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It is known that if a nonlinear control affine system without drift is bracket generating, then its associated sub-Laplacian is invertible under some conditions on the domain. In this note, we investigate the converse. We show how…
Inversion of operators is a fundamental concept in data processing. Inversion of linear operators is well studied, supported by established theory. When an inverse either does not exist or is not unique, generalized inverses are used. Most…
In infinite-dimensional Hilbert spaces we device a class of strongly convergent primal-dual schemes for solving variational inequalities defined by a Lipschitz continuous and pseudomonote map. Our novel numerical scheme is based on Tseng's…
High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research in this regard is to shrink the extreme spectrum of the…
We provide a novel expression of the scale function for a L\'evy processes with negative phase-type jumps. It is in terms of a certain transition rate matrix which is explicit up to a single positive number. A monotone iterative scheme for…
In this article we analyze a generalized trapezoidal rule for initial value problems with piecewise smooth right hand side \(F:\R^n\to\R^n\). When applied to such a problem the classical trapezoidal rule suffers from a loss of accuracy if…
The practical usefulness of Levin-type nonlinear sequence transformations as numerical tools for the summation of divergent series or for the convergence acceleration of slowly converging series, is nowadays beyond dispute. Weniger's…
The aim of this paper is to design computationally-efficient and optimal algorithms for the online and stochastic exp-concave optimization settings. Typical algorithms for these settings, such as the Online Newton Step (ONS), can guarantee…
We revisit an absolutely-continuous version of the stochastic control problem driven by a L\'evy process. A strategy must be absolutely continuous with respect to the Lebesgue measure and the running cost function is assumed to be convex.…
Generalized and Simulated Method of Moments are often used to estimate structural Economic models. Yet, it is commonly reported that optimization is challenging because the corresponding objective function is non-convex. For smooth…
Given $n$ i.i.d. observations of a random vector $(X,Z)$, where $X$ is a high-dimensional vector and $Z$ is a low-dimensional index variable, we study the problem of estimating the conditional inverse covariance matrix $\Omega(z) =…
The first three results in this thesis are motivated by a far-reaching conjecture on boundedness of singular Brascamp-Lieb forms. Firstly, we improve over the trivial estimate for their truncations, thus excluding potential trivial…
We consider a class of two-sided singular control problems. A controller either increases or decreases a given spectrally negative Levy process so as to minimize the total costs comprising of the running and control costs where the latter…
We provide a new algorithm for the treatment of inverse problems which combines the traditional SVD inversion with an appropriate thresholding technique in a well chosen new basis. Our goal is to devise an inversion procedure which has the…
We address the problem of verifying closed-loop contraction in nonlinear control systems whose controller and contraction metric are both parameterized by neural networks. By leveraging interval analysis and interval bound propagation, we…
Computing many eigenpairs of the Schr{\"o}dinger operator presents a computational bottleneck in large-scale quantum simulations due to the global communication overhead of explicit orthogonalization. To address this issue, we propose a…
The ability to efficiently and accurately construct an inverse frame operator is critical for establishing the utility of numerical frame approximations. Recently, the admissible frame method was developed to approximate inverse frame…
We derive explicit reconstruction formulas for the attenuated geodesic X-ray transform over functions and, in the case of non-vanishing attenuation, vector fields, on a class of simple Riemannian surfaces with boundary. These formulas…
The simulation of electric rotating machines is both computationally expensive and memory intensive. To overcome these costs, model order reduction techniques can be applied. The focus of this contribution is especially on machines that…
We prove several necessary and sufficient conditions for the existence of (smooth) transition probability densities for L\'evy processes and isotropic L\'evy processes. Under some mild conditions on the characteristic exponent we calculate…