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In this paper, we propose a unified convergence analysis for a class of generic shuffling-type gradient methods for solving finite-sum optimization problems. Our analysis works with any sampling without replacement strategy and covers many…

Optimization and Control · Mathematics 2021-09-21 Lam M. Nguyen , Quoc Tran-Dinh , Dzung T. Phan , Phuong Ha Nguyen , Marten van Dijk

interpretable, and well understood models that are routinely employed even though, as is revealed through prior and posterior predictive checks, these can poorly characterise the spatial heterogeneity in the underlying process of interest.…

Machine Learning · Statistics 2024-04-08 Andrew Zammit-Mangion , Michael D. Kaminski , Ba-Hien Tran , Maurizio Filippone , Noel Cressie

This work proposes a unified theory of regularity in one hypercomplex variable: the theory of $T$-regular functions. In the special case of quaternion-valued functions of one quaternionic variable, this unified theory comprises…

Complex Variables · Mathematics 2026-04-10 Riccardo Ghiloni , Caterina Stoppato

Recently, there has been significant progress in the development of distributed first order methods. (At least) two different types of methods, designed from very different perspectives, have been proposed that achieve both exact and linear…

Information Theory · Computer Science 2017-12-27 Dusan Jakovetic

Recently, Convolution Neural Networks (CNNs) obtained huge success in numerous vision tasks. In particular, DenseNets have demonstrated that feature reuse via dense skip connections can effectively alleviate the difficulty of training very…

Machine Learning · Computer Science 2018-10-04 Mingjie Wang , Jun Zhou , Wendong Mao , Minglun Gong

We present a sparse Gauss-Newton solver for accelerated sensitivity analysis with applications to a wide range of equilibrium-constrained optimization problems. Dense Gauss-Newton solvers have shown promising convergence rates for inverse…

Optimization and Control · Mathematics 2021-07-12 Jonas Zehnder , Stelian Coros , Bernhard Thomaszewski

In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…

Optimization and Control · Mathematics 2022-08-31 Zhenyuan Zhu , Fan Chen , Junyu Zhang , Zaiwen Wen

In this paper, we consider the minimization of a nonsmooth nonconvex objective function $f(x)$ over a closed convex subset $\mathcal{X}$ of $\mathbb{R}^n$, with additional nonsmooth nonconvex constraints $c(x) = 0$. We develop a unified…

Optimization and Control · Mathematics 2024-04-16 Nachuan Xiao , Kuangyu Ding , Xiaoyin Hu , Kim-Chuan Toh

On the sets of $2\pi$-periodic functions $f$, which are defined with a help of $(\psi, \beta)$-integrals of the functions $\varphi$ from $L_{1}$, we establish Lebesgue-type inequalities, in which the uniform norms of deviations of Fourier…

Classical Analysis and ODEs · Mathematics 2023-01-06 Anatoly Serdyuk , Tetiana Stepaniuk

A new fractional non-homogeneous counting process has been introduced and developed using the Kilbas and Saigo three-parameter generalization of the Mittag-Leffler function. The probability distribution function of this process reproduces…

Probability · Mathematics 2024-01-01 Nick Laskin

We prove some Sawyer-type characterizations for multilinear fractional maximal function for the upper triangle case. We also provide some two-weight norm estimates for this operator. As one of the main tools, we use an extension of the…

Classical Analysis and ODEs · Mathematics 2015-02-10 Benoit F. Sehba

Datasets that exhibit non-Gaussian characteristics are common in many fields, while the current modeling framework and available software for non-Gaussian models is limited. We introduce Linear Latent Non-Gaussian Models (LLnGMs), a unified…

Methodology · Statistics 2026-03-02 David Bolin , Xiaotian Jin , Alexandre B. Simas , Jonas Wallin

We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…

Optimization and Control · Mathematics 2025-06-25 Irina Wang , Bart Van Parys , Bartolomeo Stellato

This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…

Optimization and Control · Mathematics 2021-10-15 Shengjun Zhang , Colleen P. Bailey

Penalties that induce smoothness are common in nonparametric regression. In many settings, the amount of smoothness in the data generating function will not be known. Simon and Shojaie (2021) derived convergence rates for nonparametric…

Statistics Theory · Mathematics 2023-08-04 Marlena S. Bannick , Noah Simon

We present a discrete-time algorithm for nonuniform sampling rate conversion that presents low computational complexity and memory requirements. It generalizes arbitrary sampling rate conversion by accommodating time-varying conversion…

Signal Processing · Electrical Eng. & Systems 2021-05-17 Pablo Martínez-Nuevo

In this paper, we study the problem of sampling from distributions of the form p(x) \propto e^{-\beta f(x)} for some function f whose values and gradients we can query. This mode of access to f is natural in the scenarios in which such…

Probability · Mathematics 2020-09-22 Ankur Moitra , Andrej Risteski

Deep neural networks have had an enormous impact on image analysis. State-of-the-art training methods, based on weight decay and DropOut, result in impressive performance when a very large training set is available. However, they tend to…

Machine Learning · Computer Science 2019-09-02 Amal Rannen Triki , Matthew B. Blaschko

In this paper we study the sampling recovery problem for certain relevant multivariate function classes which are not compactly embedded into $L_\infty$. Recent tools relating the sampling numbers to the Kolmogorov widths in the uniform…

Numerical Analysis · Mathematics 2022-10-05 Glenn Byrenheid , Serhii A. Stasyuk , Tino Ullrich

Motivated by applications to distributed optimization over networks and large-scale data processing in machine learning, we analyze the deterministic incremental aggregated gradient method for minimizing a finite sum of smooth functions…

Optimization and Control · Mathematics 2018-01-16 Mert Gurbuzbalaban , Asuman Ozdaglar , Pablo Parrilo