We study estimation of (semi-)inner products between two nonparametric probability distributions, given IID samples from each distribution. These products include relatively well-studied classical L and Sobolev inner products, as well as those induced by translation-invariant reproducing kernels, for which we believe our results are the first. We first propose estimators for these quantities, a...

We introduce a semi-supervised boosting approach (SSDBoost), which directly minimizes the classification errors and maximizes the margins on both labeled and unlabeled samples, without resorting to any upper bounds or approximations. A twostep algorithm based on coordinate descent/ascent is proposed to implement SSDBoost. Experiments on a number of UCI datasets and synthetic data show that SSDB...

The aim of the present work is to analyze the modified mass method for the dynamic Signorini problem with Coulomb friction. We prove that the space semidiscrete problem is equivalent to an upper semi-continuous one-sided Lipschitz differential inclusion and is, therefore, well-posed. We derive an energy balance. Next, considering an implicit time-integration scheme, we prove that, under a certa...

Model selection is linked to model assessment, which is the problem of comparing different models, or model parameters, for a specific learning task. For supervised learning, the standard practical technique is crossvalidation, which is not applicable for semi-supervised and unsupervised settings. In this paper, a new model assessment scheme is introduced which is based on a notion of stability...

We explore the robust replication of forward-start straddles given quoted (Call and Put options) market data. One approach to this problem classically follows semi-infinite linear programming arguments, and we propose a discretisation scheme to reduce its dimensionality and hence its complexity. Alternatively, one can consider the dual problem, consisting in finding optimal martingale measures ...

The use of piecewise quadratic cost functions is extended from stability analysis of piecewise linear systems to performance analysis and optimal control. Lower bounds on the optimal control cost are obtained by semi-definite programming based on the Bellman inequality. This also gives an approximation to the optimal control law. An upper bound to the optimal cost is obtained by another convex ...

Context. Results from gravitational microlensing suggested the existence of a large population of free-floating planetary mass objects. The main conclusion from this work was partly based on constraints from a direct imaging survey. This survey determined upper limits for the frequency of stars that harbor giant exoplanets at large orbital separations. Aims. We want to verify to what extent upp...

We identify a class of potentials for which the semiclassical estimate N(semi) = (1/π)∫ ∞ 0 dr√−V (r)θ[−V (r)] of the number N of (S-wave) bound states provides a (rigorous) lower limit: N {{N(semi)}}, where the double braces denote the integer part. Higher partial waves can be included via the standard replacement of the potential V (r) with the effective -wave potential V (eff) (r)= V (r)+ ( ...

semi-regular locales are extensions of the classical semiregularspaces. we investigate the conditions such that semi-regularizationis a functor. we also investigate the conditions such that semi-regularizationis a reflection or coreflection.