wolf-Jürgen Beyn , Thorsten Hüls

We analyze stability and robustness properties of an extremum seeking scheme that employs oscillatory dither signals with sufficiently large amplitudes and frequencies. Our study takes both input and output disturbances into account. We…

Optimization and Control · Mathematics 2021-02-08 Raik Suttner , Sergey Dashkovskiy

We consider perturbation-based extremum seeking, which recovers an approximate gradient of an analytically unknown objective function through measurements. Using classical needle variation analysis, we are able to explicitly quantify the…

Systems and Control · Computer Science 2018-09-13 Stefan Wildhagen , Simon Michalowsky , Jan Feiling , Christian Ebenbauer