Related papers: Finding Birkhoff Averages via Adaptive Filtering

This paper introduces a new method to tackle the issue of the almost sure convergence of stochastic approximation algorithms defined from a differential inclusion. Under the assumption of slowly decaying step-sizes, we establish that the…

We introduce a new shrinkage variable selection operator for linear models which we term the \emph{adaptive ridge selector} (ARiS). This approach is inspired by the \emph{relevance vector machine} (RVM), which uses a Bayesian hierarchical…

The Frank-Wolfe method has become increasingly useful in statistical and machine learning applications, due to the structure-inducing properties of the iterates, and especially in settings where linear minimization over the feasible set is…

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

A variational formulation of accelerated optimization on normed spaces was recently introduced by considering a specific family of time-dependent Bregman Lagrangian and Hamiltonian systems whose corresponding trajectories converge to the…

This paper is devoted to first-order algorithms for smooth convex optimization with inexact gradients. Unlike the majority of the literature on this topic, we consider the setting of relative rather than absolute inexactness. More…

In this paper, we propose a unified two-phase scheme to accelerate any high-order regularized tensor approximation approach on the smooth part of a composite convex optimization model. The proposed scheme has the advantage of not needing to…

The estimation of the mean matrix of the multivariate normal distribution is addressed in the high dimensional setting. Efron-Morris-type linear shrinkage estimators based on ridge estimators for the precision matrix instead of the…

Numerous problems of both theoretical and practical interest are related to finding shortest (or otherwise optimal) paths in networks, frequently in the presence of some obstacles or constraints. A somewhat related class of problems focuses…

Class imbalance poses a major challenge in different classification tasks, which is a frequently occurring scenario in many real-world applications. Data resampling is considered to be the standard approach to address this issue. The goal…

This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…

We describe a convergence acceleration technique for unconstrained optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average…

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…

We show some level-2 large deviation principles for rational maps satisfying a strong form of non-uniform hyperbolicity, called "Topological Collet-Eckmann". More precisely, we prove a large deviation principle for the distribution of…

Group equivariant neural networks are growing in importance owing to their ability to generalise well in applications where the data has known underlying symmetries. Recent characterisations of a class of these networks that use high-order…

Iterative load balancing algorithms for indivisible tokens have been studied intensively in the past. Complementing previous worst-case analyses, we study an average-case scenario where the load inputs are drawn from a fixed probability…

We present a general mathematical framework for trajectory stratification for simulating rare events. Trajectory stratification involves decomposing trajectories of the underlying process into fragments limited to restricted regions of…

In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…

In the past decades, we have witnessed significant progress in the domain of autonomous driving. Advanced techniques based on optimization and reinforcement learning (RL) become increasingly powerful at solving the forward problem: given…

In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…