Related papers: Differential analysis of matrix convex functions I…
We consider a class of stochastic gradient optimization schemes. Assuming that the objective function is strongly convex, we prove weak error estimates which are uniform in time for the error between the solution of the numerical scheme,…
We give two different definitions of what it means for a matrix-valued function to be log concave, guided by similar notions in complex differential geometry. After discussing a few simple examples, we proceed to develop some of the basic…
There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…
A natural consequence of the fractional calculus is its extension to a matrix order of differentiation and integration. A matrix-order derivative definition and a matrix-order integration arise from the generalization of the gamma function…
This study focuses on convex functions and their generalized. Thus, we start this study by giving the definition of convex functions and some of their properties and discussing a simple geometric property. Then we generalize E-convex…
We improve and expand in two directions the theory of norms on complex matrices induced by random vectors. We first provide a simple proof of the classification of weakly unitarily invariant norms on the Hermitian matrices. We use this to…
Discrete convex functions are used in many areas, including operations research, discrete-event systems, game theory, and economics. The objective of this paper is to offer a survey on fundamental operations for various kinds of discrete…
We introduce convex function intervals (CFIs): families of convex functions satisfying given level and slope constraints. CFIs naturally arise as constraint sets in economic design, including problems with type-dependent participation…
We introduce a class of doubly infinite complex Jacobi matrices determined by a simple convergence condition imposed on the diagonal and off-diagonal sequences. For each Jacobi matrix belonging to this class, an analytic function, called a…
Abstract convexity generalises classical convexity by considering the suprema of functions taken from an arbitrarily defined set of functions. These are called the abstract linear (abstract affine) functions. The purpose of this paper is to…
We view a conic optimization problem that has a unique solution as a map from its data to its solution. If sufficient regularity conditions hold at a solution point, namely that the implicit function theorem applies to the normalized…
Stochastic methods for minimizing a convex integral functional, as initiated by Robbins and Monro in the early 1950s, rely on the evaluation of a gradient (or subgradient if the function is not smooth) and moving in the corresponding…
Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and it is of interest to learn covariance/correlation at…
A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…
This paper is devoted to the study of generalized differentiation properties of the infimal convolution. This class of functions covers a large spectrum of nonsmooth functions well known in the literature. The subdifferential formulas…
In this article, we employ a standard convex argument to obtain new and refined inequalities related to the matrix mean of two accretive matrices, the numerical radius and the Tsallis relative operator entropy.
In this paper, we propose three approaches for the estimation of the Tucker decomposition of multi-way arrays (tensors) from partial observations. All approaches are formulated as convex minimization problems. Therefore, the minimum is…
In this paper our aim is to prove some monotonicity and convexity results for the modified Struve function of the second kind by using its integral representation. Moreover, as consequences of these results, we present some functional…
Some differential implications of classical Marx-Strohh\"acker theorem are extended for multivalent functions. These results are also generalized for functions with fixed second coefficient by using the theory of first order differential…
This course, intended for undergraduates familiar with elementary calculus and linear algebra, introduces the extension of differential calculus to functions on more general vector spaces, such as functions that take as input a matrix and…