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The "Inertial Forward-Backward algorithm" (IFB) is a powerful tool for convex nonsmooth minimization problems, it gives the well known "fast iterative shrinkage-thresholding algorithm " (FISTA), which enjoys $O\left( {\frac{1}{{{k^2}}}}…

Optimization and Control · Mathematics 2022-02-25 Hongwei Liu , Ting Wang , Zexian Liu

We present the Trust Region Adversarial Functional Subdifferential (TRAFS) algorithm for constrained optimization of nonsmooth convex Lipschitz functions. Unlike previous methods that assume a subgradient oracle model, we work with the…

Optimization and Control · Mathematics 2024-01-30 Kai Jia , Martin Rinard

This paper presents a lower bound for optimizing a finite sum of $n$ functions, where each function is $L$-smooth and the sum is $\mu$-strongly convex. We show that no algorithm can reach an error $\epsilon$ in minimizing all functions from…

Machine Learning · Statistics 2015-10-06 Alekh Agarwal , Leon Bottou

We establish the following fractional Trudinger-Moser type inequality with logarithmic convolution potential $$ \sup_{u\in W^{\frac{1}{2},2}_0(I),\|u\|_{W_0^{\frac{1}{2},2}}\leq1}\int_{I} \int_{I} \log \frac{1}{|x-y|} G(u(x))G(u(y)) \, dx…

Analysis of PDEs · Mathematics 2025-07-29 Huxiao Luo , Shiying Wang

We consider the problem of approximating a function in general nonlinear subsets of $L^2$ when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…

Numerical Analysis · Mathematics 2021-08-12 Philipp Trunschke

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

For a class $F$ of complex-valued functions on a set $D$, we denote by $g_n(F)$ its sampling numbers, i.e., the minimal worst-case error on $F$, measured in $L_2$, that can be achieved with a recovery algorithm based on $n$ function…

Numerical Analysis · Mathematics 2023-05-15 Matthieu Dolbeault , David Krieg , Mario Ullrich

Let $f\in \ell^2(\mathbb Z)$. Define the average of $ f$ over the square integers by $ A_N f(x):=\frac{1}{N}\sum_{k=1}^N f(x+k^2) $. We show that $ A_N$ satisfies a local scale-free $ \ell ^{p}$-improving estimate, for $ 3/2 < p \leq 2$:…

Classical Analysis and ODEs · Mathematics 2021-05-19 Rui Han , Michael T Lacey , Fan Yang

Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…

Optimization and Control · Mathematics 2014-01-28 Christos Thrampoulidis , Samet Oymak , Babak Hassibi

We study a class of non-convex and non-smooth problems with \textit{rank} regularization to promote sparsity in optimal solution. We propose to apply the proximal gradient descent method to solve the problem and accelerate the process with…

Optimization and Control · Mathematics 2023-07-28 Mengyuan Zhang , Kai Liu

We investigate the problem of estimating a function $f$ based on observations from its noisy convolution when the noise exhibits long-range dependence. We construct an adaptive estimator based on the kernel method, derive minimax lower…

Statistics Theory · Mathematics 2017-06-28 Rida Benhaddou

Motivated by the inequality $\|f+g\|_{2}^{2} \leq \|f\|_{2}^{2}+2\|fg\|_{1}+\|g\|^{2}_{2}$, Carbery (2006) raised the question what is the "right" analogue of this estimate in $L^{p}$ for $p \neq 2$. Carlen, Frank, Ivanisvili and Lieb…

Analysis of PDEs · Mathematics 2020-07-29 Paata Ivanisvili , Connor Mooney

This paper presents a novel boundary-optimized fast Fourier extension algorithm for efficient approximation of non-periodic functions. The proposed methodology constructs periodic extensions through strategic utilization of boundary…

Numerical Analysis · Mathematics 2025-08-27 Z. Y. Zhao , Y. F Wang , A. G. Yagola

Let $\bigl\{X_k\bigr\}_{k \in \mathbb{Z}} \in \mathbb{L}^2(\mathcal{T})$ be a stationary process with associated lag operators ${\boldsymbol{\cal C}}_h$. Uniform asymptotic expansions of the corresponding empirical eigenvalues and…

Statistics Theory · Mathematics 2016-02-16 Moritz Jirak

This paper establishes convergence rate bounds for a variant of the proximal alternating direction method of multipliers (ADMM) for solving nonconvex linearly constrained optimization problems. The variant of the proximal ADMM allows the…

Optimization and Control · Mathematics 2017-11-06 Max L. N. Goncalves , Jefferson G. Melo , Renato D. C. Monteiro

Consider finite sequences $X_{[1,n]}=X_1\dots X_n$ and $Y_{[1,n]}=Y_1\dots Y_n$ of length $n$, consisting of i.i.d.\ samples of random letters from a finite alphabet, and let $S$ and $T$ be chosen i.i.d.\ randomly from the unit ball in the…

Probability · Mathematics 2014-09-30 Raphael Hauser , Heinrich Matzinger , Ionel Popescu

Recently, Arjevani et al. [1] established a lower bound of iteration complexity for the first-order optimization under an $L$-smooth condition and a bounded noise variance assumption. However, a thorough review of existing literature on…

Machine Learning · Computer Science 2023-10-30 Bohan Wang , Jingwen Fu , Huishuai Zhang , Nanning Zheng , Wei Chen

We study averages along the integers using the divisor function $d(n)$, and defined as $$K_N f (x) = \frac{1}{D(N)} \sum _{n \leq N} d(n) \,f(x+n) , $$ where $D(N) = \sum _{n=1} ^N d(n) $. We shall show that these averages satisfy a…

Classical Analysis and ODEs · Mathematics 2022-04-01 Christina Giannitsi

We consider estimation of a step function $f$ from noisy observations of a deconvolution $\phi*f$, where $\phi$ is some bounded $L_1$-function. We use a penalized least squares estimator to reconstruct the signal $f$ from the observations,…

Statistics Theory · Mathematics 2008-12-18 Leif Boysen , Axel Munk

We consider best approximation problems in a nonlinear subset $\mathcal{M}$ of a Banach space of functions $(\mathcal{V},\|\bullet\|)$. The norm is assumed to be a generalization of the $L^2$-norm for which only a weighted Monte Carlo…

Numerical Analysis · Mathematics 2021-05-13 Martin Eigel , Reinhold Schneider , Philipp Trunschke