Related papers: Discretization and index-robust error analysis for…
We study spatial discretizations of dynamical systems: is it possible to recover some dynamical features of a system from numerical simulations? Here, we tackle this issue for the simplest algorithm possible: we compute long segments of…
We introduce a learning-based algorithm to obtain a measurement matrix for compressive sensing related recovery problems. The focus lies on matrices with a constant modulus constraint which typically represent a network of analog phase…
The aim of this paper is to formulate and analyze numerical discretizations of charged-particle dynamics (CPD) in a strong nonuniform magnetic field. A strategy is firstly performed for the two dimensional CPD to construct the…
In this paper we develop a data-driven smoothing technique for high-dimensional and non-linear panel data models. We allow for individual specific (non-linear) functions and estimation with econometric or machine learning methods by using…
This survey addresses sampling discretization and its connections with other areas of mathematics. The survey concentrates on sampling discretization of norms of elements of finite-dimensional subspaces. We present here known results on…
This paper provides statistical guarantees on the accuracy of dynamical models learned from dependent data sequences. Specifically, we develop uniform error bounds that apply to quantized models and imperfect optimization algorithms…
For a model convection-diffusion problem, we address the presence of oscillatory discrete solutions, and study difficulties in recovering standard approximation results for its solution. We justify the presence of non-physical oscillations…
A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…
Local search heuristics for non-convex optimizations are popular in applied machine learning. However, in general it is hard to guarantee that such algorithms even converge to a local minimum, due to the existence of complicated saddle…
We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…
Solving the reactive low-Mach Navier-Stokes equations with high-order adaptive methods in time is still a challenging problem, in particular due to the handling of the algebraic variables involved in the mass constraint. We focus on the…
We derive bounds on the sample complexity of empirical risk minimization (ERM) in the context of minimizing non-convex risks that admit the strict saddle property. Recent progress in non-convex optimization has yielded efficient algorithms…
Direct collocation methods are powerful tools to solve trajectory optimization problems in robotics. While their resulting trajectories tend to be dynamically accurate, they may also present large kinematic errors in the case of constrained…
A proof of convergence is given for bulk--surface finite element semi-discretisation of the Cahn--Hilliard equation with Cahn--Hilliard-type dynamic boundary conditions in a smooth domain. The semi-discretisation is studied in the weak…
Gradient descent (GD) and stochastic gradient descent (SGD) are the workhorses of large-scale machine learning. While classical theory focused on analyzing the performance of these methods in convex optimization problems, the most notable…
This work investigates a reduced-complexity adaptive methodology to consensus tracking for a team of uncertain high-order nonlinear systems with switched (possibly asynchronous) dynamics. It is well known that high-order nonlinear systems…
It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…
We establish sharp well-posedness and approximation estimates for variational saddle point systems at the continuous level. The main results of this note have been known to be true only in the finite dimensional case. Known spectral results…
Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…
The discrete-time implementation of the super-twisting sliding mode controller for a plant with disturbances with bounded slope, zero-order hold actuation, and actuator constraints is considered. Motivated by restrictions of existing…