Concept

Uniform convergence

Related publications (251)

Data-Driven Convergence Prediction of Astrobots Swarms

Denis Gillet, Jean-Paul Richard Kneib, Matin Macktoobian, Francesco Basciani

Astrobots are robotic artifacts whose swarms are used in astrophysical studies to generate the map of the observable universe. These swarms have to be coordinated with respect to various desired observations. Such coordination\footnote{\z{A coordination sa ...

2021

Is there an analog of Nesterov acceleration for gradient-based MCMC?

Nicolas Henri Bernard Flammarion, Xiang Cheng

We formulate gradient-based Markov chain Monte Carlo (MCMC) sampling as optimization on the space of probability measures, with Kullback-Leibler (KL) divergence as the objective functional. We show that an under-damped form of the Langevin algorithm perfor ...

INT STATISTICAL INST2021

Low-Rank Updates Of Matrix Functions Ii: Rational Krylov Methods

Daniel Kressner, Alice Cortinovis, Marcel Schweitzer

This work develops novel rational Krylov methods for updating a large-scale matrix function f(A) when A is subject to low-rank modifications. It extends our previous work in this context on polynomial Krylov methods, for which we present a simplified conve ...

SIAM PUBLICATIONS2021

On the nonlinear Dirichlet-Neumann method and preconditioner for Newton's method

Tommaso Vanzan

The Dirichlet-Neumann (DN) method has been extensively studied for linear partial differential equations, while little attention has been devoted to the nonlinear case. In this paper, we analyze the DN method both as a nonlinear iterative method and as a p ...

Springer-Verlag2021

Adaptation in Stochastic Algorithms: From Nonsmooth Optimization to Min-Max Problems and Beyond

Ahmet Alacaoglu

Stochastic gradient descent (SGD) and randomized coordinate descent (RCD) are two of the workhorses for training modern automated decision systems. Intriguingly, convergence properties of these methods are not well-established as we move away from the spec ...

EPFL2021

Uniform parsing for hyperedge replacement grammars

Petter Harald Ericson

It is well known that hyperedge-replacement grammars can generate NP-complete graph languages even under seemingly harsh restrictions. This means that the parsing problem is difficult even in the non-uniform setting, in which the grammar is considered to b ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2021

Learning convergence prediction of astrobots in multi-object spectrographs

Denis Gillet, Jean-Paul Richard Kneib, Matin Macktoobian, Francesco Basciani

Astrobot swarms are used to capture astronomical signals to generate the map of the observable universe for the purpose of dark energy studies. The convergence of each swarm in the course of its coordination has to surpass a particular threshold to yield a ...

2021

Sub‐asymptotic motivation for new conditional multivariate extreme models

Anthony Christopher Davison, Thomas Lugrin, Jonathan A. Tawn

Statistical models for extreme values are generally derived from non-degenerate probabilistic limits that can be used to approximate the distribution of events that exceed a selected high threshold. If convergence to the limit distribution is slow, then th ...

2021

Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs

Assyr Abdulle, Gilles Vilmart

Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide a fully discret ...

EPFL2021

On the Almost Sure Convergence of Stochastic Gradient Descent in Non-Convex Problems

Volkan Cevher, Ali Kavis, Shaul Nadav Hallak

This paper analyzes the trajectories of stochastic gradient descent (SGD) to help understand the algorithm’s convergence properties in non-convex problems. We first show that the sequence of iterates generated by SGD remains bounded and converges with prob ...

2020

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