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We consider the problem of inference for projection parameters in linear regression with increasing dimensions. This problem has been studied under a variety of assumptions in the literature. The classical asymptotic normality result for…

Statistics Theory · Mathematics 2024-01-12 Woonyoung Chang , Arun Kumar Kuchibhotla , Alessandro Rinaldo

In this article, a general problem of sequential statistical inference for general discrete-time stochastic processes is considered. The problem is to minimize an average sample number given that Bayesian risk due to incorrect decision does…

Statistics Theory · Mathematics 2010-10-18 Andrey Novikov

We prove the Adler-Bardeen theorem in a large class of general gauge theories, including nonrenormalizable ones. We assume that the gauge symmetries are general covariance, local Lorentz symmetry and Abelian and non-Abelian Yang-Mills…

High Energy Physics - Theory · Physics 2015-05-26 Damiano Anselmi

We investigate the order of the variance of the optimal alignments score of two independent iid binary random words having the same length. The letters are equiprobable, but the scoring function is such that one letter has a larger score…

Probability · Mathematics 2016-06-17 Christian Houdré , Heinrich Matzinger

We consider a notion of uniform thinning for a finite sequence of random variables $(X_1,...,X_n)$ obtained by removing one random variable, uniformly at random. If a triangular array of random variables $(X_{n,k} : n \in \mathbb{N}_+, 1…

Probability · Mathematics 2007-05-23 Shannon Starr

A fundamental question in computer science is: Is it harder to solve $n$ instances independently than to solve them simultaneously? This question, known as the direct sum question or direct sum theorem, has been paid much attention in…

Computational Complexity · Computer Science 2025-01-16 Daiki Suruga

One of the most often used methods of summing divergent series in physics is the Borel-type summation with control parameters improving convergence, which are defined by some optimization conditions. The well known annoying problem in this…

Mathematical Physics · Physics 2025-02-04 V. I. Yukalov , S. Gluzman

Berry Esseen type bounds to the normal, based on zero- and size-bias couplings, are derived using Stein's method. The zero biasing bounds are illustrated with an application to combinatorial central limit theorems where the random…

Probability · Mathematics 2007-05-23 Larry Goldstein

Recent extensive numerical experiments in high scale machine learning have allowed to uncover a quite counterintuitive phase transition, as a function of the ratio between the sample size and the number of parameters in the model. As the…

Machine Learning · Statistics 2024-01-15 Emmanuel Caron , Stephane Chretien

Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…

Machine Learning · Computer Science 2013-01-01 Ohad Shamir , Tong Zhang

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

Optimization and Control · Mathematics 2018-05-08 Szymon Majewski , Błażej Miasojedow , Eric Moulines

In this article we present first an algorithm for calculating the determining equations associated with so-called ``nonclassical method'' of symmetry reductions (a la Bluman and Cole) for systems of partial differentail equations. This…

solv-int · Physics 2008-02-03 Peter A. Clarkson , Elizabeth L. Mansfield

Bilinear dynamical systems are commonly used in science and engineering because they form a bridge between linear and non-linear systems. However, simulating them is still a challenge because of their large size. Hence, a lot of research is…

Numerical Analysis · Mathematics 2019-03-13 Rajendra Choudhary , Kapil Ahuja

A renormalization-scale-invariant generalization of the diagonal Pad\'e approximants (dPA), developed previously, is extended so that it becomes renormalization-scheme-invariant as well. We do this explicitly when two terms beyond the…

High Energy Physics - Phenomenology · Physics 2009-10-31 G. Cvetic , R. Koegerler

We develop a line-search second-order algorithmic framework for minimizing finite sums. We do not make any convexity assumptions, but require the terms of the sum to be continuously differentiable and have Lipschitz-continuous gradients.…

Optimization and Control · Mathematics 2022-06-28 Daniela di Serafino , Nataša Krejić , Nataša Krklec Jerinkić , Marco Viola

We consider elliptic systems with superlinear and subcritical boundary conditions and a bifurcation parameter as a multiplicative factor. By combining the rescaling method with degree theory and elliptic regularity theory, we prove the…

Analysis of PDEs · Mathematics 2025-11-10 Shalmali Bandyopadhyay , Maya Chhetri , Briceyda Delgado , Nsoki Mavinga , Rosa Pardo

A common approach for minimizing a smooth nonlinear function is to employ finite-difference approximations to the gradient. While this can be easily performed when no error is present within the function evaluations, when the function is…

Optimization and Control · Mathematics 2022-03-24 Hao-Jun Michael Shi , Yuchen Xie , Melody Qiming Xuan , Jorge Nocedal

Resolution over linear equations is a natural extension of the popular resolution refutation system, augmented with the ability to carry out basic counting. Denoted Res(lin_R), this refutation system operates with disjunctions of linear…

Computational Complexity · Computer Science 2019-11-19 Fedor Part , Iddo Tzameret

In this experimental work, we present a general framework based on the Bregman log determinant divergence for preconditioning Hermitian positive definite linear systems. We explore this divergence as a measure of discrepancy between a…

Numerical Analysis · Mathematics 2024-10-10 Andreas A. Bock , Martin S. Andersen

We analyze the convergence of the exponential Lie and exponential Strang splitting applied to inhomogeneous second-order parabolic equations with Dirichlet boundary conditions. A recent result on the smoothing properties of these methods…

Numerical Analysis · Mathematics 2012-12-27 Erwan Faou , Alexander Ostermann , Katharina Schratz