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We analyse a second-order SPDE model in multiple space dimensions and develop estimators for the parameters of this model based on discrete observations of a solution in time and space on a bounded domain. While parameter estimation for one…

Statistics Theory · Mathematics 2023-11-17 Patrick Bossert

The existing Neural ODE formulation relies on an explicit knowledge of the termination time. We extend Neural ODEs to implicitly defined termination criteria modeled by neural event functions, which can be chained together and…

Machine Learning · Computer Science 2021-10-28 Ricky T. Q. Chen , Brandon Amos , Maximilian Nickel

Neural networks have become a prominent approach to solve inverse problems in recent years. Amongst the different existing methods, the Deep Image/Inverse Priors (DIPs) technique is an unsupervised approach that optimizes a highly…

Machine Learning · Computer Science 2023-03-21 Nathan Buskulic , Yvain Quéau , Jalal Fadili

Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…

Numerical Analysis · Mathematics 2016-10-19 Molei Tao

Neural ODEs are increasingly used as continuous-time models for scientific and sensor data, but unconstrained neural ODEs can drift and violate domain invariants (e.g., conservation laws), yielding physically implausible solutions. In turn,…

Machine Learning · Computer Science 2026-03-26 Fangzhou Yu , Yiqi Su , Ray Lee , Shenfeng Cheng , Naren Ramakrishnan

Identifying causal relationships is a challenging yet crucial problem in many fields of science like epidemiology, climatology, ecology, genomics, economics and neuroscience, to mention only a few. Recent studies have demonstrated that…

Real-world systems are often formulated as constrained optimization problems. Techniques to incorporate constraints into Neural Networks (NN), such as Neural Ordinary Differential Equations (Neural ODEs), have been used. However, these…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

We study the derivative-informed learning of nonlinear operators between infinite-dimensional separable Hilbert spaces by neural networks. Such operators can arise from the solution of partial differential equations (PDEs), and are used in…

Numerical Analysis · Mathematics 2025-04-14 Dingcheng Luo , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

We study algorithms for approximating pairwise similarity matrices that arise in natural language processing. Generally, computing a similarity matrix for $n$ data points requires $\Omega(n^2)$ similarity computations. This quadratic…

Machine Learning · Computer Science 2022-04-28 Archan Ray , Nicholas Monath , Andrew McCallum , Cameron Musco

We derive a second-order ordinary differential equation (ODE) which is the limit of Nesterov's accelerated gradient method. This ODE exhibits approximate equivalence to Nesterov's scheme and thus can serve as a tool for analysis. We show…

Machine Learning · Statistics 2015-10-29 Weijie Su , Stephen Boyd , Emmanuel J. Candes

Residual neural networks are state-of-the-art deep learning models. Their continuous-depth analog, neural ordinary differential equations (ODEs), are also widely used. Despite their success, the link between the discrete and continuous…

Machine Learning · Statistics 2024-07-08 Pierre Marion , Yu-Han Wu , Michael E. Sander , Gérard Biau

Linear differential equations and recurrences reveal many properties about their solutions. Therefore, these equations are well-suited for representing solutions and computing with special functions. We identify a large class of existing…

Symbolic Computation · Computer Science 2026-01-14 Louis Gaillard

Solving conditional moment restrictions (CMRs) is a key problem considered in statistics, causal inference, and econometrics, where the aim is to solve for a function of interest that satisfies some conditional moment equalities.…

Machine Learning · Statistics 2025-06-25 Daqian Shao , Ashkan Soleymani , Francesco Quinzan , Marta Kwiatkowska

Second-order two-scale expansions, a unified proof for the regularity of the correctors based on the translation invariant and a lemma for extracting $O(\epsilon)$ from the remainder term are presented for the second order nonlinear…

Mathematical Physics · Physics 2011-09-07 Zhang QiaoFu , Cui JunZhi

We study the problem of learning multivariate log-concave densities with respect to a global loss function. We obtain the first upper bound on the sample complexity of the maximum likelihood estimator (MLE) for a log-concave density on…

Statistics Theory · Mathematics 2018-12-06 Timothy Carpenter , Ilias Diakonikolas , Anastasios Sidiropoulos , Alistair Stewart

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

Multiagent Systems · Computer Science 2020-04-01 Stefan Vlaski , Ali H. Sayed

In recent years, deep learning has been connected with optimal control as a way to define a notion of a continuous underlying learning problem. In this view, neural networks can be interpreted as a discretization of a parametric Ordinary…

Optimization and Control · Mathematics 2020-07-07 Joubine Aghili , Olga Mula

\citet{farrell2021deep} establish non-asymptotic high-probability bounds for general deep feedforward neural network (with rectified linear unit activation function) estimators, with \citet[Theorem 1]{farrell2021deep} achieving a suboptimal…

Econometrics · Economics 2025-12-11 Zhaoji Tang

An a posteriori estimate for the error of a standard Krylov approximation to the matrix exponential is derived. The estimate is based on the defect (residual) of the Krylov approximation and is proven to constitute a rigorous upper bound on…

Numerical Analysis · Mathematics 2020-02-03 Tobias Jawecki , Winfried Auzinger , Othmar Koch

This paper presents a framework for bounding the approximation error in imitation model predictive controllers utilizing neural networks. Leveraging the Lipschitz properties of these neural networks, we derive a bound that guides dataset…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Hendrik Alsmeier , Lukas Theiner , Anton Savchenko , Ali Mesbah , Rolf Findeisen