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This work concerns the local convergence theory of Newton and quasi-Newton methods for convex-composite optimization: minimize f(x):=h(c(x)), where h is an infinite-valued proper convex function and c is C^2-smooth. We focus on the case…

Optimization and Control · Mathematics 2018-06-19 James V. Burke , Abraham Engle

We consider the problem of minimizing convex combinations of the first two eigenvalues of the Dirichlet-Laplacian among open sets of $R^N$ of fixed measure. We show that, by purely elementary arguments, based on the minimality condition, it…

Analysis of PDEs · Mathematics 2016-07-29 Dario Mazzoleni , Davide Zucco

Stochastic optimization has found wide applications in minimizing objective functions in machine learning, which motivates a lot of theoretical studies to understand its practical success. Most of existing studies focus on the convergence…

Artificial Intelligence · Computer Science 2023-07-19 Yunwen Lei

Connected acyclic graphs (trees) are data objects that hierarchically organize categories. Collections of trees arise in a diverse variety of fields, including evolutionary biology, public health, machine learning, social sciences and…

Methodology · Statistics 2025-12-01 Maria Alejandra Valdez Cabrera , Amy D Willis , Armeen Taeb

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

Dynamical Systems · Mathematics 2014-12-03 Manfred Denker , Mikhail Gordin

The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…

Optimization and Control · Mathematics 2014-08-06 Eric C. Chi , Hua Zhou , Kenneth Lange

We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices…

Probability · Mathematics 2020-02-04 Michele Aleandri , Matteo Colangeli , Davide Gabrielli

Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…

Systems and Control · Computer Science 2022-05-30 Kunal Garg , Mayank Baranwal

We study theoretical properties of regularized robust M-estimators, applicable when data are drawn from a sparse high-dimensional linear model and contaminated by heavy-tailed distributions and/or outliers in the additive errors and…

Statistics Theory · Mathematics 2015-01-05 Po-Ling Loh

We are interested in the structure of large Bienaym\'e-Galton-Watson random trees whose offspring distribution is critical and falls within the domain of attraction of a stable law of index $\alpha=1$. In stark contrast to the case $\alpha…

Probability · Mathematics 2018-11-22 Igor Kortchemski , Loïc Richier

Many problems in high-dimensional statistics and optimization involve minimization over nonconvex constraints-for instance, a rank constraint for a matrix estimation problem-but little is known about the theoretical properties of such…

Optimization and Control · Mathematics 2017-10-20 Rina Foygel Barber , Wooseok Ha

The growing complexity of dynamical systems and advances in data collection necessitates robust data-driven control strategies without explicit system identification and robust synthesis. Data-driven stability has been explored in linear…

Optimization and Control · Mathematics 2025-06-11 Andreas Oliveira , Jian Zheng , Mario Sznaier

Limit distributions for the greatest convex minorant and its derivative are considered for a general class of stochastic processes including partial sum processes and empirical processes, for independent, weakly dependent and long range…

Statistics Theory · Mathematics 2016-08-16 D. Anevski , O. Hössjer

Recently, metric learning and similarity learning have attracted a large amount of interest. Many models and optimisation algorithms have been proposed. However, there is relatively little work on the generalization analysis of such…

Machine Learning · Computer Science 2013-03-19 Qiong Cao , Zheng-Chu Guo , Yiming Ying

The majorization-minimization (MM) principle is an extremely general framework for deriving optimization algorithms. It includes the expectation-maximization (EM) algorithm, proximal gradient algorithm, concave-convex procedure, quadratic…

Optimization and Control · Mathematics 2021-06-08 Kenneth Lange , Joong-Ho Won , Alfonso Landeros , Hua Zhou

Two central limit theorems for sample Fr\'echet means are derived, both significant for nonparametric inference on non-Euclidean spaces. The first one, Theorem 2.2, encompasses and improves upon most earlier CLTs on Fr\'echet means and…

Statistics Theory · Mathematics 2016-03-29 Rabi Bhattacharya , Lizhen Lin

We introduce a novel end-to-end approach for learning to cluster in the absence of labeled examples. Our clustering objective is based on optimizing normalized cuts, a criterion which measures both intra-cluster similarity as well as…

Machine Learning · Computer Science 2019-10-18 Azade Nazi , Will Hang , Anna Goldie , Sujith Ravi , Azalia Mirhoseini

We propose a new concept of generalized differentiation of set-valued maps that captures the first order information. This concept encompasses the standard notions of Frechet differentiability, strict differentiability, calmness and…

Optimization and Control · Mathematics 2011-01-04 C. H. Jeffrey Pang

Let $T$ be a tree with induced partial order $\preceq$. We investigate centered Gaussian processes $X=(X_t)_{t\in T}$ represented as $$ X_t=\sigma(t)\sum_{v \preceq t}\alpha(v)\xi_v $$ for given weight functions $\alpha$ and $\sigma$ on $T$…

Probability · Mathematics 2012-12-04 Mikhail Lifshits , Werner Linde

We establish a simple and powerful lemma that provides a criterion for sequences in metric spaces to be Cauchy. Using the lemma, it is then easily verified that the Picard iterates $\{T^nx\}$, where $T$ is a contraction or asymptotic…

General Topology · Mathematics 2016-04-06 Mortaza Abtahi
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