https://arxiv.org/abs/2206.01095v1
[2206.01095v1] Clipped Stochastic Methods for Variational Inequalities with Heavy-Tailed Noise
Abstract page for arXiv paper 2206.01095v1: Clipped Stochastic Methods for Variational Inequalities with Heavy-Tailed Noise
stochastic methods
https://www.southampton.ac.uk/research/projects/stochastic-methods-for-computational-aero-acoustics
Stochastic Methods For Computational Aero-Acoustics | University of Southampton
Stochastic Methods For Computational Aero-Acoustics.
computational aero acousticsstochastic methodsuniversity ofsouthampton
https://www.jmlr.org/papers/v26/24-2158.html
Stochastic Interior-Point Methods for Smooth Conic Optimization with Applications
interior point methodsconic optimizationstochasticsmoothapplications
https://arxiv.org/abs/1009.5966
[1009.5966] Path Integral Methods for Stochastic Differential Equations
Abstract page for arXiv paper 1009.5966: Path Integral Methods for Stochastic Differential Equations
path integralstochastic differential10095966methods
https://openreview.net/forum?id=kgxO5itnvU
Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policies |...
Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge...
policy gradientsample complexity
https://ideas.repec.org/a/kap/jproda/v47y2017i3d10.1007_s11123-016-0474-2.html
Nonparametric least squares methods for stochastic frontier models
Downloadable (with restrictions)! When analyzing productivity and efficiency of firms, stochastic frontier models are very attractive because they allow, as in...
least squaresnonparametricmethodsstochasticfrontier
https://arxiv.org/abs/2102.08352
[2102.08352] Stochastic Variance Reduction for Variational Inequality Methods
Abstract page for arXiv paper 2102.08352: Stochastic Variance Reduction for Variational Inequality Methods
stochastic variance reductionvariational inequality210208352methods
https://arxiv.org/abs/1704.01019v1
[1704.01019v1] Nonlinear Geometric Optics Based Multiscale Stochastic Galerkin Methods for Highly...
Abstract page for arXiv paper 1704.01019v1: Nonlinear Geometric Optics Based Multiscale Stochastic Galerkin Methods for Highly Oscillatory Transport Equations...
geometric optics
https://www.nist.gov/publications/stochastic-search-methods-mobile-manipulators
Stochastic Search Methods for Mobile Manipulators | NIST
Oct 12, 2021 - Mobile manipulators are a potential solution to the increasing need for additional flexibility and mobility in industrial applications.
stochastic searchfor mobilemethodsmanipulatorsnist
https://deepai.org/publication/acmo-angle-calibrated-moment-methods-for-stochastic-optimization
ACMo: Angle-Calibrated Moment Methods for Stochastic Optimization | DeepAI
Jun 12, 2020 - 06/12/20 - Due to its simplicity and outstanding ability to generalize, stochastic gradient descent (SGD) is still the most widely used optim...
stochastic optimizationacmoanglecalibratedmoment
https://www.jmlr.org/papers/v27/24-0637.html
Stochastic Gradient Methods: Bias, Stability and Generalization
stochasticgradientmethodsbiasstability
https://www.gale.com/products/9781461486633
Mathematical Methods in Robust Control of Linear Stochastic Systems
MATHEMATICAL MTHDS IN RBST CNTRL LINEAR STOCHASTC SYS 2
mathematical methodsrobust controllinearstochasticsystems
https://jmlr.org/papers/v22/20-287.html
Stochastic Proximal Methods for Non-Smooth Non-Convex Constrained Sparse Optimization
stochasticproximalmethodsnonsmooth
https://arxiv.org/abs/1702.00074
[1702.00074] Combining Penalty-based and Gauss-Seidel Methods for solving Stochastic Mixed-Integer...
Abstract page for arXiv paper 1702.00074: Combining Penalty-based and Gauss-Seidel Methods for solving Stochastic Mixed-Integer Problems
https://arxiv.org/abs/1101.5539
[1101.5539] Stochastic Integrate and Fire Models: a review on mathematical methods and their...
Abstract page for arXiv paper 1101.5539: Stochastic Integrate and Fire Models: a review on mathematical methods and their applications
integrate and fire
https://openreview.net/forum?id=Q9SeUwcdfQ
High Probability Convergence of Stochastic Gradient Methods | OpenReview
In this work, we describe a generic approach to show convergence with high probability for both stochastic convex and non-convex optimization with sub-Gaussian...
highprobabilityconvergencestochasticgradient
https://openreview.net/forum?id=xxaEhwC1I4
Revisiting the Last-Iterate Convergence of Stochastic Gradient Methods | OpenReview
In the past several years, the last-iterate convergence of the Stochastic Gradient Descent (SGD) algorithm has triggered people's interest due to its good...
the lastrevisitingiterateconvergencestochastic
https://openreview.net/forum?id=F8lXvXpZdrL
Reintroducing Straight-Through Estimators as Principled Methods for Stochastic Binary Networks |...
Training neural networks with binary weights and activations is a challenging problem due to the lack of gradients and difficulty of optimization over discrete...
straight throughreintroducingestimators
https://openreview.net/forum?id=V4hSmHr6wx
Stochastic Proximal Point Methods for Monotone Inclusions under Expected Similarity | OpenReview
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms,...
stochasticproximalpointmethods
https://www.tuhh.de/mum/en/forschung/forschungsgebiete-und-projekte/numerical-methods-for-stochastic-dynamics-of-offshore-systems
MUM: Numerical Methods for Stochastic Dynamics of Offshore Systems
numerical methodsstochastic dynamicsmumoffshoresystems
https://arxiv.org/abs/2601.01248
[2601.01248] Stochastic Control Methods for Optimization
Abstract page for arXiv paper 2601.01248: Stochastic Control Methods for Optimization
stochastic control260101248methodsoptimization
https://jmlr.org/papers/v27/24-0637.html
Stochastic Gradient Methods: Bias, Stability and Generalization
stochasticgradientmethodsbiasstability
https://openreview.net/forum?id=BygIjTNtPr
ODE Analysis of Stochastic Gradient Methods with Optimism and Anchoring for Minimax Problems and...
Convergence proof of stochastic sub-gradients method and variations on convex-concave minimax problems
https://jmlr.org/papers/v25/23-1436.html
Almost Sure Convergence Rates Analysis and Saddle Avoidance of Stochastic Gradient Methods
almost sure convergence
https://www.utwente.nl/en/eemcs/sor/boucherie/Operations%20Research/
Operations Research - Introduction to Models and Methods | Stochastic Operations Research (SOR)
operations researchto modelsintroductionmethodsstochastic
https://www.uni-ulm.de/en/mawi/mawi-stochastik/lehre/ss-23/multivariate-stochastic-modeling-classical-approaches-and-methods-of-machine-learning/
Multivariate stochastic modeling: Classical approaches and methods of machine learning -...
stochastic modelingmultivariateclassicalapproachesmethods
https://www.frontiersin.org/journals/earth-science/articles/10.3389/feart.2020.00108/full
Frontiers | Efficient Ensemble-Based Stochastic Gradient Methods for Optimization Under Geological...
Ensemble-based stochastic gradient methods, such as the ensemble optimiza-tion method (EnOpt), the simplex gradient method (SG), and the stochastic simplex a...
frontiersefficientensemblebasedstochastic
https://deepai.org/publication/adaptive-first-and-zeroth-order-methods-for-weakly-convex-stochastic-optimization-problems
Adaptive First-and Zeroth-order Methods for Weakly Convex Stochastic Optimization Problems | DeepAI
May 19, 2020 - 05/19/20 - In this paper, we design and analyze a new family of adaptive subgradient methods for solving an important class of weakly convex ...
https://openreview.net/forum?id=Gm-0H9DZALK&referrer=%5Bthe%20profile%20of%20Yujia%20Jin%5D(%2Fprofile%3Fid%3D~Yujia_Jin1)
Stochastic Bias-Reduced Gradient Methods | OpenReview
We develop a nearly unbiased estimator of the minimizer of any strongly-convex function, and describe several applications in convex optimization
stochasticbiasreducedgradientmethods
https://openreview.net/forum?id=PTxRRUEpHq
Gradient Methods for Online DR-Submodular Maximization with Stochastic Long-Term Constraints |...
In this paper, we consider the problem of online monotone DR-submodular maximization subject to long-term stochastic constraints. Specifically, at each round...
submodular maximization
https://deepai.org/publication/convergence-of-distributed-stochastic-variance-reduced-methods-without-sampling-extra-data
Convergence of Distributed Stochastic Variance Reduced Methods without Sampling Extra Data | DeepAI
May 29, 2019 - 05/29/19 - Stochastic variance reduced methods have gained a lot of interest recently for empirical risk minimization due to its appealing ru...
https://jmlr.org/papers/v26/24-2158.html
Stochastic Interior-Point Methods for Smooth Conic Optimization with Applications
interior point methodsconic optimizationstochasticsmoothapplications
https://www.uni-ulm.de/mawi/mawi-stochastik/lehre/ss-23/multivariate-stochastic-modeling-classical-approaches-and-methods-of-machine-learning/
Multivariate stochastic modeling: Classical approaches and methods of machine learning -...
stochastic modelingmultivariateclassicalapproachesmethods
https://www.sintef.no/en/publications/publication/0198cc71224f-73df150e-9187-4b36-bd55-17e240ee6ae0/
Evaluation of scenario generation methods for stochastic programming - SINTEF
stochastic programmingevaluationscenariogenerationmethods
https://www.scirp.org/journal/paperinformation?paperid=132885
Almost Sure Convergence of Proximal Stochastic Accelerated Gradient Methods
Proximal gradient descent and its accelerated version are resultful methods for solving the sum of smooth and non-smooth problems. When the smooth function can...
almost sure convergenceproximalstochasticacceleratedgradient
https://www.southampton.ac.uk/courses/2027-28/modules/math6164
Stochastic OR Methods for Data Scientists | MATH6164 | University of Southampton
Stochastic OR Methods provides the students with a grounding in the stochastic elements of operational research. Models and examples are given to demonstrate...
for data scientistsuniversity ofstochasticmethodssouthampton
https://openreview.net/forum?id=CvYBvgEUK9
On Penalty Methods for Nonconvex Bilevel Optimization and First-Order Stochastic Approximation |...
In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both...
penalty methodsbilevel optimization
https://www.southampton.ac.uk/courses/2026-27/modules/math6164
Stochastic OR Methods for Data Scientists | MATH6164 | University of Southampton
Stochastic OR Methods provides the students with a grounding in the stochastic elements of operational research. Models and examples are given to demonstrate...
for data scientistsuniversity ofstochasticmethodssouthampton
https://deepai.org/publication/ode-analysis-of-stochastic-gradient-methods-with-optimism-and-anchoring-for-minimax-problems-and-gans
ODE Analysis of Stochastic Gradient Methods with Optimism and Anchoring for Minimax Problems and...
May 26, 2019 - 05/26/19 - Despite remarkable empirical success, the training dynamics of generative adversarial networks (GAN), which involves solving a min...
https://www.southampton.ac.uk/courses/2026-27/modules/math6004
Stochastic OR Methods | MATH6004 | University of Southampton
The Stochastic OR Techniques part introduces the concepts and applications of the following four topics: queuing systems, inventory systems, reliability theory...
university ofstochasticmethodssouthampton
https://openreview.net/forum?id=Ins2PbraMw
Online Covariance Matrix Estimation in Stochastic Inexact Newton Methods | OpenReview
We aim to study the practical statistical inference of the online second-order Newton method for general unconstrained stochastic optimization problems under...
covariance matrixonlineestimationstochasticnewton
https://openreview.net/forum?id=1VeQ6VBbev
Beyond Stationarity: Convergence Analysis of Stochastic Softmax Policy Gradient Methods | OpenReview
Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite time horizons such problems are...
policy gradientbeyondstationarityconvergenceanalysis
https://arxiv.org/abs/2105.02266
[2105.02266] Randomized Stochastic Variance-Reduced Methods for Multi-Task Stochastic Bilevel...
Abstract page for arXiv paper 2105.02266: Randomized Stochastic Variance-Reduced Methods for Multi-Task Stochastic Bilevel Optimization
multi task210502266randomizedstochastic
https://openreview.net/forum?id=B4xF1wfQnF
Optimal Time Complexities of Parallel Stochastic Optimization Methods Under a Fixed Computation...
Parallelization is a popular strategy for improving the performance of methods. Optimization methods are no exception: design of efficient parallel...
time complexitiesstochastic optimization
https://www.southampton.ac.uk/courses/2025-26/modules/math6164
Stochastic OR Methods for Data Scientists | MATH6164 | University of Southampton
Stochastic OR Methods provides the students with a grounding in the stochastic elements of operational research. Models and examples are given to demonstrate...
for data scientistsuniversity ofstochasticmethodssouthampton
https://openreview.net/forum?id=Lemoh-tLaB&referrer=%5Bthe%20profile%20of%20Huyen%20PHAM%5D(%2Fprofile%3Fid%3D~Huyen_PHAM1)
Policy gradient learning methods for stochastic control with exit time and applications to share...
We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either...