相关论文: Half-Region Depth for Stochastic Processes

In this paper, we investigate the asymptotic properties of a particular class of state-dependent sweeping processes. While extensive research has been conducted on the existence and uniqueness of solutions for sweeping processes, there is a…

Within the framework of smoothing spline ANOVA, we propose a plug-in kernel ridge regression estimator to estimate the derivatives of the underlying multivariate regression function. We first establish an $L_\infty$ convergence rate of the…

Gerber and Chopin (2015) recently introduced Sequential quasi-Monte Carlo (SQMC) algorithms as an efficient way to perform filtering in state-space models. The basic idea is to replace random variables with low-discrepancy point sets, so as…

We initiate a program of average smoothness analysis for efficiently learning real-valued functions on metric spaces. Rather than using the Lipschitz constant as the regularizer, we define a local slope at each point and gauge the function…

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

Using tail bounds, we introduce a new probabilistic condition for function estimation in stochastic derivative-free optimization which leads to a reduction in the number of samples and eases algorithmic analyses. Moreover, we develop simple…

We prove that the proximal stochastic subgradient method, applied to a weakly convex problem, drives the gradient of the Moreau envelope to zero at the rate $O(k^{-1/4})$. As a consequence, we resolve an open question on the convergence…

The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of higher dimensionality. In such scenarios, the exact depth is…

We consider a fully discrete loosely coupled scheme for incompressible fluid-structure interaction based on the time semi-discrete splitting method introduced in {\emph{[Burman, Durst \& Guzm\'an, arXiv:1911.06760]}}. The splittling method…

Data depth is a powerful nonparametric tool originally proposed to rank multivariate data from center outward. In this context, one of the most archetypical depth notions is Tukey's halfspace depth. In the last few decades notions of depth…

We propose a method for eliminating the truncation error associated with any subspace diagonalization calculation. The new method, called stochastic error correction, uses Monte Carlo sampling to compute the contribution of the remaining…

We propose a novel stochastic gradient method---semi-stochastic coordinate descent (S2CD)---for the problem of minimizing a strongly convex function represented as the average of a large number of smooth convex functions:…

Smoothing is an estimation method whereby a classical state (probability distribution for classical variables) at a given time is conditioned on all-time (both past and future) observations. Here we define a smoothed quantum state for a…

The partial stochastic realization of periodic processes from finite covariance data has recently been solved by Lindquist and Picci based on convex optimization of a generalized entropy functional. The meaning and the role of this…

There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…

This paper studies a method, which has been proposed in the Physics literature by [8, 7, 10], for estimating the quasi-stationary distribution. In contrast to existing methods in eigenvector estimation, the method eliminates the need for…

We consider the problem of minimizing the average of a large number of smooth but possibly non-convex functions. In the context of most machine learning applications, each loss function is non-negative and thus can be expressed as the…

Generalized metric depth understanding is critical for precise vision-guided robotics, which current state-of-the-art (SOTA) vision-encoders do not support. To address this, we propose Vanishing Depth, a self-supervised training approach…

We propose an approach to semantic segmentation that achieves state-of-the-art supervised performance when applied in a zero-shot setting. It thus achieves results equivalent to those of the supervised methods, on each of the major semantic…

In this study, we present and analyze a novel variant of the stochastic gradient descent method, referred as Stochastic data-driven Bouligand Landweber iteration tailored for addressing the system of non-smooth ill-posed inverse problems.…