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A multi-type branching process is defined as a random tree with labeled vertices, where each vertex produces offspring independently according to the same multivariate probability distribution. We demonstrate that in realizations of the…

Probability · Mathematics 2025-03-31 Jochem Hoogendijk , Ivan Kryven , Rik Versendaal

Typically, the sequence of points generated by an optimization algorithm may have multiple limit points. Under convexity assumptions, however, (sub)gradient methods are known to generate a convergent sequence of points. In this paper, we…

Optimization and Control · Mathematics 2025-06-16 Andrea Cristofari

Learning latent representations from long text sequences is an important first step in many natural language processing applications. Recurrent Neural Networks (RNNs) have become a cornerstone for this challenging task. However, the quality…

Computation and Language · Computer Science 2017-09-25 Yizhe Zhang , Dinghan Shen , Guoyin Wang , Zhe Gan , Ricardo Henao , Lawrence Carin

We propose an approach to analyze the asymptotic behavior of P\'olya urns based on the contraction method. For this, a new combinatorial discrete time embedding of the evolution of the urn into random rooted trees is developed. A…

Probability · Mathematics 2019-02-20 Margarete Knape , Ralph Neininger

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Probability · Mathematics 2025-01-29 Alexander Shmyrov , Vasily Shmyrov

Contraction theory is an analytical tool to study differential dynamics of a non-autonomous (i.e., time-varying) nonlinear system under a contraction metric defined with a uniformly positive definite matrix, the existence of which results…

Machine Learning · Computer Science 2026-03-18 Hiroyasu Tsukamoto , Soon-Jo Chung , Jean-Jacques E. Slotine

Compressing neural nets is an active research problem, given the large size of state-of-the-art nets for tasks such as object recognition, and the computational limits imposed by mobile devices. We give a general formulation of model…

Machine Learning · Computer Science 2017-07-06 Miguel Á. Carreira-Perpiñán

We consider normalizing sequences that can give rise to nondegenerate limittheorems for Birkhoff sums under the iteration of a conservative map. Mostclassical limit theorems involve normalizing sequences that are polynomial,possibly with an…

Dynamical Systems · Mathematics 2018-04-02 Sébastien Gouëzel

The isomonodromy deformation method is applied to the scaling limits in the linear NxN matrix equations with rational coefficients to obtain the deformation equations for the algebraic curves which describe the local behavior of the reduced…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Andrei A. Kapaev

In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…

Optimization and Control · Mathematics 2017-07-18 Ion Matei , John S. Baras

In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…

Probability · Mathematics 2023-09-25 Abhishek Gupta , Rahul Jain , Peter Glynn

We introduce and investigate a new notion of the theory of approximation-the so-called degenerate approximation, i.e. approximation of the function of two (and more) variables (kernel) by means of degenerate function (kernel). We apply…

Probability · Mathematics 2013-03-14 E. Ostrovsky , L. Sirota

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…

Probability · Mathematics 2010-04-08 Jérôme Lelong

We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…

Probability · Mathematics 2010-03-23 Jérôme Lelong

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

Optimization and Control · Mathematics 2025-05-13 Naum Dimitrieski , Jing Cao , Christian Ebenbauer

Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…

Statistics Theory · Mathematics 2008-12-18 François Roueff , Murad S. Taqqu

In response to the continuously changing feedstock supply and market demand for products with different specifications, the processes need to be operated at time-varying operating conditions and targets (e.g., setpoints) to improve the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Lai Wei , Ryan McCloy , Jie Bao

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

Probability · Mathematics 2018-04-24 Christoph Börgers , Claude Greengard

We propose a novel method for estimating nonseparable selection models. We show that, for a given selection function, the potential outcome distributions are nonparametrically identified from the selected outcome distributions and can be…

Econometrics · Economics 2026-05-05 Fan Wu , Yi Xin