Related papers: Stochastic BDDC algorithms
Coordinate descent algorithms are widely used in machine learning and large-scale data analysis due to their strong optimality guarantees and impressive empirical performance in solving non-convex problems. In this work, we introduce Block…
Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…
Motivated by emerging applications in machine learning, we consider an optimization problem in a general form where the gradient of the objective function is available through a biased stochastic oracle. We assume a bias-control parameter…
This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distributions. In this context, we propose the use of an online…
In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…
The Convolutional Sparse Coding (CSC) model has recently gained considerable traction in the signal and image processing communities. By providing a global, yet tractable, model that operates on the whole image, the CSC was shown to…
Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
Stochastic computing (SC) is an emerging computing technique which offers higher computational density, and lower power over binary-encoded (BE) computation. Unlike BE computation, SC encodes values as probabilistic bitstreams which makes…
This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by L\'evy noise. For such systems, the time evolution of the characteristic function is…
Current-day data centers and high-volume cloud services employ a broad set of heterogeneous servers. In such settings, client requests typically arrive at multiple entry points, and dispatching them to servers is an urgent distributed…
Numerical algorithms for solving problems of mathematical physics on modern parallel computers employ various domain decomposition techniques. Domain decomposition schemes are developed here to solve numerically initial/boundary value…
In recent years, there have been several kinds of energy harvesting networks containing some tiny devices, such as ambient backscatter, ring and renewable sensor networks. During energy harvesting, such networks suffer from the energy…
Extreme weather frequently cause widespread outages in distribution systems (DSs), demonstrating the importance of hardening strategies for resilience enhancement. However, the well-utilization of real-world outage data with associated…
Learning decompositions of expensive-to-evaluate black-box functions promises to scale Bayesian optimisation (BO) to high-dimensional problems. However, the success of these techniques depends on finding proper decompositions that…
We propose an online parametric estimation method of stochastic differential equations with discrete observations and misspecified modelling based on online gradient descent. Our study provides uniform upper bounds for the risks of the…
This paper establishes performance guarantees for online algorithms that schedule stochastic, nonpreemptive jobs on unrelated machines to minimize the expected total weighted completion time. Prior work on unrelated machine scheduling with…
Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…
Load balancing between base stations (BSs) allows BS capacity to be efficiently utilised and avoid outages. Currently, data-driven mechanisms strive to balance inter-BS load and reduce unnecessary handovers. The challenge is that over a…
Well-designed queuing systems form the backbone of modern communications, distributed computing, and content delivery architectures. Designs balancing infrastructure costs and user experience indices require tools from teletraffic theory…