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We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

We consider a weak adversarial network approach to numerically solve a class of inverse problems, including electrical impedance tomography and dynamic electrical impedance tomography problems. We leverage the weak formulation of PDE in the…

Numerical Analysis · Mathematics 2020-12-02 Gang Bao , Xiaojing Ye , Yaohua Zang , Haomin Zhou

Neural networks are able to approximate any continuous function on a compact set. However, it is not obvious how to quantify the error of the neural network, i.e., the remaining bias between the function and the neural network. Here, we…

Machine Learning · Statistics 2025-11-04 Gero Junike , Marco Oesting

The goal of model compression is to reduce the size of a large neural network while retaining a comparable performance. As a result, computation and memory costs in resource-limited applications may be significantly reduced by dropping…

Machine Learning · Statistics 2022-11-10 Wenjing Yang , Ganghua Wang , Jie Ding , Yuhong Yang

We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…

Machine Learning · Computer Science 2019-06-19 Ulysse Marteau-Ferey , Dmitrii Ostrovskii , Francis Bach , Alessandro Rudi

We present an algorithm based on continuation techniques that can be applied to solve numerically minimization problems with equality constraints. We focus on problems with a great number of local minima which are hard to obtain by local…

Numerical Analysis · Mathematics 2019-09-17 Elisabete Alberdi , Mikel Antoñana , Joseba Makazaga , Ander Murua

Nonlinear regression problem is one of the most popular and important statistical tasks. The first methods like least squares estimation go back to Gauss and Legendre. Recent models and developments in statistics and machine learning like…

Statistics Theory · Mathematics 2025-02-20 Vladimir Spokoiny

This article discusses nonconforming finite element methods for convex minimization problems and systematically derives dual mixed formulations. Duality relations lead to simple error estimates that avoid an explicit treatment of…

Numerical Analysis · Mathematics 2020-02-07 Sören Bartels

We propose a framework for sensitivity analysis of linear programs (LPs) in minimization form, allowing for simultaneous perturbations in the objective coefficients and right-hand sides, where the perturbations are modeled in a compact,…

Optimization and Control · Mathematics 2015-11-10 Guanglin Xu , Samuel Burer

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

In this article we study the asymptotic behaviour of the least square estimator in a linear regression model based on random observation instances. We provide mild assumptions on the moments and dependence structure on the randomly spaced…

Statistics Theory · Mathematics 2021-10-07 Karine Bertin , Soledad Torres , Lauri Viitasaari

It is shown that the the popular least squares method of option pricing converges even under very general assumptions. This substantially increases the freedom of creating different implementations of the method, with varying levels of…

Computational Finance · Quantitative Finance 2015-11-18 Maciej Klimek , Marcin Pitera

In [Meurant, Pape\v{z}, Tich\'y; Numerical Algorithms 88, 2021], we presented an adaptive estimate for the energy norm of the error in the conjugate gradient (CG) method. In this paper, we extend the estimate to algorithms for solving…

Numerical Analysis · Mathematics 2023-05-04 Jan Papež , Petr Tichý

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

We introduce a unified and computationally efficient framework for regression on network data, addressing limitations of existing models that require specialized estimation procedures or impose restrictive decay assumptions. Our Network…

Methodology · Statistics 2026-01-16 Yingying Ma , Chenlei Leng

We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…

Machine Learning · Statistics 2022-11-17 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…

Machine Learning · Statistics 2023-07-18 Eirini Ioannou , Muni Sreenivas Pydi , Po-Ling Loh

The use of neural networks to approximate partial differential equations (PDEs) has gained significant attention in recent years. However, the approximation of PDEs with localised phenomena, e.g., sharp gradients and singularities, remains…

Numerical Analysis · Mathematics 2025-01-30 Santiago Badia , Wei Li , Alberto F. Martín

This work investigates how using reduced precision data in Convolutional Neural Networks (CNNs) affects network accuracy during classification. More specifically, this study considers networks where each layer may use different precision…

We develop a weak adversarial approach to solving obstacle problems using neural networks. By employing (generalised) regularised gap functions and their properties we rewrite the obstacle problem (which is an elliptic variational…

Optimization and Control · Mathematics 2024-11-28 Amal Alphonse , Michael Hintermüller , Alexander Kister , Chin Hang Lun , Clemens Sirotenko