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This letter investigates the convergence and concentration properties of the Stochastic Mirror Descent (SMD) algorithm utilizing biased stochastic subgradients. We establish the almost sure convergence of the algorithm's iterates under the…

Optimization and Control · Mathematics 2024-07-09 Anik Kumar Paul , Arun D Mahindrakar , Rachel K Kalaimani

Linear thresholding models postulate that the conditional distribution of a response variable in terms of covariates differs on the two sides of a (typically unknown) hyperplane in the covariate space. A key goal in such models is to learn…

Statistics Theory · Mathematics 2021-10-01 Debarghya Mukherjee , Moulinath Banerjee , Debasri Mukherjee , Ya'acov Ritov

We consider a family of parallel methods for constrained optimization based on projected gradient descents along individual coordinate directions. In the case of polyhedral feasible sets, local convergence towards a regular solution occurs…

Optimization and Control · Mathematics 2015-09-18 Olivier Bilenne

The behavior of many critical phenomena at large distances is expected to be invariant under the full conformal group, rather than only isometries and scale transformations. When studying critical phenomena, approximations are often…

Statistical Mechanics · Physics 2025-12-03 Santiago Cabrera , Gonzalo De Polsi , Nicolás Wschebor

This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…

Applications · Statistics 2011-12-06 Timothy B. Armstrong

We study a class of non-convex and non-smooth problems with \textit{rank} regularization to promote sparsity in optimal solution. We propose to apply the proximal gradient descent method to solve the problem and accelerate the process with…

Optimization and Control · Mathematics 2023-07-28 Mengyuan Zhang , Kai Liu

Contrastive learning -- a modern approach to extract useful representations from unlabeled data by training models to distinguish similar samples from dissimilar ones -- has driven significant progress in foundation models. In this work, we…

Machine Learning · Statistics 2025-10-15 Licong Lin , Song Mei

This paper concerns the worst-case complexity of cyclic coordinate descent (C-CD) for minimizing a convex quadratic function, which is equivalent to Gauss-Seidel method and can be transformed to Kaczmarz method and projection onto convex…

Optimization and Control · Mathematics 2018-08-14 Ruoyu Sun , Yinyu Ye

We present a randomized algorithm to maintain a maximal matching without 3 length augmenting paths in the fully dynamic setting. Consequently, we maintain a $3/2$ approximate maximum cardinality matching. Our algorithm takes expected…

Data Structures and Algorithms · Computer Science 2018-11-06 Manas Jyoti Kashyop , N. S. Narayanaswamy

Reliable detection of out-of-distribution (OOD) inputs is increasingly understood to be a precondition for deployment of machine learning systems. This paper proposes and investigates the use of contrastive training to boost OOD detection…

In this paper, the optimal convergence rate $O\left(N^{-1/2}\right)$ (where $N$ is the total number of iterations performed by the algorithm), without the presence of a logarithmic factor, is proved for mirror descent algorithms with…

Optimization and Control · Mathematics 2025-06-04 Mohammad Alkousa , Fedor Stonyakin , Asmaa Abdo , Mohammad Alcheikh

Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…

Machine Learning · Statistics 2019-06-18 Belhal Karimi , Blazej Miasojedow , Eric Moulines , Hoi-To Wai

Recent advances in noiseless non-adaptive group testing have led to a precise asymptotic characterization of the number of tests required for high-probability recovery in the sublinear regime $k = n^{\theta}$ (with $\theta \in (0,1)$), with…

Data Structures and Algorithms · Computer Science 2021-12-24 Oliver Gebhard , Max Hahn-Klimroth , Olaf Parczyk , Manuel Penschuck , Maurice Rolvien , Jonathan Scarlett , Nelvin Tan

Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on…

Statistics Theory · Mathematics 2017-12-06 Yang Cao , Liyan Xie , Yao Xie , Huan Xu

The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target distribution as equilibrium measure, so that the state of…

Probability · Mathematics 2015-10-28 Chii-Ruey Hwang , Raoul Normand , Sheng-Jhih Wu

Learning algorithms for energy based Boltzmann architectures that rely on gradient descent are in general computationally prohibitive, typically due to the exponential number of terms involved in computing the partition function. In this…

Machine Learning · Computer Science 2018-07-13 Enrique Romero Merino , Ferran Mazzanti Castrillejo , Jordi Delgado Pin , David Buchaca Prats

Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…

Statistics Theory · Mathematics 2015-04-02 Clément Levrard

We consider the distribution of a graph invariant of central similarity proximity catch digraphs (PCDs) based on one dimensional data. The central similarity PCDs are also a special type of parameterized random digraph family defined with…

Combinatorics · Mathematics 2015-03-17 Elvan Ceyhan

The paper focuses on general properties of parametric minimum contrast estimators. The quality of estimation is measured in terms of the rate function related to the contrast, thus allowing to derive exponential risk bounds invariant with…

Statistics Theory · Mathematics 2009-01-07 Yuri Golubev , Vladimir Spokoiny

We study dynamic $(1-\epsilon)$-approximate rounding of fractional matchings -- a key ingredient in numerous breakthroughs in the dynamic graph algorithms literature. Our first contribution is a surprisingly simple deterministic rounding…

Data Structures and Algorithms · Computer Science 2024-02-26 Sayan Bhattacharya , Peter Kiss , Aaron Sidford , David Wajc