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We prove explicit error bounds for Markov chain Monte Carlo (MCMC) methods to compute expectations of functions with unbounded stationary variance. We assume that there is a $p\in(1,2)$ so that the functions have finite $L_p$-norm. For…

Statistics Theory · Mathematics 2015-01-27 Daniel Rudolf , Nikolaus Schweizer

The aim of this paper is the derivation of an a-posteriori error estimate for a numerical method based on an exponential scheme in time and spectral Galerkin methods in space. We obtain analytically a rigorous bound on the mean square error…

Numerical Analysis · Mathematics 2017-11-15 Dirk Blömker , Minoo Kamrani

Many probabilistic inference problems such as stochastic filtering or the computation of rare event probabilities require model analysis under initial and terminal constraints. We propose a solution to this bridging problem for the widely…

Systems and Control · Electrical Eng. & Systems 2021-05-28 Michael Backenköhler , Luca Bortolussi , Gerrit Großmann , Verena Wolf

Two approaches are presented for computing upper bounds on Lyapunov exponents and their sums, and on the Lyapunov dimension, among all trajectories of a dynamical system governed by ordinary differential equations. The first approach…

Dynamical Systems · Mathematics 2026-01-22 Jeremy P Parker , David Goluskin

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

Statistics Theory · Mathematics 2015-02-02 Christophe Andrieu , Vladislav B. Tadić , Matti Vihola

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

Optimization and Control · Mathematics 2026-02-18 Johannes Köhler , Melanie N. Zeilinger

The paper is concerned with a posteriori error bounds for a wide class of numerical schemes, for $n\times n$ hyperbolic conservation laws in one space dimension. These estimates are achieved by a "post-processing algorithm", checking that…

Numerical Analysis · Mathematics 2021-04-28 Alberto Bressan , Maria Teresa Chiri , Wen Shen

Bilevel optimization has been recently revisited for designing and analyzing algorithms in hyperparameter tuning and meta learning tasks. However, due to its nested structure, evaluating exact gradients for high-dimensional problems is…

Machine Learning · Computer Science 2019-04-09 Amirreza Shaban , Ching-An Cheng , Nathan Hatch , Byron Boots

We develop a framework for the compression of reversible Markov chains with rigorous error control. Given a subset of selected states, we construct reduced dynamics that can be lifted to an approximation of the full dynamics, and we prove…

Numerical Analysis · Mathematics 2025-09-03 Mark Fornace , Michael Lindsey

With the objective of developing computational methods for stability analysis of switched systems, we consider the problem of finding the minimal lower bounds on average dwell-time that guarantee global asymptotic stability of the origin.…

Optimization and Control · Mathematics 2023-07-24 Sigurdur Hafstein , Aneel Tanwani

A boundary feedback stabilisation problem of non-uniform linear hyperbolic systems of balance laws with additive disturbance is discussed. A continuous and a corresponding discrete Lyapunov function is defined. Using an…

Optimization and Control · Mathematics 2020-06-09 Mapundi Kondwani Banda , Gediyon Weldegiyorgis

Approximate linear programming (ALP) and its variants have been widely applied to Markov Decision Processes (MDPs) with a large number of states. A serious limitation of ALP is that it has an intractable number of constraints, as a result…

Systems and Control · Computer Science 2017-04-11 Chandrashekar Lakshminarayanan , Shalabh Bhatnagar , Csaba Szepesvari

Along the ideas of Curtain and Glover, we extend the balanced truncation method for infinite-dimensional linear systems to bilinear and stochastic systems. Specifically , we apply Hilbert space techniques used in many-body quantum mechanics…

Optimization and Control · Mathematics 2018-11-27 Simon Becker , Carsten Hartmann

We state and analyze a generalization of the "truncation trick" suggested by Gourdon and Sebah to improve the performance of power series evaluation by binary splitting. It follows from our analysis that the values of D-finite functions…

Symbolic Computation · Computer Science 2012-09-25 Marc Mezzarobba

We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression, and variants of this problem including constraints on the parameters of the linear combination. When the input…

Machine Learning · Statistics 2010-07-06 Jean-Yves Audibert , Olivier Catoni

In this paper, we present an empirical balanced truncation method for nonlinear systems with linear time-invariant input vector field components. First, we define differential reachability and observability Gramians. They are matrix valued…

Systems and Control · Computer Science 2019-10-30 Yu Kawano , Jacquelien M. A. Scherpen

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

Machine Learning · Computer Science 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

Harmonic Balance is one of the most popular methods for computing periodic solutions of nonlinear dynamical systems. In this work, we address two of its major shortcomings: First, we investigate to what extent the computational burden of…

Dynamical Systems · Mathematics 2023-03-30 Lukas Woiwode , Malte Krack

In this paper, a multidimensional system of parabolic partial differential equations arising in European option pricing under a regime-switching market model is studied in details. For solving that numerically, one must truncate the domain…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

Option-critic learning is a general-purpose reinforcement learning (RL) framework that aims to address the issue of long term credit assignment by leveraging temporal abstractions. However, when dealing with extended timescales, discounting…

Machine Learning · Computer Science 2019-11-21 Akshay Dharmavaram , Matthew Riemer , Shalabh Bhatnagar
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