{"id":"https://openalex.org/W7140124727","doi":"https://doi.org/10.48550/arxiv.2603.19907","title":"Infinite-dimensional spherical-radial decomposition for probabilistic functions, with application to constrained optimal control and Gaussian process regression","display_name":"Infinite-dimensional spherical-radial decomposition for probabilistic functions, with application to constrained optimal control and Gaussian process regression","publication_year":2026,"publication_date":"2026-03-20","ids":{"openalex":"https://openalex.org/W7140124727","doi":"https://doi.org/10.48550/arxiv.2603.19907"},"language":null,"primary_location":{"id":"doi:10.48550/arxiv.2603.19907","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2603.19907","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},"type":"preprint","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.48550/arxiv.2603.19907","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5130369645","display_name":"Kewei Wang","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Wang, Kewei","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5012373865","display_name":"Georg Stadler","orcid":"https://orcid.org/0000-0001-7762-6544"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Stadler, Georg","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5130369645"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.43549999594688416,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.43549999594688416,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.2021999955177307,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.04650000110268593,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.642799973487854},{"id":"https://openalex.org/keywords/dimension","display_name":"Dimension (graph theory)","score":0.5066999793052673},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.4864000082015991},{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.46790000796318054},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.43549999594688416},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.4162999987602234},{"id":"https://openalex.org/keywords/subspace-topology","display_name":"Subspace topology","score":0.41589999198913574},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.4081000089645386},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.3864000141620636}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6728000044822693},{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.642799973487854},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5881999731063843},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.5066999793052673},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.4864000082015991},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.46790000796318054},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.43549999594688416},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.4162999987602234},{"id":"https://openalex.org/C32834561","wikidata":"https://www.wikidata.org/wiki/Q660730","display_name":"Subspace topology","level":2,"score":0.41589999198913574},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.4081000089645386},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4050999879837036},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.3864000141620636},{"id":"https://openalex.org/C74193536","wikidata":"https://www.wikidata.org/wiki/Q574844","display_name":"Kernel (algebra)","level":2,"score":0.3856000006198883},{"id":"https://openalex.org/C2778258933","wikidata":"https://www.wikidata.org/wiki/Q16918986","display_name":"Decomposition method (queueing theory)","level":2,"score":0.33090001344680786},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3228999972343445},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.30790001153945923},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.3066999912261963},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.3059000074863434},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.2847000062465668},{"id":"https://openalex.org/C72010251","wikidata":"https://www.wikidata.org/wiki/Q5265688","display_name":"Determinantal point process","level":4,"score":0.27390000224113464},{"id":"https://openalex.org/C55660270","wikidata":"https://www.wikidata.org/wiki/Q5164377","display_name":"Constrained optimization","level":2,"score":0.2671000063419342},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.26339998841285706},{"id":"https://openalex.org/C81692654","wikidata":"https://www.wikidata.org/wiki/Q225926","display_name":"Kriging","level":2,"score":0.26089999079704285},{"id":"https://openalex.org/C24404364","wikidata":"https://www.wikidata.org/wiki/Q7246846","display_name":"Probabilistic analysis of algorithms","level":3,"score":0.2587999999523163},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.2549000084400177},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.25450000166893005},{"id":"https://openalex.org/C122280245","wikidata":"https://www.wikidata.org/wiki/Q620622","display_name":"Kernel method","level":3,"score":0.2524000108242035}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.48550/arxiv.2603.19907","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2603.19907","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.48550/arxiv.2603.19907","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2603.19907","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"The":[0,40],"spherical-radial":[1],"decomposition":[2],"(SRD)":[3],"is":[4],"an":[5,51],"efficient":[6],"method":[7,85],"for":[8,55,59,105,119],"estimating":[9],"probabilistic":[10,98],"functions":[11],"and":[12,79,91,118],"their":[13],"gradients":[14],"defined":[15],"over":[16],"finite-dimensional":[17,73],"elliptical":[18],"distributions.":[19],"In":[20],"this":[21],"work,":[22],"we":[23,44],"generalize":[24],"the":[25,70,76,82,93,128,131],"SRD":[26,34,48,74],"to":[27],"infinite":[28],"stochastic":[29,108],"dimensions":[30],"by":[31],"combining":[32],"subspace":[33],"with":[35,113],"standard":[36],"Monte":[37],"Carlo":[38],"methods.":[39],"resulting":[41],"method,":[42],"which":[43],"call":[45],"hybrid":[46,84],"infinite-dimensional":[47],"(hiSRD)":[49],"provides":[50],"unbiased,":[52],"low-variance":[53],"estimator":[54],"convex":[56],"sets":[57],"arising,":[58],"instance,":[60],"in":[61,123],"chance-constrained":[62],"optimization.":[63],"We":[64,100],"provide":[65],"a":[66,106],"theoretical":[67],"analysis":[68],"of":[69,72,95,97],"variance":[71],"as":[75],"dimension":[77],"increases,":[78],"show":[80],"that":[81,130],"proposed":[83],"eliminates":[86],"truncation-induced":[87],"bias,":[88],"reduces":[89],"variance,":[90],"allows":[92],"computation":[94],"derivatives":[96],"functions.":[99],"present":[101],"comprehensive":[102],"numerical":[103],"studies":[104],"risk-neutral":[107],"PDE":[109],"optimal":[110],"control":[111],"problem":[112],"joint":[114,135],"chance":[115,136],"state":[116],"constraints,":[117],"optimizing":[120],"kernel":[121],"parameters":[122],"Gaussian":[124],"process":[125,133],"regression":[126],"under":[127],"constraint":[129],"posterior":[132],"satisfies":[134],"constraints.":[137]},"counts_by_year":[],"updated_date":"2026-03-24T06:04:31.470712","created_date":"2026-03-24T00:00:00"}