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Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

Machine Learning · Computer Science 2019-09-05 Yuanyuan Feng , Tingran Gao , Lei Li , Jian-Guo Liu , Yulong Lu

Recently there has been increased interest in using machine learning techniques to improve classical algorithms. In this paper we study when it is possible to construct compact, composable sketches for weighted sampling and statistics…

Data Structures and Algorithms · Computer Science 2021-11-04 Edith Cohen , Ofir Geri , Rasmus Pagh

This paper conducts a comparative study of proximal gradient methods (PGMs) and proximal DC algorithms (PDCAs) for sparse regression problems which can be cast as Difference-of-two-Convex-functions (DC) optimization problems. It has been…

Optimization and Control · Mathematics 2022-04-21 Shummin Nakayama , Jun-ya Gotoh

We analyse uniformly random proper $k$-colourings of sparse graphs with maximum degree $\Delta$ in the regime $\Delta < k\ln k $. This regime corresponds to the lower side of the shattering threshold for random graph colouring, a…

Combinatorics · Mathematics 2023-03-28 Eoin Hurley , François Pirot

Diameter -- the task of computing the length of a longest shortest path -- is a fundamental graph problem. Assuming the Strong Exponential Time Hypothesis, there is no $O(n^{1.99})$-time algorithm even in sparse graphs [Roditty and…

Data Structures and Algorithms · Computer Science 2020-12-22 Matthias Bentert , André Nichterlein

We present two examples of a large deviations principle where the rate function is not strictly convex. This is motivated by a model used in mathematical finance (the Heston model), and adds a new item to the zoology of non strictly convex…

Probability · Mathematics 2016-04-19 Stefano De Marco , Antoine Jacquier , Patrick Roome

We consider the multiparameter random simplicial complex on a vertex set $\{ 1,\dots,n \}$, which is parameterized by multiple connectivity probabilities. Our key results concern the topology of this complex of dimensions higher than the…

Probability · Mathematics 2023-09-14 Takashi Owada , Gennady Samorodnitsky

We propose here a proof of existence of a minimizer of a segmentation functional based on a priori information on target shapes, and formulated with level sets. The existence of a minimizer is very important, because it guarantees the…

Classical Analysis and ODEs · Mathematics 2022-10-25 El Hadji S. Diop , Valérie Burdin , V. B. Surya Prasath

The multivariate generalised Gaussian distribution (MGGD) is commonly used to model high-dimensional vectors with non-Gaussian radial behaviour, ranging from sharp-peaked to heavy-tailed profiles. However, because many classical…

Methodology · Statistics 2026-04-22 Mehmet Sıddık Çadırcı , Yener Ünal

The objective of this paper is to derive the essential invariance and contraction properties for the geometric periodic systems, which can be formulated as a category of differential inclusions, and primarily rendered in the phase…

Systems and Control · Electrical Eng. & Systems 2021-04-30 Chen Qian , Yongchun Fang

We develop a quantitative large deviations theory for random hypergraphs, which rests on tensor decomposition and counting lemmas under a novel family of cut-type norms. As our main application, we obtain sharp asymptotics for joint upper…

Probability · Mathematics 2023-05-10 Nicholas A. Cook , Amir Dembo , Huy Tuan Pham

Two-sample tests utilizing a similarity graph on observations are useful for high-dimensional and non-Euclidean data due to their flexibility and good performance under a wide range of alternatives. Existing works mainly focused on sparse…

Statistics Theory · Mathematics 2023-11-14 Yejiong Zhu , Hao Chen

We present a graph-based numerical method for solving hyperbolic systems of conservation laws using discontinuous finite elements. This work fills important gaps in the theory as well as practice of graph-based schemes. In particular, four…

Numerical Analysis · Mathematics 2025-05-21 Martin Kronbichler , Matthias Maier , Ignacio Tomas

Many modern data analysis algorithms either assume that or are considerably more efficient if the distances between the data points satisfy a metric. These algorithms include metric learning, clustering, and dimensionality reduction.…

Data Structures and Algorithms · Computer Science 2018-07-23 Anna C. Gilbert , Rishi Sonthalia

This paper pursues a twofold goal. First, we introduce and study in detail a new notion of variational analysis called generalized metric subregularity, which is a far-going extension of the conventional metric subregularity conditions. Our…

Optimization and Control · Mathematics 2024-06-21 Guoyin Li , Boris Mordukhovich , Jiangxing Zhu

We study approximations of the partition function of dense graphical models. Partition functions of graphical models play a fundamental role is statistical physics, in statistics and in machine learning. Two of the main methods for…

Machine Learning · Computer Science 2018-02-21 Vishesh Jain , Frederic Koehler , Elchanan Mossel

We investigate a class of stochastic partial differential equations of reaction-diffusion type defined on graphs, which can be derived as the limit of SPDEs on narrow planar channels. In the first part, we demonstrate that this limit can be…

Probability · Mathematics 2024-03-21 Sandra Cerrai , Wen-Tai Hsu

We prove a discrete approximation of functionals with jumps and creases.

Functional Analysis · Mathematics 2007-05-23 A. Braides

We present a large deviations theory of the spin-spin correlation functions in the Random Field Ising Model on the Bethe lattice, both at finite and zero temperature. Rare events of atypically correlated variables are particularly important…

Disordered Systems and Neural Networks · Physics 2014-07-02 Flaviano Morone , Giorgio Parisi , Federico Ricci-Tersenghi

Rate-independent systems arise in a number of applications. Usually, weak solutions to such problems with potentially very low regularity are considered, requiring mathematical techniques capable of handling nonsmooth functions. In this…

Analysis of PDEs · Mathematics 2017-08-18 Filip Rindler , Sebastian Schwarzacher , Endre Süli