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We propose the first algorithms with non-asymptotic convergence guarantees for computing the Petz-Augustin capacity, which generalizes the channel capacity and characterizes the optimal error exponent in classical-quantum channel coding.…

Information Theory · Computer Science 2026-01-13 Chun-Neng Chu , Wei-Fu Tseng , Yen-Huan Li

The ODE method has been a workhorse for algorithm design and analysis since the introduction of the stochastic approximation. It is now understood that convergence theory amounts to establishing robustness of Euler approximations for ODEs,…

Optimization and Control · Mathematics 2020-10-02 Shuhang Chen , Adithya Devraj , Andrey Bernstein , Sean Meyn

We study generalizations of the Schr\"odinger problem in statistical mechanics in two directions: when the density is constrained at more than two times, and when the joint law of the initial and final positions for the particles is…

Probability · Mathematics 2020-01-30 Aymeric Baradat , Christian Léonard

The problem of determining the achievable sensitivity with digitization exhibiting minimal complexity is addressed. In this case, measurements are exclusively available in hard-limited form. Assessing the achievable sensitivity via the…

Information Theory · Computer Science 2021-06-11 Manuel S. Stein

For the solution of the free Schr\"odinger equation, we obtain the optimal constants and characterise extremisers for forward and reverse smoothing estimates which are global in space and time, contain a homogeneous and radial weight in the…

Analysis of PDEs · Mathematics 2014-09-23 Neal Bez , Mitsuru Sugimoto

This paper focuses on the further development of the Lie bracket approximation approach for optimization and control via extremum seeking systems. Classical results in this area provide algorithms with exponential convergence rates for…

Optimization and Control · Mathematics 2026-05-25 Victoria Grushkovskaya , Sameh A. Eisa

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Optimization and Control · Mathematics 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

Two non-equidistant grid implementations of infinite range exterior complex scaling are introduced that allow for perfect absorption in the time dependent Schr\"odinger equation. Finite element discrete variables grid discretizations…

Computational Physics · Physics 2015-09-17 Markus Weinmüller , Michael Weinmüller , Jonathan Rohland , Armin Scrinzi

For $s\geqslant d$, we obtain the leading term as $N\to \infty$ of the maximal weighted $N$-point Riesz $s$-polarization (or Chebyshev constant) for a certain class of $d$-rectifiable compact subsets of $\mathbb{R}^p$. This class includes…

Classical Analysis and ODEs · Mathematics 2017-03-02 S. V. Borodachov , D. P. Hardin , A. Reznikov , E. B. Saff

Ample empirical evidence in deep neural network training suggests that a variety of optimizers tend to find nearly global optima. In this article, we adopt the reversed perspective that convergence to an arbitrary point is assumed rather…

Machine Learning · Computer Science 2025-10-13 Jerome Bolte , Quoc-Tung Le , Edouard Pauwels

We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…

Statistics Theory · Mathematics 2024-11-06 Ryan Cotsakis , Elena Di Bernardino , Thomas Opitz

In this paper, we propose a distributed first-order algorithm with backtracking linesearch for solving multi-agent minimisation problems, where each agent handles a local objective involving nonsmooth and smooth components. Unlike existing…

Optimization and Control · Mathematics 2025-05-14 Felipe Atenas , Minh N. Dao , Matthew K. Tam

Conductivity reconstruction in an inverse eddy current problem is considered in the present paper. With the electric field measurement on part of domain boundary, we formulate the reconstruction problem to a constrained optimization problem…

Numerical Analysis · Mathematics 2023-07-04 Junqing Chen , Zehao Long

We establish an unexpected phenomenon of strong regularization along normal convergence on Wiener chaoses. For every sequence of chaotic random variables, convergence in law to the Gaussian distribution is upgraded to superconvergence: the…

Probability · Mathematics 2024-06-21 Ronan Herry , Dominique Malicet , Guillaume Poly

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

Optimization and Control · Mathematics 2026-02-12 Ching-pei Lee , Stephen J. Wright

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graph ${\bf G}(N,p)$. For $N^{-1+o(1)}\leq p\leq 1/2$, we show that the non-trivial edge eigenvectors are asymptotically jointly normal.…

Probability · Mathematics 2026-02-24 Yukun He , Jiaoyang Huang , Chen Wang

We consider parabolic evolution equations with Lipschitz continuous and strongly monotone spatial operators. By introducing an additional variable, we construct an equivalent system where the operator is a Lipschitz continuous mapping from…

Numerical Analysis · Mathematics 2026-01-21 Nina Beranek , Robin Smeets , Rob Stevenson

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

Lipschitz Bound Estimation is an effective method of regularizing deep neural networks to make them robust against adversarial attacks. This is useful in a variety of applications ranging from reinforcement learning to autonomous systems.…

Machine Learning · Computer Science 2022-07-18 Sarosij Bose

In the design of greedy algorithms for the maximum cardinality matching problem the utilization of degree information when selecting the next edge is a well established and successful approach. We define the class of "degree sensitive"…

Data Structures and Algorithms · Computer Science 2016-12-21 Bert Besser , Bastian Werth