Related papers: Single-Timescale Multi-Sequence Stochastic Approxi…

For multivariate time series (MTS) tasks, previous state space models (SSMs) followed the modeling paradigm of Transformer-based methods. However, none of them explicitly model the complex dependencies of MTS: the Channel Dependency…

Sharpness-aware minimization (SAM) is a recently proposed training method that seeks to find flat minima in deep learning, resulting in state-of-the-art performance across various domains. Instead of minimizing the loss of the current…

Building robust multimodal models are crucial for achieving reliable deployment in the wild. Despite its importance, less attention has been paid to identifying and improving the robustness of Multimodal Sentiment Analysis (MSA) models. In…

Learning complicated value functions in high dimensional state space by function approximation is a challenging task, partially due to that the max-operator used in temporal difference updates can theoretically cause instability for most…

In this paper, we introduce a new extension of the Singular Spectrum Analysis (SSA) called functional SSA to analyze functional time series. The new methodology is developed by integrating ideas from functional data analysis and univariate…

Stochastic approximation (SA) algorithms have been widely applied in minimization problems when the loss functions and/or the gradient information are only accessible through noisy evaluations. Stochastic gradient (SG) descent---a…

We proposed a probabilistic algorithm to solve the Multiple Sequence Alignment problem. The algorithm is a Simulated Annealing (SA) that exploits the representation of the Multiple Alignment between $D$ sequences as a directed polymer in…

Slot Attention (SA) lies at the heart of mainstream Object-Centric Learning (OCL). Image features can be aggregated into object-level representations by SA \textit{iteratively} refining cold-start query slots. For video, such aggregation…

Multiple sequence alignment (MSA) is a fundamental and ubiquitous technique in bioinformatics used to infer related residues among biological sequences. Thus alignment accuracy is crucial to a vast range of analyses, often in ways difficult…

Many statistical problems involve mixture models and the need for computationally efficient methods to estimate the mixing distribution has increased dramatically in recent years. Newton [Sankhya Ser. A 64 (2002) 306--322] proposed a fast…

In this paper, we consider non-convex stochastic bilevel optimization (SBO) problems that have many applications in machine learning. Although numerous studies have proposed stochastic algorithms for solving these problems, they are limited…

This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the use of differential inclusions, set-valued analysis, and…

In the multireference alignment model, a signal is observed by the action of a random circular translation and the addition of Gaussian noise. The goal is to recover the signal's orbit by accessing multiple independent observations. Of…

This paper considers the smooth bilevel optimization in which the lower-level problem is strongly convex and the upper-level problem is possibly nonconvex. We focus on the stochastic setting where the algorithm can access the unbiased…

We propose a stochastic approximation (SA) based method with randomization of samples for policy evaluation using the least squares temporal difference (LSTD) algorithm. Our proposed scheme is equivalent to running regular temporal…

Stochastic saddle point (SSP) problems are, in general, less studied compared to stochastic minimization problems. However, SSP problems emerge from machine learning (adversarial training, e.g., GAN, AUC maximization), statistics (robust…

The vision for smart city imperiously appeals to the implementation of Internet-of-Things (IoT), some features of which, such as massive access and bursty short packet transmissions, require new methods to enable the cellular system to…

Long-context modeling is crucial for next-generation language models, yet the high computational cost of standard attention mechanisms poses significant computational challenges. Sparse attention offers a promising direction for improving…

We study the so-called two-time-scale stochastic approximation, a simulation-based approach for finding the roots of two coupled nonlinear operators. Our focus is to characterize its finite-time performance in a Markov setting, which often…

Theory and application of stochastic approximation (SA) have become increasingly relevant due in part to applications in optimization and reinforcement learning. This paper takes a new look at SA with constant step-size $\alpha>0$, defined…