Quasi-Linearly Invariant Prediction

Quasi-Invariant Optimal Control Problems

Quasi-Invariant Optimal Control Problems

We study in optimal control the important relation between invariance of the problem under a family of transformations, and the existence of preserved quantities along the Pontryagin extremals. Several extensions of Noether theorem are provided, in the direction which enlarges the scope of its application. We formulate a more general version of Noether’s theorem for optimal control problems, wh...

Randomized Quasi-Newton Updates Are Linearly Convergent Matrix Inversion Algorithms

We develop and analyze a broad family of stochastic/randomized algorithms for inverting a matrix. We also develop specialized variants maintaining symmetry or positive definiteness of the iterates. All methods in the family converge globally and linearly (i.e., the error decays exponentially), with explicit rates. In special cases, we obtain stochastic block variants of several quasiNewton upda...

Invariant Subspaces, Quasi-invariant Subspaces, and Hankel Operators

In this paper, using the theory of Hilbert modules we study invariant subspaces of the Bergman spaces on bounded symmetric domains and quasi-invariant sub-spaces of the Segal–Bargmann spaces. We completely characterize small Hankel operators with finite rank on these spaces.

A Linearly Invariant Canonical Form for Multivariate Data