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In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Probability · Mathematics 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

Adversarially robust training has been shown to reduce the susceptibility of learned models to targeted input data perturbations. However, it has also been observed that such adversarially robust models suffer a degradation in accuracy when…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Thomas T. C. K. Zhang , Bruce D. Lee , Hamed Hassani , Nikolai Matni

We consider the problem of tracking an adversarial state sequence in a linear dynamical system subject to adversarial disturbances and loss functions, generalizing earlier settings in the literature. To this end, we develop three…

Machine Learning · Computer Science 2022-02-23 Zhiyu Zhang , Ashok Cutkosky , Ioannis Ch. Paschalidis

Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are not well…

Statistics Theory · Mathematics 2023-11-20 Juraj Bodik , Zbyněk Pawlas , Milan Paluš

This paper concerns applications of variational analysis to some local aspects of behavioral science modeling by developing an effective variational rationality approach to these and related issues. Our main attention is paid to local…

Optimization and Control · Mathematics 2018-01-08 Boris Mordukhovich , Antoine Soubeyran

We consider adaptive control problem in presence of nonlinear parametrization of uncertainties in the model. It is shown that despite traditional approaches require for domination in the control loop during adaptation, it is not often…

Optimization and Control · Mathematics 2007-05-23 Ivan Tyukin , Cees van Leeuwen

The goal of this paper is to analyze an intriguing phenomenon recently discovered in deep networks, namely their instability to adversarial perturbations (Szegedy et. al., 2014). We provide a theoretical framework for analyzing the…

Machine Learning · Computer Science 2016-03-30 Alhussein Fawzi , Omar Fawzi , Pascal Frossard

In this work, we present a generalization of extended persistent homology to filtrations of graded sub-groups by defining relative homology in this setting. Our work provides a more comprehensive and flexible approach to get an algebraic…

Algebraic Topology · Mathematics 2023-11-01 Fang Sun , Shengwen Xie , Xuezhi Zhao

In this paper we consider the problem of obtaining sharp bounds for the performance of temporal difference (TD) methods with linear function approximation for policy evaluation in discounted Markov decision processes. We show that a simple…

Machine Learning · Statistics 2024-06-18 Sergey Samsonov , Daniil Tiapkin , Alexey Naumov , Eric Moulines

We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…

Classical Analysis and ODEs · Mathematics 2020-02-04 Pablo Amster , Melanie Bondorevsky

Persistent homology is a popular method for computing topological features of (metric) data. Standard approaches based on the \v{C}ech or Rips filtration are stable under small perturbations of the data, but highly sensitive to outliers.…

Algebraic Topology · Mathematics 2026-02-27 Pepijn Roos Hoefgeest , Lucas Slot

The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…

Statistics Theory · Mathematics 2019-07-23 Holger Drees , Miran Knezevic

Adversarial Training (AT) has been demonstrated as one of the most effective methods against adversarial examples. While most existing works focus on AT with a single type of perturbation e.g., the $\ell_\infty$ attacks), DNNs are facing…

Machine Learning · Computer Science 2022-10-04 Jiancong Xiao , Zeyu Qin , Yanbo Fan , Baoyuan Wu , Jue Wang , Zhi-Quan Luo

We consider random vectors $X$ that satisfy the equation in law $X=AX+B$, where $A$ is a given random diagonal matrix and $B$ a given random vector, both independent of $X$. It is well known by the works of Kesten and Goldie that the…

Probability · Mathematics 2025-10-28 Ewa Damek , Sebastian Mentemeier

Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. Recently, there are robust learning methods aiming at this…

Machine Learning · Computer Science 2021-05-12 Jiashuo Liu , Zheyan Shen , Peng Cui , Linjun Zhou , Kun Kuang , Bo Li , Yishi Lin

The probability and structure of co-occurrences of extreme values in multivariate data may critically depend on auxiliary information provided by covariates. In this contribution, we develop a flexible generalized additive modeling…

Methodology · Statistics 2018-02-06 Linda Mhalla , Thomas Opitz , Valérie Chavez-Demoulin

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…

Probability · Mathematics 2019-10-29 Adam Jakubowski

There is growing interest in termination reasoning for non-linear programs and, meanwhile, recent dynamic strategies have shown they are able to infer invariants for such challenging programs. These advances led us to hypothesize that…

Programming Languages · Computer Science 2020-10-13 Ton Chanh Le , Timos Antonopoulos , Parisa Fathololumi , Eric Koskinen , ThanhVu Nguyen

We present a stability result for a wide class doubly nonlinear equations, featuring general maximal monotone operators, and (possibly) nonconvex and nonsmooth energy functionals. The limit analysis resides on the reformulation of the…

Analysis of PDEs · Mathematics 2013-02-19 Thomas Roche , Riccarda Rossi , Ulisse Stefanelli

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin