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We consider decentralized gradient-free optimization of minimizing Lipschitz continuous functions that satisfy neither smoothness nor convexity assumption. We propose two novel gradient-free algorithms, the Decentralized Gradient-Free…

Optimization and Control · Mathematics 2025-01-29 Zhenwei Lin , Jingfan Xia , Qi Deng , Luo Luo

In this paper, we study the problem of finding the Euclidean distance to a convex cone generated by a set of discrete points in $\mathbb{R}^n_+$. In particular, we are interested in problems where the discrete points are the set of feasible…

Optimization and Control · Mathematics 2017-04-24 Ali Fattahi , Sriram Dasu , Reza Ahmadi

In this work, we study optimization specified only through a comparison oracle: given two points, it reports which one is preferred. We call it function-free optimization because we do not assume access to, nor the existence of, a canonical…

Optimization and Control · Mathematics 2026-05-20 Katya Scheinberg , Zikai Xiong

Latent space models have been widely adopted in modeling network data. Developing statistical inference for estimated model parameters enables quantifying associated uncertainty and is pivotal for downstream tasks. Despite recent progress…

Statistics Theory · Mathematics 2026-05-12 Yuang Tian , Jiajin Sun , Yinqiu He

A natural Monte Carlo method to approximate conditional expectations in a probabilistic framework is justified by a general result inspired on the Besicovitch covering theorem on differentiation of measures. The method is specially useful…

Computation · Statistics 2013-06-06 Agustín G. Nogales , P. Pérez , P. Monfort

This work studies minimization problems with zero-order noisy oracle information under the assumption that the objective function is highly smooth and possibly satisfies additional properties. We consider two kinds of zero-order projected…

Statistics Theory · Mathematics 2023-06-06 Arya Akhavan , Evgenii Chzhen , Massimiliano Pontil , Alexandre B. Tsybakov

A judicious application of the Berry-Esseen theorem via suitable Augustin information measures is demonstrated to be sufficient for deriving the sphere packing bound with a prefactor that is…

Information Theory · Computer Science 2020-05-12 Baris Nakiboglu

We present a method for the approximate propagation of mean and covariance of a probability distribution through ordinary differential equations (ODE) with discontinous right-hand side. For piecewise affine systems, a normalization of the…

Optimization and Control · Mathematics 2024-03-06 Florian Messerer , Katrin Baumgärtner , Armin Nurkanović , Moritz Diehl

In this paper, we extend the class of kernel methods, the so-called diffusion maps (DM) and ghost point diffusion maps (GPDM), to solve the time-dependent advection-diffusion PDE on unknown smooth manifolds without and with boundaries. The…

Numerical Analysis · Mathematics 2021-05-31 Qile Yan , Shixiao Willing Jiang , John Harlim

A discrete divergence-free weak Galerkin finite element method is developed for the Stokes equations based on a weak Galerkin (WG) method introduced in the reference [15]. Discrete divergence-free bases are constructed explicitly for the…

Numerical Analysis · Mathematics 2016-03-01 Lin Mu , Junping Wang , Xiu Ye

We consider the Dirichlet Laplacian in unbounded strips on ruled surfaces in any space dimension. We locate the essential spectrum under the condition that the strip is asymptotically flat. If the Gauss curvature of the strip equals zero,…

Mathematical Physics · Physics 2022-08-22 David Krejcirik , Katerina Zahradova

The variance conjecture in Asymptotic Convex Geometry stipulates that the Euclidean norm of a random vector uniformly distributed in a (properly normalised) high-dimensional convex body $K\subset {\mathbb R}^n$ satisfies a Poincar\'e-type…

Functional Analysis · Mathematics 2018-05-09 Beatrice-Helen Vritsiou

Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

Probability · Mathematics 2016-05-23 Xiaoou Li , Jingchen Liu

We study statistical inference for small-noise-perturbed multiscale dynamical systems. We prove consistency, asymptotic normality, and convergence of all scaled moments of an appropriately-constructed maximum likelihood estimator (MLE) for…

Probability · Mathematics 2016-06-16 Siragan Gailus , Konstantinos Spiliopoulos

We introduce an interpolation--regression operator for polynomial approximation on the unit sphere $\mathbb{S}^2$ from discrete samples. The approximant is a spherical polynomial of degree $r$ which interpolates the data on a prescribed…

Numerical Analysis · Mathematics 2026-05-14 Francesco Dell'Accio , Federico Nudo , Teresa E. Pérez , Miguel A. Piñar

Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. Previous known results show that for any $N$-dimensional subspace of the space of continuous functions it is…

Functional Analysis · Mathematics 2024-05-08 E. D. Kosov , V. N. Temlyakov

The $k$ principal points of a random vector $\mathbf{X}$ are defined as a set of points which minimize the expected squared distance between $\mathbf{X}$ and the nearest point in the set. They are thoroughly studied in Flury (1990, 1993),…

Probability · Mathematics 2020-06-09 Juan Lucas Bali , Graciela Boente

Within the framework of generalized noncontextuality, we introduce a general technique for systematically deriving noncontextuality inequalities for any experiment involving finitely many preparations and finitely many measurements, each of…

Quantum Physics · Physics 2021-06-16 David Schmid , Robert W. Spekkens , Elie Wolfe

In this paper, we extend the Generalized Finite Difference Method (GFDM) on unknown compact submanifolds of the Euclidean domain, identified by randomly sampled data that (almost surely) lie on the interior of the manifolds. Theoretically,…

Numerical Analysis · Mathematics 2023-07-18 Shixiao W. Jiang , Rongji Li , Qile Yan , John Harlim

We describe a new algorithm for trajectory optimization of mechanical systems. Our method combines pseudo-spectral methods for function approximation with variational discretization schemes that exactly preserve conserved mechanical…

Systems and Control · Computer Science 2017-05-26 Akshay Srinivasan , Madhusudhan Venkadesan