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We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality…

Information Theory · Computer Science 2018-12-05 Michael Fauss , Abdelhak M. Zoubir

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…

Probability · Mathematics 2019-04-12 J. F. Gálvez-Rodríguez , M. A. Sánchez-Granero

We study arithmetic distribution relations and the inverse function theorem in algebraic and arithmetic geometry, with an emphasis on versions that can be applied uniformly across families of varieties and maps. In particular, we prove two…

Number Theory · Mathematics 2020-08-20 Yohsuke Matsuzawa , Joseph H. Silverman

Incorporating a deep generative model as the prior distribution in inverse problems has established substantial success in reconstructing images from corrupted observations. Notwithstanding, the existing optimization approaches use gradient…

Machine Learning · Computer Science 2023-01-31 Tianci Liu , Tong Yang , Quan Zhang , Qi Lei

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…

Methodology · Statistics 2023-02-09 Xiao Liu , Kyongmin Yeo

We consider the problem of projecting a convex set onto a subspace, or equivalently formulated, the problem of computing a set obtained by applying a linear mapping to a convex feasible set. This includes the problem of approximating convex…

Optimization and Control · Mathematics 2024-12-11 Gabriela Kováčová , Birgit Rudloff

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…

Optimization and Control · Mathematics 2021-02-26 Seungjoon Lee , Hyungbo Shim

Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…

Optimization and Control · Mathematics 2021-11-19 Xuan Wang , Shaoshuai Mou , Brian. D. O. Anderson

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

Numerical Analysis · Mathematics 2015-03-19 Adam M. Oberman

This work's purpose is to understand the dynamics of some social systems whose properties can be captured by certain iterated function systems. To achieve this intension, we start from the theory of iterated function systems, and then we…

General Finance · Quantitative Finance 2016-09-20 Shilei Wang

In information theory, some optimization problems result in convex optimization problems on strictly convex functionals of probability densities. In this note, we study these problems and show conditions of minimizers and the uniqueness of…

Information Theory · Computer Science 2020-03-17 Tomohiro Nishiyama

The unsupervised task of aligning two or more distributions in a shared latent space has many applications including fair representations, batch effect mitigation, and unsupervised domain adaptation. Existing flow-based approaches estimate…

Machine Learning · Computer Science 2022-03-17 Zeyu Zhou , Ziyu Gong , Pradeep Ravikumar , David I. Inouye

This paper studies distributed algorithms for the extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The considered objective function is the sum of local convex…

Optimization and Control · Mathematics 2016-08-04 Xianlin Zeng , Peng Yi , Yiguang Hong , Lihua Xie

The problem of iterated partial summations is solved for some discrete distributions defined on discrete supports. The power method, usually used as a computational approach to finding matrix eigenvalues and eigenvectors, is in some cases…

Probability · Mathematics 2019-01-28 Michaela Koscova , Radoslav Harman , Jan Macutek

For random variables produced through the inverse transform method, approximate random variables are introduced, which are produced by approximations to a distribution's inverse cumulative distribution function. These approximations are…

Numerical Analysis · Mathematics 2023-06-21 Oliver Sheridan-Methven , Michael Giles

An iterative optimization approach that simultaneously minimizes the energy and optimizes the Lagrange multipliers enforcing desired constraints is presented. The method is tested on previously established benchmark systems and it is proved…

Computational Physics · Physics 2018-08-15 D. Kidd , A. S. Umar , K. Varga
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