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In this paper, we investigate the optimum way to allocate redundancy of finite-length nested codes for modern nonvolatile memories suffering from both permanent defects and transient errors (erasures or random errors). A nested coding…
Coordinate descent algorithms are widely used in machine learning and large-scale data analysis due to their strong optimality guarantees and impressive empirical performance in solving non-convex problems. In this work, we introduce Block…
In this paper we propose a new kind of high order numerical scheme for backward stochastic differential equations(BSDEs). Unlike the traditional $\theta$-scheme, we reduce truncation errors by taking $\theta$ carefully for every subinterval…
Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed…
Stochastic optimization often involves calculating the expected value of a first-order max or min function, known as a first-order loss function. In this context, loss functions are frequently approximated using piecewise linear functions.…
The widespread use of Markov Chain Monte Carlo (MCMC) methods for high-dimensional applications has motivated research into the scalability of these algorithms with respect to the dimension of the problem. Despite this, numerous problems…
We assume a drift condition towards a small set and bound the mean square error of estimators obtained by taking averages along a single trajectory of a Markov chain Monte Carlo algorithm. We use these bounds to construct fixed-width…
Minimax problems have achieved success in machine learning such as adversarial training, robust optimization, reinforcement learning. For theoretical analysis, current optimal excess risk bounds, which are composed by generalization error…
Block-structured problems are central to advances in numerical optimization and machine learning. This paper provides the formalization of convergence analysis for two pivotal algorithms in such settings: the block coordinate descent (BCD)…
The next-to-leading order (NLO) QCD radiative corrections to W+W- production at hadron colliders are well understood. We combine NLO perturbative QCD calculations with soft-gluon resummation of threshold logarithms to find a next-to-next-to…
A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of markovian coupling for linear MC and the idea of small nonlinear perturbations of…
Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…
This article deals with the numerical approximation of Markovian backward stochastic differential equations (BSDEs) with generators of quadratic growth with respect to $z$ and bounded terminal conditions. We first study a slight…
In the book [Meurant and Tichy, SIAM, 2024] we discussed the estimation of error norms in the conjugate gradient (CG) algorithm for solving linear systems $Ax=b$ with a symmetric positive definite matrix $A$, where $b$ and $x$ are vectors.…
Unitary coupled cluster (UCC) theory offers a promising Hermitian alternative to conventional coupled cluster (CC) theory, but its practical implementation is hindered by the non-truncating nature of the Baker-Campbell-Hausdorff (BCH)…
Stochastic chemical reaction networks (SRNs) in cellular systems are commonly modeled as continuous-time Markov chains (CTMCs) describing the dynamics of molecular copy numbers. The exact evaluation of transient copy number statistics is,…
Estimation of the degree of stability and the bounds of solutions to non-autonomous nonlinear systems present major concerns in numerous applied problems. Yet, current techniques are frequently yield overconservative conditions which are…
We present bounds for the finite sample error of sequential Monte Carlo samplers on static spaces. Our approach explicitly relates the performance of the algorithm to properties of the chosen sequence of distributions and mixing properties…
We consider a 3-block Alternating Direction Method of Multipliers (ADMM) for solving nonconvex nonseparable problems with a linear constraint. Inspired by \cite[Sun, Toh and Yang, \textit{SIAM Journal on Optimization}, 25 (2015),…
We present the Stochastic alternate Linearization Method (StochaLM), a token-based method for distributed optimization. This algorithm finds the solution of a consensus optimization problem by solving a sequence of subproblems where some…