Related papers: Computing the Gromov--Hausdorff distance using gra…
We investigate fundamental properties of the proximal point algorithm for Lipschitz convex functions on (proper, geodesic) Gromov hyperbolic spaces. We show that the proximal point algorithm from an arbitrary initial point can find a point…
The simulation of high-dimensional problems with manageable computational resource represents a long-standing challenge. In a series of our recent work [25, 17, 18, 24], a class of sparse grid DG methods has been formulated for solving…
In this paper, we propose a second order optimization method to learn models where both the dimensionality of the parameter space and the number of training samples is high. In our method, we construct on each iteration a Krylov subspace…
We introduce a notion of Lorentzian metric space which drops the boundedness condition from our previous work and argue that the properties defining our spaces are minimal. In fact, they are defined by three conditions given by (a) the…
Various tasks in scientific computing can be modeled as an optimization problem on the indefinite Stiefel manifold. We address this using the Riemannian approach, which basically consists of equipping the feasible set with a Riemannian…
In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…
Recently, two concepts from optimal transport theory have successfully been brought to the Gromov--Wasserstein (GW) setting. This introduces a linear version of the GW distance and multi-marginal GW transport. The former can reduce the…
In Athreya, L\"ohr, Winter (2016), an invariance principle is stated for a class of strong Markov processes on tree-like metric measure spaces. It is shown that if the underlying spaces converge Gromov vaguely, then the processes converge…
This paper introduces new parameter-free first-order methods for convex optimization problems in which the objective function exhibits H\"{o}lder smoothness. Inspired by the recently proposed distance-over-gradient (DOG) technique, we…
We propose a new method for unconstrained optimization of a smooth and strongly convex function, which attains the optimal rate of convergence of Nesterov's accelerated gradient descent. The new algorithm has a simple geometric…
In this paper, we study a Markov chain-based stochastic gradient algorithm in general Hilbert spaces, aiming at approximating the optimal solution of a quadratic loss function. We establish probabilistic upper bounds on its convergence. We…
Gromov-Wasserstein (GW) distance is a powerful tool for comparing and aligning probability distributions supported on different metric spaces. Recently, GW has become the main modeling technique for aligning heterogeneous data for a wide…
The Gromov-Wasserstein (GW) variant of optimal transport, designed to compare probability densities defined over distinct metric spaces, has emerged as an important tool for the analysis of data with complex structure, such as ensembles of…
Recently, several works have shown that natural modifications of the classical conditional gradient method (aka Frank-Wolfe algorithm) for constrained convex optimization, provably converge with a linear rate when: i) the feasible set is a…
In proper, geodesic Gromov hyperbolic spaces, we investigate discrete-time gradient flows via the proximal point algorithm for unbounded Lipschitz convex functions. Assuming that the target convex function has negative asymptotic slope…
In this paper, we introduce a pseudometric on the family of isometry classes of (extended) metric spaces. Using it, we obtain a natural compactification of the Gromov-Hausdorff space, which is compatible with ultralimit.
We revisit the classical polygonal line simplification problem and study it using the Hausdorff distance and Fr\'echet distance. Interestingly, no previous authors studied line simplification under these measures in its pure form, namely:…
The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…
Applications in data science, shape analysis and object classification frequently require comparison of probability distributions defined on different ambient spaces. To accomplish this, one requires a notion of distance on a given class of…
The magnitude of metric spaces does not appear to possess a simple, convenient continuity property, and previous studies have presented affirmative results under additional constraints or weaker notions, as well as counterexamples. In this…