Related papers: Optimal linear response for expanding circle maps
We present a framework for performing regression when both covariate and response are probability distributions on a compact interval $\Omega\subset\mathbb{R}$. Our regression model is based on the theory of optimal transportation and links…
Imagine a polygon-shaped platform $P$ and only one static spotlight outside $P$; which direction should the spotlight face to light most of $P$? This problem occurs in maximising the visibility, as well as in limiting the uncertainty in…
In "Recognizing the Maximum of a Sequence", Gilbert and Mosteller analyze a full information game where n measurements from an uniform distribution are drawn and a player (knowing n) must decide at each draw whether or not to choose that…
The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…
In recent papers it has been suggested that human locomotion may be modeled as an inverse optimal control problem. In this paradigm, the trajectories are assumed to be solutions of an optimal control problem that has to be determined. We…
In this paper, we present methods for solving a system of linear equations, $ AX=b $, over tropical semirings. To this end, if possible, we first reduce the order of the system through some row-column analysis, and obtain a new system with…
Among the major difficulties that one may encounter when estimating parameters in a nonlinear regression model are the nonuniqueness of the estimator, its instability with respect to small perturbations of the observations and the presence…
A multidimensional optimization problem is formulated in the tropical mathematics setting as to maximize a nonlinear objective function, which is defined through a multiplicative conjugate transposition operator on vectors in a…
We investigate the effects of linear and optimal nonlinear control in the simple case of one-dimensional unimodal maps. We show that linear feedback relates unimodal maps to invertible ``Henon-like'' maps. This observation should be useful…
In this work we consider data-driven optimization problems where one must maximize a function given only queries at a fixed set of points. This problem setting emerges in many domains where function evaluation is a complex and expensive…
In this paper, we solve a maximization problem where the objective function is quadratic and convex or concave and the constraints set is the reachable value set of a convergent discrete-time affine system. Moreover, we assume that the…
We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…
The problem of optimal estimation of linear functionals $A {\xi}=\int_{0}^{\infty} a(t)\xi(t)dt$ and $A_T{\xi}=\int_{0}^{T} a(t)\xi(t)dt$ depending on the unknown values of random process $\xi(t)$, $t\in R$, with stationary $n$th increments…
One of the central objects in the theory of optimal transport is the Brenier map: the unique monotone transformation which pushes forward an absolutely continuous probability law onto any other given law. A line of recent work has analyzed…
We present an analytical approach for describing spectrally constrained maximum entropy ensembles of finitely connected regular loopy graphs, valid in the regime of weak loop-loop interactions. We derive an expression for the leading two…
We propose a new method for trajectory planning to solve the data harvesting problem. In a two-dimensional mission space, $N$ mobile agents are tasked with the collection of data generated at $M$ stationary sources and delivery to a base…
We develop and analyze methods for computing provably optimal {\em maximum a posteriori} (MAP) configurations for a subclass of Markov random fields defined on graphs with cycles. By decomposing the original distribution into a convex…
In this paper the computational challenges of time-optimal path following are addressed. The standard approach is to minimize the travel time, which inevitably leads to singularities at zero path speed, when reformulating the optimization…
Optimal control of bilinear systems has been a well-studied subject in the area of mathematical control. However, techniques for solving emerging optimal control problems involving an ensemble of structurally identical bilinear systems are…
Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…