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We consider multiagent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we propose a novel dis ...
In this paper, we analyze the recently proposed stochastic primal-dual hybrid gradient (SPDHG) algorithm and provide new theoretical results. In particular, we prove almost sure convergence of the iterates to a solution and linear convergence with standard ...
Max-stable processes are central models for spatial extremes. In this paper, we focus on some space-time max-stable models introduced in Embrechts et al. (2016). The processes considered induce discrete-time Markov chains taking values in the space of cont ...
A convolution algebra is a topological vector space X that is closed under the convolution operation. It is said to be inverse-closed if each element of X whose spectrum is bounded away from zero has a convolution inverse that is also part of the algebra. ...
Many soft natural tissues display a fascinating set of mechanical properties that remains unmatched by manmade counterparts. These unprecedented mechanical properties are achieved through an intricate interplay between the structure and locally varying the ...
The objective of this series is to study metric geometric properties of disjoint unions of Cayley graphs of amenable groups by group properties of the Cayley accumulation points in the space of marked groups. In this Part II, we prove that a disjoint union ...
A local weighted discontinuous Galerkin gradient discretization method for solving elliptic equations is introduced. The local scheme is based on a coarse grid and successively improves the solution solving a sequence of local elliptic problems in high gra ...
We propose a class of novel variance-reduced stochastic conditional gradient methods. By adopting the recent stochastic path-integrated differential estimator technique (SPIDER) of Fang et al. (2018) for the classical Frank-Wolfe (FW) method, we introduce ...
We propose a graph signal processing framework to overcome the computational burden of Tensor Robust PCA (TRPCA). Our framework also serves as a convex alternative to graph regularized tensor factorization methods. Our method is based on projecting a tenso ...
Linear subspace models are pervasive in computational sciences and particularly used for large datasets which are often incomplete due to privacy issues or sampling constraints. Therefore, a critical problem is developing an efficient algorithm for detecti ...