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We study the set of continuous functions that admit no spurious local optima (i.e. local minima that are not global minima) which we term \textit{global functions}. They satisfy various powerful properties for analyzing nonconvex and…

Optimization and Control · Mathematics 2025-02-17 Cedric Josz , Yi Ouyang , Richard Y. Zhang , Javad Lavaei , Somayeh Sojoudi

We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the…

Machine Learning · Computer Science 2019-02-28 Henry Chai , Roman Garnett

Simulation-based verification algorithms can provide formal safety guarantees for nonlinear and hybrid systems. The previous algorithms rely on user provided model annotations called discrepancy function, which are crucial for computing…

Systems and Control · Computer Science 2015-02-09 Chuchu Fan , Sayan Mitra

We present an extensive analysis of relative deviation bounds, including detailed proofs of two-sided inequalities and their implications. We also give detailed proofs of two-sided generalization bounds that hold in the general case of…

Machine Learning · Computer Science 2016-04-06 Corinna Cortes , Spencer Greenberg , Mehryar Mohri

The paper deals with regression problems, in which the nonsmooth target is assumed to switch between different operating modes. Specifically, piecewise smooth (PWS) regression considers target functions switching deterministically via a…

Machine Learning · Statistics 2018-06-14 Fabien Lauer

In this paper, we develop new affine-invariant algorithms for solving composite convex minimization problems with bounded domain. We present a general framework of Contracting-Point methods, which solve at each iteration an auxiliary…

Optimization and Control · Mathematics 2020-09-21 Nikita Doikov , Yurii Nesterov

We propose a trust-region type method for a class of nonsmooth nonconvex optimization problems where the objective function is a summation of a (probably nonconvex) smooth function and a (probably nonsmooth) convex function. The model…

Optimization and Control · Mathematics 2021-10-26 Ziang Chen , Andre Milzarek , Zaiwen Wen

We introduce a weak asymptotic version of nonlinear contraction, termed \emph{asymptotic pointwise contraction}. For a mapping on a metric space, this notion requires the existence of a sequence of functions that dominate the distances…

Functional Analysis · Mathematics 2026-04-15 Jie Shi

We introduce the notion of consistent error bound functions which provides a unifying framework for error bounds for multiple convex sets. This framework goes beyond the classical Lipschitzian and H\"olderian error bounds and includes…

Optimization and Control · Mathematics 2023-10-20 Tianxiang Liu , Bruno F. Lourenço

Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis. We introduce a new class of upper bounds on the log partition…

Machine Learning · Computer Science 2013-01-07 Martin Wainwright , Tommi S. Jaakkola , Alan Willsky

Given a convex set $C$ in a real vector space $E$ and two points $x,y\in C$, we investivate which are the possible values for the variation $f(y)-f(x)$, where $f:C\longrightarrow [m,M]$ is a bounded convex function. We then rewrite the…

Optimization and Control · Mathematics 2015-03-18 Joon Kwon

The overarching goal of this paper is to derive excess risk bounds for learning from exp-concave loss functions in passive and sequential learning settings. Exp-concave loss functions encompass several fundamental problems in machine…

Machine Learning · Computer Science 2014-02-11 Mehrdad Mahdavi , Rong Jin

Shape estimation and object reconstruction are common problems in image analysis. Mathematically, viewing objects in the image plane as random sets reduces the problem of shape estimation to inference about sets. Currently existing…

Methodology · Statistics 2009-03-12 Larissa I. Stanberry , Hanna K. Jankowski

We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and additionally allow convex or inexpensive constraints. An…

Optimization and Control · Mathematics 2020-01-30 Coralia Cartis , Nick Gould , Philippe L. Toint

We prove non asymptotic polynomial bounds on the convergence of the Langevin Monte Carlo algorithm in the case where the potential is a convex function which is globally Lipschitz on its domain, typically the maximum of a finite number of…

Statistics Theory · Mathematics 2022-01-10 Joseph Lehec

The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…

Numerical Analysis · Mathematics 2014-01-21 Carsten Carstensen , Asha K. Dond , Neela Nataraj , Amiya K. Pani

The sign-constrained Stiefel manifold in $\mathbb{R}^{n\times r}$ is a segment of the Stiefel manifold with fixed signs (nonnegative or nonpositive) for some columns of the matrices. It includes the nonnegative Stiefel manifold as a special…

Optimization and Control · Mathematics 2024-05-21 Xiaojun Chen , Yifan He , Zaikun Zhang

We propose a unifying general framework of quantitative primal and dual sufficient and necessary error bound conditions covering linear and nonlinear, local and global settings. The function is not assumed to possess any particular…

Optimization and Control · Mathematics 2022-06-17 Nguyen Duy Cuong , Alexander Y. Kruger

We consider the problem of exact reconstruction of univariate functions with jump discontinuities at unknown positions from their moments. These functions are assumed to satisfy an a priori unknown linear homogeneous differential equation…

Classical Analysis and ODEs · Mathematics 2009-09-18 Dmitry Batenkov

In this note we give a simple sufficient condition for an affine iterated function system to admit an invariant affine subspace persistently with respect to changes in the translation parameters. This yields further examples of tuples of…

Metric Geometry · Mathematics 2022-03-08 Ian D. Morris