SEARCH · Search arXiv
Search indexed arXiv papers on artificial intelligence, large language models, computer vision and robotics. Read source abstracts and follow links to arXiv.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
We propose an approach for sampling powersets under the Boltzmann distribution in an oracle-free way, i.e. without numerically evaluating the associated generating function. Our approach relies on a Poissonised infinite occupancy model and thinning. It yields an explicit sampler for bounded counting sequences and extends under mild growth conditions. We implement the sampler and find runtimes comparable to existing Boltzmann samplers.
Polyak's Heavy Ball (PHB; Polyak, 1964), a.k.a. Classical Momentum, and Nesterov's Accelerated Gradient (NAG; Nesterov, 1983) are well-established momentum-descent methods for optimization. Although the latter generally outperforms the former, primarily, generalizations of PHB-like methods to nonlinear spaces have not been sufficiently explored in the literature. In this paper, we propose a generalization of NAG-like methods for Lie group optimization. This generalization is based on the variational one-to-one correspondence between classical and accelerated momentum methods (Campos et al., 2023). We provide numerical experiments for chosen retractions on the group of rotations based on the Frobenius norm and the Rosenbrock function to demonstrate the effectiveness of our proposed methods, and that align with results of the Euclidean case, that is, a faster convergence rate for NAG.
A finite set of unit vectors is $k$-irreducible if every signed sum of between two and $k$ distinct elements has norm greater than one. Let $\mathcal{R}_k$ be the maximal asymptotic rate of such sets, and let $κ(α)$ be the maximal asymptotic rate of spherical codes with pairwise inner products at most $α$. For $k \ge 2$ we show: \begin{align} \mathcal{R}_k \le \min_{1 \le r \le \lfloor k/2 \rfloor} \frac{1}{r} \, κ\!\left(1 - \frac{1}{2r}\right) \, . \end{align} Combining this with standard sphere packing bounds, for large $k$ we obtain an almost-tight asymptotic comparison with the known lower bounds: \begin{align} \left(\tfrac{1}{2}-o(1)\right) \, \frac{\log_2 k}{k} \le \mathcal{R}_k \le (1 + o(1)) \, \frac{\log_2 k}{k} \, . \end{align}
We study the Longest Edge Bisection (LEB) process as a dynamical system on the projective shape space of simplices. A long-standing conjecture going back to Adler and Rivara-Levin and motivated by finite-element mesh refinement, often taken as a standing assumption, is that this procedure is non-degenerate and, in fact, in a certain way periodic. We prove: \begin{itemize} \item There are 3-dimensional simplices such that the longest edge-bisection algorithm degenerates. \item There is an open set of 4-dimensional simplices on which the longest edge-bisection algorithm degenerates. \item If parametrizing the space of $d$-dimensional simplices by independent standard Gaussian vectors, then as $d$ increases, a random simplex degenerates asymptotically almost surely. \end{itemize} This is realized through exhibiting hyperbolic behaviour of the LEB process. We also exhibit elliptic behaviour that is nonperiodic.
We give a \(3\times 3\) counterexample, valid over every field, to a rank-minimization conjecture of Lin and Wimmer (Bull. Aust. Math. Soc., 84 (3) (2011), 441--443) related to Roth's similarity theorem for the Sylvester matrix equation. We also prove that, over the complex field, no counterexample can occur when one of the two matrix sizes is less than \(3\). Hence the example is dimensionally minimal over the complex field.
We prove a non-asymptotic central limit theorem for vector-valued martingale differences using Stein's method, and use Poisson's equation to extend the result to functions of Markov Chains. We then show that these results can be applied to establish a non-asymptotic central limit theorem for Temporal Difference (TD) learning with averaging.
In the 2004 collection \emph{Unsolved Problems in Mathematical Systems and Control Theory}, Erik Verriest posed the problem of characterizing Riccati stability ``without invoking additional matrices.'' We give such a characterization through a scalar invariant of the resolvent family. The invariant is defined by covariance balances using at most $n^2+1$ frequency--direction pairs. A finite-dimensional separation argument shows that this covariance radius equals the optimal common ellipsoidal norm of the resolvent family. Combined with the strict bounded real lemma, this yields a necessary and sufficient condition for Riccati stability involving only the Hurwitz property of the first matrix and a single scalar inequality. The invariant reduces to the ordinary spectral radius for one matrix, lies between the pointwise spectral-radius and unscaled small-gain levels of the resolvent family, and coincides with the operator-space spectral radius of Shalit and Shamovich for the natural resolvent function space.
This textbook compiles the lecture notes from security courses taught at Oxford in the 2000s, at Royal Holloway in the 2010s, and currently in Hawaii. The early chapters are suitable for a first course in security. The middle chapters have been used in advanced courses. Towards the end there are also some research problems.
Triangulate a simple quadrilateral by connecting all vertices to an additional point. If the vertices carry values, the piecewise linear function can be assigned a Dirichlet energy. We show that the minimal Dirichlet energy as a function of the location of the inserted point is convex, and the location of the minimum is independent of the values at the corners - a quadrilateral has a discrete harmonic center, characterized by an equilibrium of currents across the inserted edges. It turns out that the fixed points of the Möbius involution swapping opposite corners of the quadrilateral are critical points of this energy, so the discrete harmonic center is Möbius-covariant. For tangential and cyclic quadrilaterals the center admits simple closed forms related to the circle centers. The center and its data-independence generalize to polytopes with d + 2 vertices in dimension d, but the conformal characterizations are special to four points in the plane.
In this paper, we prove pathwise uniform convergence at rates up to $1/2$ for tamed exponential Euler schemes for semilinear hyperbolic stochastic evolution equations with superlinearly growing nonlinearities and multiplicative noise. We take the term hyperbolic to mean that the leading operator generates a contractive $C_0$-semigroup but no parabolic smoothing occurs. Under local Lipschitz, polynomial growth, coercivity, and monotonicity conditions on the nonlinearities, we establish pathwise uniform strong error estimates of the form \begin{equation*} \Big(\mathbb{E}\max_{0\le j \le N} \|U(t_j)-U^j\|_X^p\Big)^{1/p} \lesssim \sqrt{k} \end{equation*} on a Hilbert space $X$ for $p\in [2,\infty)$. Here, $U$ is the mild solution and $U^j$ is the tamed exponential Euler approximation at time $t_j=jk$ with step size $k>0$. This extends previous convergence results for non-parabolic SPDEs from globally to locally Lipschitz nonlinearities, allowing both drift and diffusion to grow polynomially. In a stochastic Kato framework, we further establish local and global well-posedness as well as uniform a priori estimates for the mild solution and its approximation. Applications to nonlinear stochastic transport, Airy, wave-type, and dissipatively damped nonlinear Schrödinger equations are included, covering different nonlinearities-stopped and fractionally tamed schemes. For the Klein-Gordon equation with cubic velocity damping, this complements previous results obtained for additive noise.
We present a simple definition of stopping time and its role in the formulation of sequential tests for both centralized and distributed detection, providing a straightforward procedure for obtaining optimal decision rules. Upper bounds for optimal stopping time are derived and numerically shown to possess certain qualitative features expected of the optimal stopping time. The results are extended to any distributed detection network in the form of an acyclic directed graph.
We prove that for every fixed inverse temperature $β< 1 / 2$, with high probability over the disorder, the single-site Glauber dynamics for the $n$-spin Sherrington-Kirkpatrick model mixes from every initial configuration to within total variation distance $\varepsilon$ in $O_β\left(n \log\left(n / \varepsilon\right)\right)$ steps. The bound holds uniformly over all external fields and is optimal up to constants depending only on $β$. The main ingredient is a deterministic criterion for optimal-order Poincaré inequalities in general Ising models, established via the integrated Bakry-Émery criterion together with a new two-spin estimate. A standard application of the localization-scheme framework of Chen and Eldan then upgrades the Poincaré inequality to a modified log-Sobolev inequality, yielding the optimal mixing-time bound. The main ideas underlying the proof of the Poincaré inequality were generated by GPT-5.6 Sol Ultra.
We give a unified method to derive the strong convergence rate of the backward Euler scheme for monotone SDEs in $L^p(Ω)$-norm, with general $p \ge 4$. The results are applied to the backward Euler scheme of SODEs with polynomial growth coefficients. We also generalize the argument to the Galerkin-based backward Euler scheme of SPDEs with polynomial growth coefficients driven by multiplicative trace-class noise.
We consider the distributed compression of Soft Random Geometric Graphs (SRGGs) above the connectivity threshold. We establish the Slepian-Wolf rate region for the SRGG in the setting where there are a finite number of encoders compressing sections of the graph independently. To do so, we prove novel limit theorems and asymptotic equipartition properties for the SRGG and its entropy, which allow us to use random binning techniques for distributed compression.
In our study, Darbo's fixed point theorem and the coupled fixed point theorem have been extended. The two theorems were generalized using $C-class$ mapping. Using the Darbo type theorem, we gave an existence result for a functional integral equation along with an appropriate illustration. In addition, we explored the numerical solution of a given functional integral problem using modified homotopy perturbation.
We introduce a family of recursively generated finite probability distributions obtained from left and right embeddings with overlaps. The construction interpolates between the classical binomial distribution and the non-overlapping Bernoulli product distribution. We derive explicit formulas for the expectation, variance, and the generating function of higher moments, and formulate a conjecture asserting that the Shannon entropy is concave. The conjecture is proved in the two extremal cases and supported by symbolic computations for numerous overlap sequences.
We establish a regularity theorem for second-order elliptic PDEs on $\mathbb{R}^{d}$ in spectral Barron spaces. Under mild ellipticity and smallness assumptions, the solution gains two additional orders of Barron regularity. As a corollary, we identify a class of PDEs whose solutions can be approximated by two-layer neural networks with cosine activation functions, where the width of the neural network is independent of the spatial dimension.
In the field of categorical probability, one uses concepts and techniques from category theory, such as monads and monoidal categories, to study the structures of probability and statistics. In this paper, we connect some ideas from categorical algebra, namely weakly cartesian functors and natural transformations, to the idea of conditioning in probability theory, using Markov categories and probability monads. First of all, we show that under some conditions, the monad associated to a Markov category with conditionals has a weakly cartesian functor and weakly cartesian multiplication. In particular, we show that this is the case for the Giry monad on standard Borel spaces. We then connect this theory to existing results on statistical experiments. We show that for deterministic statistical experiments, the so-called standard measure construction (which can be seen as a generalization of the ``hypernormalizations'' introduced by Jacobs) satisfies a universal property, allowing an equivalent definition which does not rely on the existence of conditionals.