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We define a stochastic variant of the proximal point algorithm in the general setting of nonlinear (separable) Hadamard spaces for approximating zeros of the mean of a stochastically perturbed monotone vector field and prove its convergence…

Optimization and Control · Mathematics 2025-10-14 Nicholas Pischke

Finding a point in the intersection of a collection of closed convex sets, that is the convex feasibility problem, represents the main modeling strategy for many computational problems. In this paper we analyze new stochastic reformulations…

Optimization and Control · Mathematics 2018-01-16 Ion Necoara , Peter Richtarik , Andrei Patrascu

In this paper we consider ill-posed inverse problems, both linear and nonlinear, by a heavy ball method in which a strongly convex regularization function is incorporated to detect the feature of the sought solution. We develop ideas on how…

Numerical Analysis · Mathematics 2024-04-05 Qinian Jin , Qin Huang

Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…

Functional Analysis · Mathematics 2026-01-12 Nida Izhar Mallick , Izhar Uddin

We consider a continuum aggregation model with nonlinear local repulsion given by a degenerate power-law diffusion with general exponent. The steady states and their properties in one dimension are studied both analytically and numerically,…

Analysis of PDEs · Mathematics 2014-03-17 Martin Burger , Razvan Fetecau , Yanghong Huang

For a large class of orthogonal basis functions, there has been a recent identification of expansion methods for computing accurate, stable approximations of a quantity of interest. This paper presents, within the context of uncertainty…

Computation · Statistics 2018-06-13 Jerrad Hampton , Alireza Doostan

In many real-world scenarios, such as gas leak detection or environmental pollutant tracking, solving the Inverse Source Localization and Characterization problem involves navigating complex, dynamic fields with sparse and noisy…

Machine Learning · Computer Science 2025-01-23 Yiwei Shi , Mengyue Yang , Qi Zhang , Weinan Zhang , Cunjia Liu , Weiru Liu

In this paper, we first propose a general inertial proximal point method for the mixed variational inequality (VI) problem. Based on our knowledge, without stronger assumptions, convergence rate result is not known in the literature for…

Optimization and Control · Mathematics 2014-08-04 Caihua Chen , Shiqian Ma , Junfeng Yang

The Wang-Landau algorithm aims at sampling from a probability distribution, while penalizing some regions of the state space and favoring others. It is widely used, but its convergence properties are still unknown. We show that for some…

Statistics Theory · Mathematics 2015-03-19 Pierre E. Jacob , Robin J. Ryder

Generative modeling within constrained sets is essential for scientific and engineering applications involving physical, geometric, or safety requirements (e.g., molecular generation, robotics). We present a unified framework for…

Machine Learning · Computer Science 2026-04-21 Kijung Jeon , Michael Muehlebach , Molei Tao

We propose a novel approach to approximate Bayesian computation (ABC) that seeks to cater for possible misspecification of the assumed model. This new approach can be equally applied to rejection-based ABC and to popular regression…

Methodology · Statistics 2020-08-11 David T. Frazier , Christopher Drovandi , Ruben Loaiza-Maya

We apply methods of the fixed point theory to a Lambda policy iteration with a randomization algorithm for weak contractions mappings. This type of mappings covers a broader range than the strong contractions typically considered in the…

Optimization and Control · Mathematics 2025-10-16 Abdelkader Belhenniche , Roman Chertovskih

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the…

Optimization and Control · Mathematics 2015-06-03 Jianshu Chen , Ali H. Sayed

We propose a technique for the design and analysis of adaptation algorithms in dynamical systems. The technique applies both to systems with conventional Lyapunov-stable target dynamics and to ones of which the desired dynamics around the…

Optimization and Control · Mathematics 2007-05-23 Tyukin Ivan , Danil Prokhorov , Cees van Leeuwen

Stacking is a widely used model averaging technique that asymptotically yields optimal predictions among linear averages. We show that stacking is most effective when model predictive performance is heterogeneous in inputs, and we can…

Methodology · Statistics 2021-10-29 Yuling Yao , Gregor Pirš , Aki Vehtari , Andrew Gelman

The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Optimization and Control · Mathematics 2023-08-08 Bing Tan , Liya Liu , Xiaolong Qin

From a systems biology perspective the majority of cancer models, although interesting and providing a qualitative explanation of some problems, have a major disadvantage in that they usually miss a genuine connection with experimental…

Statistics Theory · Mathematics 2023-05-25 Zuzanna Szymańska , Jakub Skrzeczkowski , Błażej Miasojedow , Piotr Gwiazda

Modern statistical inference tasks often require iterative optimization methods to compute the solution. Convergence analysis from an optimization viewpoint only informs us how well the solution is approximated numerically but overlooks the…

Machine Learning · Statistics 2020-07-27 Tengyuan Liang , Weijie Su

Although adaptive optimization algorithms have been successful in many applications, there are still some mysteries in terms of convergence analysis that have not been unraveled. This paper provides a novel non-convex analysis of adaptive…

Optimization and Control · Mathematics 2025-04-08 Zhishuai Guo , Yi Xu , Wotao Yin , Rong Jin , Tianbao Yang

All living things exhibit adaptations that enable them to survive and reproduce in the natural environment that they inhabit. From a biological standpoint, it has long been understood that adaptation comes from natural selection, whereby…

Biological Physics · Physics 2016-06-22 Nikolai Perunov , Robert Marsland , Jeremy England
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