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We propose a convolution-FFT method for pricing European options under the Heston model that leverages a continuously differentiable representation of the joint characteristic function. Unlike existing Fourier-based methods that rely on…

Computational Finance · Quantitative Finance 2025-12-08 Xiang Gao , Cody Hyndman

Robust feature extraction is an integral part of scientific visualization. In unsteady vector field analysis, researchers recently directed their attention towards the computation of near-steady reference frames for vortex extraction, which…

Graphics · Computer Science 2019-09-05 Byungsoo Kim , Tobias Günther

Fine-Grained Image Retrieval~(FGIR) faces challenges in learning discriminative visual representations to retrieve images with similar fine-grained features. Current leading FGIR solutions typically follow two regimes: enforce pairwise…

Computer Vision and Pattern Recognition · Computer Science 2025-12-02 Xin Jiang , Meiqi Cao , Hao Tang , Fei Shen , Zechao Li

In machine unlearning, $(\varepsilon,\delta)-$unlearning is a popular framework that provides formal guarantees on the effectiveness of the removal of a subset of training data, the forget set, from a trained model. For strongly convex…

Machine Learning · Computer Science 2026-02-17 Martin Van Waerebeke , Marco Lorenzi , Kevin Scaman , El Mahdi El Mhamdi , Giovanni Neglia

Learning discriminative features for effectively separating abnormal events from normality is crucial for weakly supervised video anomaly detection (WS-VAD) tasks. Existing approaches, both video and segment-level label oriented, mainly…

Computer Vision and Pattern Recognition · Computer Science 2023-02-13 Hang Zhou , Junqing Yu , Wei Yang

We introduce a variant of Multicut Decomposition Algorithms (MuDA), called CuSMuDA (Cut Selection for Multicut Decomposition Algorithms), for solving multistage stochastic linear programs that incorporates strategies to select the most…

Optimization and Control · Mathematics 2019-07-23 Michelle Bandarra , Vincent Guigues

FISTA is a popular convex optimisation algorithm which is known to converge at an optimal rate whenever a minimiser is contained in a suitable Hilbert space. We propose a modified algorithm where each iteration is performed in a subset…

Optimization and Control · Mathematics 2022-10-06 Antonin Chambolle , Robert Tovey

Recently, the vision transformer (ViT) has made breakthroughs in image recognition. Its self-attention mechanism (MSA) can extract discriminative labeling information of different pixel blocks to improve image classification accuracy.…

Computer Vision and Pattern Recognition · Computer Science 2022-11-28 Chao Hu , Liqiang Zhu , Weibin Qiu , Weijie Wu

Unsupervised domain adaptation (UDA) aims to adapt a model trained on the source domain (e.g. synthetic data) to the target domain (e.g. real-world data) without requiring further annotations on the target domain. This work focuses on UDA…

Computer Vision and Pattern Recognition · Computer Science 2022-07-27 Lukas Hoyer , Dengxin Dai , Luc Van Gool

In optimization-based image restoration models, the correct selection of hyperparameters is crucial for achieving superior performance. However, current research typically involves manual tuning of these hyperparameters, which is highly…

Optimization and Control · Mathematics 2026-04-03 Hang Xie , Xuewen Li , Peili Li , Qiuyu Wang

Predictive models can be used on high-dimensional brain images for diagnosis of a clinical condition. Spatial regularization through structured sparsity offers new perspectives in this context and reduces the risk of overfitting the model…

We introduce submodel co-training, a regularization method related to co-training, self-distillation and stochastic depth. Given a neural network to be trained, for each sample we implicitly instantiate two altered networks, ``submodels'',…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Hugo Touvron , Matthieu Cord , Maxime Oquab , Piotr Bojanowski , Jakob Verbeek , Hervé Jégou

Graph-based variational methods have recently shown to be highly competitive for various classification problems of high-dimensional data, but are inherently difficult to handle from an optimization perspective. This paper proposes a convex…

Optimization and Control · Mathematics 2017-02-17 Egil Bae , Ekaterina Merkurjev

In this paper, we describe and establish iteration-complexity of two accelerated composite gradient (ACG) variants to solve a smooth nonconvex composite optimization problem whose objective function is the sum of a nonconvex differentiable…

Optimization and Control · Mathematics 2021-03-09 Jiaming Liang , Renato D. C. Monteiro , Chee-Khian Sim

This paper presents an accelerated proximal gradient method for multiobjective optimization, in which each objective function is the sum of a continuously differentiable, convex function and a closed, proper, convex function. Extending…

Optimization and Control · Mathematics 2023-06-08 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

Dimension of the encoder output (i.e., the code layer) in an autoencoder is a key hyper-parameter for representing the input data in a proper space. This dimension must be carefully selected in order to guarantee the desired reconstruction…

Machine Learning · Computer Science 2021-02-02 Pedram Fekri , Ali Akbar Safavi , Mehrdad Hosseini Zadeh , Peyman Setoodeh

We propose several deep-learning accelerated optimization solvers with convergence guarantees. We use ideas from the analysis of accelerated forward-backward schemes like FISTA, but instead of the classical approach of proving convergence…

Optimization and Control · Mathematics 2021-05-12 Sebastian Banert , Jevgenija Rudzusika , Ozan Öktem , Jonas Adler

Introduced by Beck and Teboulle, FISTA (for Fast Iterative Shrinkage-Thresholding Algorithm) is a first-order method widely used in convex optimization. Adapted from Nesterov's accelerated gradient method for convex functions, the generated…

Optimization and Control · Mathematics 2024-07-25 Jean-François Aujol , Charles Dossal , Hippolyte Labarrière , Aude Rondepierre

How to extract more and useful information for single image super resolution is an imperative and difficult problem. Learning-based method is a representative method for such task. However, the results are not so stable as there may exist…

Image and Video Processing · Electrical Eng. & Systems 2020-03-25 Hu Liang , Shengrong Zhao

We study the problem of efficiently computing the derivative of the fixed-point of a parametric nondifferentiable contraction map. This problem has wide applications in machine learning, including hyperparameter optimization, meta-learning…

Machine Learning · Statistics 2024-06-05 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo