相关论文: Half-Region Depth for Stochastic Processes

The concept of \emph{data depth} in non-parametric multivariate descriptive statistics is the generalization of the univariate rank method to multivariate data. \emph{Halfspace depth} is a measure of data depth. Given a set $S$ of points…

We develop a stochastic trust-region algorithm for minimizing the sum of a possibly nonconvex Lipschitz-smooth function that can only be evaluated stochastically and a nonsmooth, deterministic, convex function. This algorithm, which we call…

Motivated by experimental evidence of violations of the no-slip boundary condition for liquid flow in micron-scale geometries, we propose a simple, complementary experimental technique that has certain advantages over previous studies.…

Motivated by the conspicuous use of momentum-based algorithms in deep learning, we study a nonsmooth nonconvex stochastic heavy ball method and show its convergence. Our approach builds upon semialgebraic (definable) assumptions commonly…

Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…

This paper introduces a new algorithm to approximate smoothed additive functionals for partially observed stochastic differential equations. This method relies on a recent procedure which allows to compute such approximations online, i.e.…

Pseudo depth maps are depth map predicitions which are used as ground truth during training. In this paper we leverage pseudo depth maps in order to segment objects of classes that have never been seen during training. This renders our…

We propose a novel method for semantic segmentation, the task of labeling each pixel in an image with a semantic class. Our method combines the advantages of the two main competing paradigms. Methods based on region classification offer…

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

We propose and analyze the convergence of a novel stochastic forward-backward splitting algorithm for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued maximal monotone cocoercive operator. This…

We propose a framework for descriptively analyzing sets of partial orders based on the concept of depth functions. Despite intensive studies of depth functions in linear and metric spaces, there is very little discussion on depth functions…

Halfspace depth and $\beta$-skeleton depth are two types of depth functions in nonparametric data analysis. The halfspace depth of a query point $q\in \mathbb{R}^d$ with respect to $S\subset\mathbb{R}^d$ is the minimum portion of the…

Model-based derivative-free optimization (DFO) methods are an important class of DFO methods that are known to struggle with solving high-dimensional optimization problems. Recent research has shown that incorporating random subspaces into…

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…

This article introduces a new instrumental variable approach for estimating unknown population parameters with data having nonrandom missing values. With coarse and discrete instruments, Shao and Wang (2016) proposed a semiparametric method…

Smoothing splines provide a powerful and flexible means for nonparametric estimation and inference. With a cubic time complexity, fitting smoothing spline models to large data is computationally prohibitive. In this paper, we use the…

We consider Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part. We consider abstract splitting methods associated with this decomposition where no discretization in space is made. We prove a…

This paper formalizes and analyzes Gaussian smoothing applied to two prominent optimization methods: Stochastic Gradient Descent (GSmoothSGD) and Adam (GSmoothAdam) in deep learning. By attenuating small fluctuations, Gaussian smoothing…