Publications associées à Transformation de suite

The Almost-Sure Asymptotic Behavior Of The Solution To The Stochastic Heat Equation With Levy Noise

We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a Levy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high peaks over short tim ...

INST MATHEMATICAL STATISTICS2020

Exact Diffusion for Distributed Optimization and Learning-Part II: Convergence Analysis

Ali H. Sayed, Bicheng Ying, Kun Yuan

Part I of this paper developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to the larger set of locally balanced left-sto ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

Exact Diffusion for Distributed Optimization and Learning-Part I: Algorithm Development

Ali H. Sayed, Bicheng Ying, Kun Yuan

This paper develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II of this paper to have a wider stability range an ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

Distributed Value-Function Learning with Linear Convergence Rates

Ali H. Sayed, Kun Yuan, Lucas Cesar Eduardo Cassano

In this paper we develop a fully decentralized algorithm for policy evaluation with off-policy learning and linear function approximation. The proposed algorithm is of the variance reduced kind and achieves linear convergence with O(1) memory requirements. ...

IEEE2019

Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization

Daniel Kuhn, Viet Anh Nguyen, Soroosh Shafieezadeh Abadeh, Peyman Mohajerin Esfahani

We introduce a distributionally robust minimium mean square error estimation model with a Wasserstein ambiguity set to recover an unknown signal from a noisy observation. The proposed model can be viewed as a zero-sum game between a statistician choosing a ...

2019

Location Accuracy Evaluation of ToA-Based Lightning Location Systems Over Mountainous Terrain

Marcos Rubinstein, Wolfgang Schulz, Dongshuai Li

In this paper, we analyze the location error of time of arrival (ToA)-based lightning location systems (LLSs) caused by propagation effects over mountainous terrain around the Santis tower located in the Swiss Alps. The study is based on a full-wave three- ...

Amer Geophysical Union2017

Exact Diffusion for Distributed Optimization and Learning---Part II: Convergence Analysis

Ali H. Sayed, Bicheng Ying, Kun Yuan

Part I of this work developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of combination policies than ea ...

2017

Quantization Design for Distributed Optimization

Colin Neil Jones, Ye Pu, Melanie Nicole Zeilinger

We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbors and the channel has a limited data-rate. A co ...

2017

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Transformation de suite

A Catalyst Framework for Minimax Optimization

The Almost-Sure Asymptotic Behavior Of The Solution To The Stochastic Heat Equation With Levy Noise

Exact Diffusion for Distributed Optimization and Learning-Part II: Convergence Analysis

Exact Diffusion for Distributed Optimization and Learning-Part I: Algorithm Development

Distributed Value-Function Learning with Linear Convergence Rates

Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization

Location Accuracy Evaluation of ToA-Based Lightning Location Systems Over Mountainous Terrain

Exact Diffusion for Distributed Optimization and Learning---Part II: Convergence Analysis

Quantization Design for Distributed Optimization

Polynomial models in finance

Graph Chatbot

Chattez avec Graph Search

The Almost-Sure Asymptotic Behavior Of The Solution To The Stochastic Heat Equation With Levy Noise

Distributed Value-Function Learning with Linear Convergence Rates

Exact Diffusion for Distributed Optimization and Learning-Part I: Algorithm Development

A Catalyst Framework for Minimax Optimization

Quantization Design for Distributed Optimization

Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization

Exact Diffusion for Distributed Optimization and Learning---Part II: Convergence Analysis

Location Accuracy Evaluation of ToA-Based Lightning Location Systems Over Mountainous Terrain

Exact Diffusion for Distributed Optimization and Learning-Part II: Convergence Analysis

Polynomial models in finance