Mathematical optimization | Game theory | Mathematical theorems
In mathematics, and in particular game theory, Sion's minimax theorem is a generalization of John von Neumann's minimax theorem, named after Maurice Sion. It states: Let be a compact convex subset of a linear topological space and a convex subset of a linear topological space. If is a real-valued function on with upper semicontinuous and quasi-concave on , , and lower semicontinuous and quasi-convex on , then, (Wikipedia).
Minimax Approximation and the Exchange Algorithm
In this video we'll discuss minimax approximation. This is a method of approximating functions by minimisation of the infinity (uniform) norm. The exchange algorithm is an iterative method of finding the approximation which minimises the infinity norm. FAQ : How do you make these animatio
From playlist Approximation Theory
Proof: Supremum and Infimum are Unique | Real Analysis
If a subset of the real numbers has a supremum or infimum, then they are unique! Uniqueness is a tremendously important property, so although it is almost complete trivial as far as difficulty goes in this case, we would be ill-advised to not prove these properties! In this lesson we'll be
From playlist Real Analysis
Stochastic Gradient Descent and Machine Learning (Lecture 4) by Praneeth Netrapalli
PROGRAM: BANGALORE SCHOOL ON STATISTICAL PHYSICS - XIII (HYBRID) ORGANIZERS: Abhishek Dhar (ICTS-TIFR, India) and Sanjib Sabhapandit (RRI, India) DATE & TIME: 11 July 2022 to 22 July 2022 VENUE: Madhava Lecture Hall and Online This school is the thirteenth in the series. The schoo
From playlist Bangalore School on Statistical Physics - XIII - 2022 (Live Streamed)
Minimization problems and the closest point to a subspace. Approximating sin x with polynomials, better on average than with the Taylor polynomial.
From playlist Linear Algebra Done Right
Proof: Supremum of {1/n} = 1 | Real Analysis
The supremum of the set containing all reciprocals of natural numbers is 1. That is, 1 is the least upper bound of {1/n | n is natural}. We prove this supremum in today's real analysis lesson using the epsilon definition of supremum! Definition of Supremum and Infimum of a Set: https://ww
From playlist Real Analysis
Maximum and Minimum of a set In this video, I define the maximum and minimum of a set, and show that they don't always exist. Enjoy! Check out my Real Numbers Playlist: https://www.youtube.com/playlist?list=PLJb1qAQIrmmCZggpJZvUXnUzaw7fHCtoh
From playlist Real Numbers
Joe Neeman: Gaussian isoperimetry and related topics II
The Gaussian isoperimetric inequality gives a sharp lower bound on the Gaussian surface area of any set in terms of its Gaussian measure. Its dimension-independent nature makes it a powerful tool for proving concentration inequalities in high dimensions. We will explore several consequence
From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability
Maximum modulus principle In this video, I talk about the maximum modulus principle, which says that the maximum of the modulus of a complex function is attained on the boundary. I also show that the same thing is true for the real and imaginary parts, and finally I discuss the strong max
From playlist Complex Analysis
Learning Minimax Estimators Via Online Learning by Praneeth Netrapalli
PROGRAM: ADVANCES IN APPLIED PROBABILITY ORGANIZERS: Vivek Borkar, Sandeep Juneja, Kavita Ramanan, Devavrat Shah, and Piyush Srivastava DATE & TIME: 05 August 2019 to 17 August 2019 VENUE: Ramanujan Lecture Hall, ICTS Bangalore Applied probability has seen a revolutionary growth in resear
From playlist Advances in Applied Probability 2019
Nevanlinna Prize Lecture: Equilibria and fixed points — Constantinos Daskalakis — ICM2018
Equilibria, fixed points, and computational complexity Constantinos Daskalakis Abstract: The concept of equilibrium, in its various forms, has played a central role in the development of Game Theory and Economics. The mathematical properties and computational complexity of equilibria are
From playlist Special / Prizes Lectures
Martin Wainwright: Privacy and statistical minimax: quantitative tradeoffs
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b
From playlist Probability and Statistics
Game Playing 2 - TD Learning, Game Theory | Stanford CS221: Artificial Intelligence (Autumn 2019)
For more information about Stanford's Artificial Intelligence professional and graduate programs visit: https://stanford.io/ai Topics: TD learning, Game theory Percy Liang, Associate Professor & Dorsa Sadigh, Assistant Professor - Stanford University http://onlinehub.stanford.edu/ Associ
From playlist Stanford CS221: Artificial Intelligence: Principles and Techniques | Autumn 2021
Fastest Identification in Linear Systems by Alexandre Proutiere
Program Advances in Applied Probability II (ONLINE) ORGANIZERS: Vivek S Borkar (IIT Bombay, India), Sandeep Juneja (TIFR Mumbai, India), Kavita Ramanan (Brown University, Rhode Island), Devavrat Shah (MIT, US) and Piyush Srivastava (TIFR Mumbai, India) DATE: 04 January 2021 to 08 Januar
From playlist Advances in Applied Probability II (Online)
Approximation fine pour les points rationnels sur les (...) - Wittenberg - Workshop 1 - CEB T2 2019
Olivier Wittenberg (Université Paris-Sud) / 23.05.2019 Approximation fine pour les points rationnels sur les corps de fonctions (Travail en commun avec Olivier Benoist.) La notion d’approximation faible joue un rôle central dans l’étude des points rationnels des variétés rationnellement
From playlist 2019 - T2 - Reinventing rational points
Gregory Miermont - Un panorama des limites d'échelles de cartes aléatoires
UMPA, ENS Lyon, Prix Jaffé 2016 Réalisation technique : Antoine Orlandi (GRICAD) | Tous droits réservés
From playlist Des mathématiciens primés par l'Académie des Sciences 2017
Multivariable Minima and Maxima
Multivariate version of Fermat's theorem, finding and classifying critical points.
From playlist Calc3Exam3Fall2013
Proof: Archimedean Principle of Real Numbers | Real Analysis
Given real numbers a and b, where a is positive, we can always find a natural number m so that n*a is greater than b. In other words, we can add a to itself enough times to get a number greater than b. Equivalently, given any real number x, there exists a natural number greater than x, mea
From playlist Real Analysis
Nonconvex Minimax Optimization - Chi Ji
Seminar on Theoretical Machine Learning Topic: Nonconvex Minimax Optimization Speaker: Chi Ji Affiliation: Princeton University; Member, School of Mathematics Date: November 20, 2019 For more video please visit http://video.ias.edu
From playlist Mathematics
Proof: Minimum of a Set is the Infimum | Real Analysis
The minimum of a set is also the infimum of the set, we will prove this in today's lesson! This also applies to functions, since the range of a function is just a set of values. So if a function takes on a minimum value m, then the minimum m is also the infimum of the function. Recall th
From playlist Real Analysis