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Lipschitz constants of neural networks have been explored in various contexts in deep learning, such as provable adversarial robustness, estimating Wasserstein distance, stabilising training of GANs, and formulating invertible neural…

Machine Learning · Statistics 2021-06-10 Hyunjik Kim , George Papamakarios , Andriy Mnih

We consider non-smooth saddle point optimization problems. To solve these problems, we propose a zeroth-order method under bounded or Lipschitz continuous noise, possible adversarial. In contrast to the state-of-the-art algorithms, our…

Optimization and Control · Mathematics 2023-03-28 Darina Dvinskikh , Vladislav Tominin , Yaroslav Tominin , Alexander Gasnikov

The Lipschitz constant of the map between the input and output space represented by a neural network is a natural metric for assessing the robustness of the model. We present a new method to constrain the Lipschitz constant of dense deep…

Machine Learning · Computer Science 2023-08-22 Ouail Kitouni , Niklas Nolte , Mike Williams

A novel data-driven method for formal verification is proposed to study complex systems operating in safety-critical domains. The proposed approach is able to formally verify discrete-time stochastic dynamical systems against temporal logic…

Systems and Control · Electrical Eng. & Systems 2024-03-11 Zhi Zhang , Chenyu Ma , Saleh Soudijani , Sadegh Soudjani

In this paper we present a general tool to handle the presence of zero dynamics which are asymptotically but not locally exponentially stable in problems of robust nonlinear stabilization by output feedback. We show how it is possible to…

Optimization and Control · Mathematics 2008-10-03 L. Marconi , L. Praly , A. Isidori

The goal of the paper is to design sequential strategies which lead to efficient optimization of an unknown function under the only assumption that it has a finite Lipschitz constant. We first identify sufficient conditions for the…

Machine Learning · Statistics 2017-06-19 Cédric Malherbe , Nicolas Vayatis

We introduce Lipschitz continuous and $C^{1,1}$ geometric approximation and interpolation methods for sampled bounded uniformly continuous functions over compact sets and over complements of bounded open sets in $\mathbb{R}^n$ by using…

Metric Geometry · Mathematics 2016-09-29 Kewei Zhang , Elaine Crooks , Antonio Orlando

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

Analysis of PDEs · Mathematics 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…

Numerical Analysis · Mathematics 2025-12-04 Chuchu Chen , Xinyu Chen , Jialin Hong , Yuqian Miao

This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and…

Numerical Analysis · Mathematics 2023-06-27 Yukun Li , Corey Prachniak , Yi Zhang

We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a…

Probability · Mathematics 2012-01-12 François Bolley , José Alfredo Cañizo , José Antonio Carrillo

Using uniform global Carleman estimates for discrete elliptic and semi-discrete hyperbolic equations, we study Lipschitz and logarithmic stability for the inverse problem of recovering a potential in a semi-discrete wave equation,…

Analysis of PDEs · Mathematics 2014-09-29 Lucie Baudouin , Sylvain Ervedoza , Axel Osses

We study the convergence properties of the conditional (Kullback-Leibler) entropy in stochastic systems. We have proved very general results showing that asymptotic stability is a necessary and sufficient condition for the monotone…

Statistical Mechanics · Physics 2008-04-15 Michael C. Mackey , Marta Tyran-Kaminska

In traditional work on numerical schemes for solving stochastic differential equations (SDEs), it is usually assumed that the coefficients are globally Lipschitz. This assumption has been used to establish a powerful analysis of the…

Probability · Mathematics 2017-09-15 Philip Protter , Lisha Qiu , Jaime San Martin

A distributed average consensus algorithm robust to a wide range of impulsive channel noise distributions is proposed. This work is the first of its kind in the literature to propose a consensus algorithm which relaxes the requirement of…

Systems and Control · Computer Science 2015-06-22 Sivaraman Dasarathan , Cihan Tepedelenlioglu , Mahesh Banavar , Andreas Spanias

Tight estimation of the Lipschitz constant for deep neural networks (DNNs) is useful in many applications ranging from robustness certification of classifiers to stability analysis of closed-loop systems with reinforcement learning…

Machine Learning · Computer Science 2023-01-18 Mahyar Fazlyab , Alexander Robey , Hamed Hassani , Manfred Morari , George J. Pappas

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

Stochastic Gradient Descent (SGD) is widely used in machine learning research. Previous convergence analyses of SGD under the vanishing step-size setting typically require Robbins-Monro conditions. However, in practice, a wider variety of…

Machine Learning · Computer Science 2025-04-18 Ruinan Jin , Difei Cheng , Hong Qiao , Xin Shi , Shaodong Liu , Bo Zhang

We show that asymptotically, completely asynchronous stochastic gradient procedures achieve optimal (even to constant factors) convergence rates for the solution of convex optimization problems under nearly the same conditions required for…

Optimization and Control · Mathematics 2015-08-05 John C. Duchi , Sorathan Chaturapruek , Christopher Ré

We develop an operator-theoretic framework for stability and statistical concentration in nonlinear inverse problems with block-structured parameters. Under a unified set of assumptions combining blockwise Lipschitz geometry, local…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Joe-Mei Feng , Hsin-Hsiung Kao