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The concept of complexity appears in virtually all areas of knowledge. Its intuitive meaning shares similarities across fields, but disagreements between its details hinders a general definition, leading to a plethora of proposed…

Statistical Mechanics · Physics 2023-10-04 Roberto C. Alamino

Online averaged stochastic gradient algorithms are more and more studied since (i) they can deal quickly with large sample taking values in high dimensional spaces, (ii) they enable to treat data sequentially, (iii) they are known to be…

Statistics Theory · Mathematics 2024-09-16 Antoine Godichon-Baggioni

In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…

Optimization and Control · Mathematics 2023-04-18 Aleksandr Beznosikov , Alexander Gasnikov , Karina Zainulina , Alexander Maslovskiy , Dmitry Pasechnyuk

The concentration of measure phenomenon may be summarized as follows: a function of many weakly dependent random variables that is not too sensitive to any of its individual arguments will tend to take values very close to its expectation.…

Probability · Mathematics 2016-11-18 Aryeh Kontorovich , Maxim Raginsky

Let $f$ be a real arithmetic function and let $g:[1,\infty[\to{\mathbb R}$ be a smooth function. We describe two emblematic instances in which saddle-point estimates may be used to evaluate the frequency, on the set of integers $n\leqslant…

Number Theory · Mathematics 2026-03-12 Gérald Tenenbaum

We show that the quenched complexity of saddles of the spherical pure $p$-spin model agrees with the annealed complexity when both are positive. Precisely, we show that the second moment of the number of critical values of a given finite…

Probability · Mathematics 2020-07-21 Antonio Auffinger , Julian Gold

Given two bounded convex sets $X\subseteq\RR^m$ and $Y\subseteq\RR^n,$ specified by membership oracles, and a continuous convex-concave function $F:X\times Y\to\RR$, we consider the problem of computing an $\eps$-approximate saddle point,…

Computer Science and Game Theory · Computer Science 2014-05-01 Khaled Elbassioni , Kazuhisa Makino , Kurt Mehlhorn , Fahimeh Ramezani

Semi-supervised anomaly detection is based on the principle that potential anomalies are those records that look different from normal training data. However, in some cases we are specifically interested in anomalies that correspond to high…

Machine Learning · Computer Science 2025-06-06 Oliver Urs Lenz , Matthijs van Leeuwen

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates a class of random dynamical systems, arising from perturbing a one-dimensional piecewise…

Dynamical Systems · Mathematics 2025-10-27 Cecilia González-Tokman , Joshua Peters

This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…

Probability · Mathematics 2025-07-08 Julien Chevallier , Jean-François Coeurjolly , Rasmus Waagepetersen

In this paper, we propose, analyze, and test an efficient algorithm for computing ensemble average of incompressible magnetohydrodynamics (MHD) flows, where instances/members correspond to varying kinematic viscosity, magnetic diffusivity,…

Numerical Analysis · Mathematics 2021-08-12 Muhammad Mohebujjaman , Hongwei Wang , Leo G. Rebholz , Md. Abdullah Al Mahbub

Estimating the density of states of systems with rugged free energy landscapes is a notoriously difficult task of the utmost importance in many areas of physics ranging from spin glasses to biopolymers. Density of states estimation has also…

Statistical Mechanics · Physics 2019-07-31 Lev Barash , Jeffrey Marshall , Martin Weigel , Itay Hen

The problem of time-series clustering is considered in the case where each data-point is a sample generated by a piecewise stationary ergodic process. Stationary processes are perhaps the most general class of processes considered in…

Machine Learning · Statistics 2019-06-27 Azadeh Khaleghi , Daniil Ryabko

In this report, we investigate the stabilization of saddle fixed points in coupled oscillators where individual oscillators exhibit the saddle fixed points. The coupled oscillators may have two structurally different types of suppressed…

Chaotic Dynamics · Physics 2017-07-07 Sarbendu Rakshit , Bidesh K. Bera , Soumen Majhi , Chittaranjan Hens , Dibakar Ghosh

This study develops a fixed-time convergent saddle point dynamical system for solving min-max problems under a relaxation of standard convexity-concavity assumption. In particular, it is shown that by leveraging the dynamical systems…

Optimization and Control · Mathematics 2022-07-28 Kunal Garg , Mayank Baranwal

The problem of accretion of small particles by a sphere embedded in a mean flow is studied in the case where the particles undergo inelastic collisions with the solid object. The collision efficiency, which gives the flux of particles…

Fluid Dynamics · Physics 2018-02-21 Robin Vallée , Christophe Henry , Elie Hachem , Jérémie Bec

We review studies of entanglement entropy in systems with quenched randomness, concentrating on universal behavior at strongly random quantum critical points. The disorder-averaged entanglement entropy provides insight into the quantum…

Disordered Systems and Neural Networks · Physics 2015-05-13 Gil Refael , Joel E. Moore

Many statistical estimation procedures lead to nonconvex optimization problems. Algorithms to solve these are often guaranteed to output a stationary point of the optimization problem. Oracle inequalities are an important theoretical…

Statistics Theory · Mathematics 2018-02-28 Andreas Elsener , Sara van de Geer

Almost surely in an Angelesco ensemble,the normalized counting measure of a random point converges weak* to the equilibrium measure.This result, for orthogonal polynomial ensembles, is well-known.

Probability · Mathematics 2012-06-22 Thomas Bloom

Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…

Statistical Mechanics · Physics 2007-05-23 Hugo Touchette , Christian Beck