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We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

统计理论 · 数学 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

Iterative imputation is a popular tool to accommodate missing data. While it is widely accepted that valid inferences can be obtained with this technique, these inferences all rely on algorithmic convergence. There is no consensus on how to…

统计计算 · 统计学 2021-10-25 Hanne Ida Oberman , Stef van Buuren , Gerko Vink

Many algorithms feature an iterative loop that converges to the result of interest. The numerical operations in such algorithms are generally implemented using finite-precision arithmetic, either fixed- or floating-point, most of which…

硬件体系结构 · 计算机科学 2019-10-02 He Li , James J. Davis , John Wickerson , George A. Constantinides

We propose stochastic splitting algorithms for solving large-scale composite inclusion problems involving monotone and linear operators. They activate at each iteration blocks of randomly selected resolvents of monotone operators and,…

最优化与控制 · 数学 2025-08-07 Patrick L. Combettes , Javier I. Madariaga

We explore an algorithm for approximating roots of integers, discuss its motivation and derivation, and analyze its convergence rates with varying parameters and inputs. We also perform comparisons with established methods for approximating…

数值分析 · 数学 2021-01-11 William Gerst

Convergence rates in spectral regularization methods quantify the approximation error in inverse problems as a function of the noise level or the number of sampling points. Classical strong convergence rate results typically rely on source…

Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate…

统计理论 · 数学 2009-09-29 Anton Schick , Wolfgang Wefelmeyer

We study a localized notion of uniform convergence known as an "optimistic rate" (Panchenko 2002; Srebro et al. 2010) for linear regression with Gaussian data. Our refined analysis avoids the hidden constant and logarithmic factor in…

机器学习 · 统计学 2021-12-09 Lijia Zhou , Frederic Koehler , Danica J. Sutherland , Nathan Srebro

We analyze the last-iterate convergence of the Anchored Gradient Descent Ascent algorithm for smooth convex-concave min-max problems. While previous work established a last-iterate rate of $\mathcal{O}(1/t^{2-2p})$ for the squared gradient…

Greedy methods have recently been successfully applied to generalized kernel interpolation, or the recovery of a function from data stemming from the evaluation of linear functionals, including the approximation of solutions of linear PDEs…

数值分析 · 数学 2026-01-29 Bernard Haasdonk , Gabriele Santin , Tizian Wenzel , Daniel Winkle

We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…

最优化与控制 · 数学 2025-04-14 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

We analyze the adaptive first order algorithm AMSGrad, for solving a constrained stochastic optimization problem with a weakly convex objective. We prove the $\mathcal{\tilde O}(t^{-1/4})$ rate of convergence for the norm of the gradient of…

机器学习 · 统计学 2020-06-12 Ahmet Alacaoglu , Yura Malitsky , Volkan Cevher

Obtaining the inverse of a large symmetric positive definite matrix $\mathcal{A}\in\mathbb{R}^{p\times p}$ is a continual challenge across many mathematical disciplines. The computational complexity associated with direct methods can be…

数值分析 · 数学 2025-09-03 Ann Paterson , Jennifer Pestana , Victorita Dolean

In this paper we present a novel algorithm for computing a congruence on an inverse semigroup from a collection of generating pairs. This algorithm uses a myriad of techniques from the theories of groups, automata, and inverse semigroups.…

群论 · 数学 2025-12-08 Luna Elliott , Alex Levine , James D. Mitchell

Our main aim is to investigate the approximation properties for the summation integral type operators in a statistical sense. In this regard, we prove the statistical convergence theorem using well known Korovkin theorem and the degree of…

泛函分析 · 数学 2019-12-24 Rishikesh Yadav , Ramakanta Meher , Vishnu Narayan Mishra

This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…

最优化与控制 · 数学 2025-12-12 Chenglong Bao , Yancheng Yuan , Shulan Zhu

Asynchronous methods for solving systems of linear equations have been researched since Chazan and Miranker's pioneering 1969 paper on chaotic relaxation. The underlying idea of asynchronous methods is to avoid processor idle time by…

分布式、并行与集群计算 · 计算机科学 2015-07-16 Haim Avron , Alex Druinsky , Anshul Gupta

Data replication is used in distributed systems to maintain up-to-date copies of shared data across multiple computers in a network. However, despite decades of research, algorithms for achieving consistency in replicated systems are still…

分布式、并行与集群计算 · 计算机科学 2017-08-30 Victor B. F. Gomes , Martin Kleppmann , Dominic P. Mulligan , Alastair R. Beresford

Analysis of the convergence rates of modern convex optimization algorithms can be achived through binary means: analysis of emperical convergence, or analysis of theoretical convergence. These two pathways of capturing information diverge…

机器学习 · 计算机科学 2013-05-20 Patrick Hop , Xinghao Pan

Four new variants of the Computational Order of Convergence (COC) of a one-point iterative method with memory for solving nonlinear equations are presented. Furthermore, the way to approximate the new variants to the local order of…

数值分析 · 数学 2012-02-21 Miquel Grau-Sánchez , Miquel Noguera , Àngela Grau , José R. Herrero