相关论文: On a Vectorized Version of a Generalized Richardso…

In this paper, we study greedy variants of quasi-Newton methods. They are based on the updating formulas from a certain subclass of the Broyden family. In particular, this subclass includes the well-known DFP, BFGS and SR1 updates. However,…

This paper provides some first steps in developing empirical process theory for functions taking values in a vector space. Our main results provide bounds on the entropy of classes of smooth functions taking values in a Hilbert space, by…

Random matrix theory has become a widely useful tool in high-dimensional statistics and theoretical machine learning. However, random matrix theory is largely focused on the proportional asymptotics in which the number of columns grows…

Results from direct numerical simulations of vertical natural convection at Rayleigh numbers $1.0\times 10^5$-$1.0\times 10^9$ and Prandtl number $0.709$ support a generalised applicability of the Grossmann-Lohse (GL) theory, which was…

We present a multidimensional generalization of Zeckendorf's Theorem (any positive integer can be written uniquely as a sum of non-adjacent Fibonacci numbers) to a large family of linear recurrences. This extends work of Anderson and…

We consider tensor product random fields $Y_d$, $d\in\mathbb{N}$, whose covariance funtions are Gaussian kernels. The average case approximation complexity $n^{Y_d}(\varepsilon)$ is defined as the minimal number of evaluations of arbitrary…

Consider finitely many nets of multivariate c\`adl\`ag stochastic processes. We show that the vectors consisting of the respective minimizing points converge in distribution to a random closed set. This set is given as a cartesian product…

The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…

Approximate solutions of Urysohn integral equations using projection methods involve integrals which need to be evaluated using a numerical quadrature formula. It gives rise to the discrete versions of the projection methods. For $r \geq…

It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…

For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…

Let $G_1,\dots, G_m$ be independent identically distributed Bernoulli random subgraphs of the complete graph ${\cal K}_n$ having vertex sets of random sizes $X_1,\dots, X_m\in \{0,1,2,\dots\}$ and random edge densities $Q_1,\dots, Q_m\in…

The asymptotic analysis of high exceedance probabilities for Gaussian processes and fields has been a blooming research area since J. Pickands introduced the now-standard techniques in the late 60's. The \textit{vector-valued} processes,…

A novel method of summation for power series is developed. The method is based on the self-similar approximation theory. The trick employed is in transforming, first, a series expansion into a product expansion and in applying the…

This paper develops the process of using Richardson Extrapolation to improve the Kernel Density Estimation method, resulting in a more accurate (lower Mean Squared Error) estimate of a probability density function for a distribution of data…

Let $\{X_i\}_{i=-\infty}^{\infty}$ be a sequence of random vectors and $Y_{in}=f_{in}(\mathcal{X}_{i,\ell})$ be zero mean block-variables where $\mathcal{X}_{i,\ell}=(X_i,...,X_{i+\ell-1}),i\geq 1$, are overlapping blocks of length $\ell$…

We analyse a trimmed stochastic process of the form ${}^{(r)}X_t= X_t - \sum_{i=1}^r \Delta_t^{(i)}$, where $(X_t)_{t \geq 0}$ is a driftless subordinator on $\mathbb{R}$ with its jumps on $[0,t]$ ordered as $ \Delta_t^{(1)}\ge…

We study the Subset Balancing problem: given $x \in \mathbb{Z}^n$ and a coefficient set $C \subseteq \mathbb{Z}$, find a nonzero vector $c \in C^n$ such that $c\cdot x = 0$. The standard meet-in-the-middle algorithm runs in time…

This paper studies the generalization performance of iterates obtained by Gradient Descent (GD), Stochastic Gradient Descent (SGD) and their proximal variants in high-dimensional robust regression problems. The number of features is…

For $g < n$, let $b\_1,...,b\_{n-g}$ be $n - g$ independent vectors in $\mathbb{R}^n$ with a common distribution invariant by rotation. Considering these vectors as a basis for the Euclidean lattice they generate, the aim of this paper is…