Found 284 Documents (Results 1–100)
A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques. (English) Zbl 07927934
MSC:
62-XX
Online causal inference with application to near real-time post-market vaccine safety surveillance. (English) Zbl 07923601
MSC:
62P10
Stochastic algorithms with geometric step decay converge linearly on sharp functions. (English) Zbl 07915913
The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning. (English) Zbl 07910148
Convergence guarantees for forward gradient descent in the linear regression model. (English) Zbl 07901368
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains. (English) Zbl 07900846
Efficient mini-batch stochastic gradient descent with centroidal Voronoi tessellation for PDE-constrained optimization under uncertainty. (English) Zbl 07893175
A diffusion process perspective on posterior contraction rates for parameters. (English) Zbl 07892646
On some works of Boris Teodorovich Polyak on the convergence of gradient methods and their development. (English) Zbl 07862397
MSC:
90C52
Optimal and instance-dependent guarantees for Markovian linear stochastic approximation. (English) Zbl 07854615
Confidence region for distributed stochastic optimization problem via stochastic gradient tracking method. (English) Zbl 07847038
MSC:
93E20
A robust model-based clustering based on the geometric median and the median covariation matrix. (English) Zbl 1536.62009
The right complexity measure in locally private estimation: it is not the Fisher information. (English) Zbl 1539.62080
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data. (English) Zbl 1539.90045
MSC:
90C15
Stochastic fixed-point iterations for nonexpansive maps: convergence and error bounds. (English) Zbl 1539.47115
Distributed stochastic compositional optimization problems over directed networks. (English) Zbl 1536.90137
Backward importance sampling for online estimation of state space models. (English) Zbl 07792629
MSC:
62-XX
An asymptotic analysis of random partition based minibatch momentum methods for linear regression models. (English) Zbl 07792042
MSC:
62-XX
Online bootstrap inference for policy evaluation in reinforcement learning. (English) Zbl 07784954
MSC:
62-XX
Parallel and distributed asynchronous adaptive stochastic gradient methods. (English) Zbl 1519.90142
Non-asymptotic analysis of stochastic approximation algorithms for streaming data. (English) Zbl 07730450
A systematic approach to Lyapunov analyses of continuous-time models in convex optimization. (English) Zbl 1522.90102
Distributed optimal frequency control under communication packet loss in multi-agent electric energy systems. (English) Zbl 1520.93343
Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient. (English) Zbl 07709745
Convergence of gradient algorithms for nonconvex \(C^{1+ \alpha}\) cost functions. (English) Zbl 07708673
Central limit theorems for stochastic gradient descent with averaging for stable manifolds. (English) Zbl 07707073
Scalable Bayesian approach for the DINA Q-matrix estimation combining stochastic optimization and variational inference. (English) Zbl 1514.62308
A probability approximation framework: Markov process approach. (English) Zbl 1521.60039
Reviewer: Alex V. Kolnogorov (Novgorod)
Beating a benchmark: dynamic programming may not be the right numerical approach. (English) Zbl 1516.91055
Semi-discrete optimal transport: hardness, regularization and numerical solution. (English) Zbl 1518.90049
Probability maximization via Minkowski functionals: convex representations and tractable resolution. (English) Zbl 1518.90055
On the asymptotic rate of convergence of stochastic Newton algorithms and their weighted averaged versions. (English) Zbl 1516.90036
Comput. Optim. Appl. 84, No. 3, 921-972 (2023); correction ibid. 87, No. 2, 705-706 (2024).
Accelerated and instance-optimal policy evaluation with linear function approximation. (English) Zbl 07669892
Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions. (English) Zbl 1515.90079
Iterate averaging, the Kalman filter, and 3DVAR for linear inverse problems. (English) Zbl 1506.65074
Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm. (English) Zbl 1509.90145
Technical note – knowledge gradient for selection with covariates: consistency and computation. (English) Zbl 1533.91125
MSC:
91B06
Estimation and inference in adaptive learning models with slowly decreasing gains. (English) Zbl 07730963
First-order Newton-type estimator for distributed estimation and inference. (English) Zbl 1515.62051
Smoothed variable sample-size accelerated proximal methods for nonsmooth stochastic convex programs. (English) Zbl 1511.90311
Solving stochastic optimization with expectation constraints efficiently by a stochastic augmented Lagrangian-type algorithm. (English) Zbl 07640777
MSC:
90Cxx
Generalization error rates in kernel regression: the crossover from the noiseless to noisy regime. (English) Zbl 1539.68255
A stochastic Nesterov’s smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization. (English) Zbl 1508.90042
Computation for latent variable model estimation: a unified stochastic proximal framework. (English) Zbl 1499.62441
Beyond sub-Gaussian noises: sharp concentration analysis for stochastic gradient descent. (English) Zbl 07625199
MSC:
68T05
Assessments of epistemic uncertainty using Gaussian stochastic weight averaging for fluid-flow regression. (English) Zbl 07599644
Asymptotic properties of stationary solutions of coupled nonconvex nonsmooth empirical risk minimization. (English) Zbl 07592368
Parameter calibration in wake effect simulation model with stochastic gradient descent and stratified sampling. (English) Zbl 1498.62333
MSC:
62P30
The stochastic auxiliary problem principle in Banach spaces: measurability and convergence. (English) Zbl 1497.90146
Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization. (English) Zbl 1497.93245
MSC:
93E20
Inversion-free subsampling Newton’s method for large sample logistic regression. (English) Zbl 1493.62448
Optimal transport-based distributionally robust optimization: structural properties and iterative schemes. (English) Zbl 1489.90094
Online statistical inference for parameters estimation with linear-equality constraints. (English) Zbl 1520.62102
Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms. (English) Zbl 07526597
Streaming constrained binary logistic regression with online standardized data. (English) Zbl 07522694
MSC:
62-XX
Stochastic multilevel composition optimization algorithms with level-independent convergence rates. (English) Zbl 1491.90155
Convergence acceleration of ensemble Kalman inversion in nonlinear settings. (English) Zbl 1486.49049
A hybrid stochastic optimization framework for composite nonconvex optimization. (English) Zbl 1489.90143
Momentum-based accelerated mirror descent stochastic approximation for robust topology optimization under stochastic loads. (English) Zbl 07863857
Differential privacy and Byzantine resilience in SGD: do they add up? (English) Zbl 07824217
Korhonen, Janne H. (ed.), Proceedings of the 40th ACM symposium on principles of distributed computing, PODC ’21, virtual event, Italy, July 26–30, 2021. New York, NY: Association for Computing Machinery (ACM). 391-401 (2021).
A unified convergence analysis for shuffling-type gradient methods. (English) Zbl 07626722
MSC:
68T05
Fundamental design principles for reinforcement learning algorithms. (English) Zbl 07608704
Vamvoudakis, Kyriakos G. (ed.) et al., Handbook of reinforcement learning and control. Cham: Springer. Stud. Syst. Decis. Control 325, 75-137 (2021).
MSC:
68Txx
On stochastic accelerated gradient with convergence rate of regression learning. (Chinese. English summary) Zbl 1513.68044
Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters. (English) Zbl 1492.35394
Probabilistic tracking control of dissipated Hamiltonian systems excited by Gaussian white noises. (English) Zbl 1483.93616
Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation. (English) Zbl 1532.68074
Concentration bounds for temporal difference learning with linear function approximation: the case of batch data and uniform sampling. (English) Zbl 07432813
MSC:
68T05
On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling. (English) Zbl 1489.65011
Statistics of robust optimization: a generalized empirical likelihood approach. (English) Zbl 1473.62292
Finite-time analysis and restarting scheme for linear two-time-scale stochastic approximation. (English) Zbl 1471.62444
Implicit regularization and momentum algorithms in nonlinearly parameterized adaptive control and prediction. (English) Zbl 1469.93055
A finite time analysis of temporal difference learning with linear function approximation. (English) Zbl 1472.90150
MSC:
90C40
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