Stochastic Methods

Error-Correcting and Verifiable Parallel Inference in Graphical Models AAAI 2020 Error Estimation for Sketched SVD via the Bootstrap ICML 2020 Escaping Saddle-Point Faster under Interpolation-like Conditions NeurIPS 2020 Estimate Sequences for Stochastic Composite Optimization: Variance Reduction, Acceleration, and Robustness to Noise JMLR 2020 Estimating Reachable Sets with Scenario Optimization L4DC 2020 Estimating the Error of Randomized Newton Methods: A Bootstrap Approach ICML 2020 Explore Aggressively, Update Conservatively: Stochastic Extragradient Methods with Variable Stepsize Scaling NeurIPS 2020 Fast Convergence of Langevin Dynamics on Manifold: Geodesics meet Log-Sobolev NeurIPS 2020 Fast Markov chain Monte Carlo algorithms via Lie groups AISTATS 2020 Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients JMLR 2020 Fast Uniform Dispersion of a Crash-prone Swarm RSS 2020 Feynman-Kac Neural Network Architectures for Stochastic Control Using Second-Order FBSDE Theory L4DC 2020 Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications NeurIPS 2020 Fighting Wildfires under Uncertainty - A Sequential Resource Allocation Approach IJCAI 2020 Finite Continuum-Armed Bandits NeurIPS 2020 Finite-Time Analysis of Asynchronous Stochastic Approximation and Q-Learning COLT 2020 Finite-Time Analysis of Round-Robin Kullback-Leibler Upper Confidence Bounds for Optimal Adaptive Allocation with Multiple Plays and Markovian Rewards NeurIPS 2020 Finite-Time Performance of Distributed Two-Time-Scale Stochastic Approximation L4DC 2020 Follow the Perturbed Leader: Optimism and Fast Parallel Algorithms for Smooth Minimax Games NeurIPS 2020 Fourier Sparse Leverage Scores and Approximate Kernel Learning NeurIPS 2020 Gaussian Sketching yields a J-L Lemma in RKHS AISTATS 2020 Generalised Bayesian Filtering via Sequential Monte Carlo NeurIPS 2020 Generalized Nonbacktracking Bounds on the Influence JMLR 2020 Gradient descent algorithms for Bures-Wasserstein barycenters COLT 2020 Graph-Dependent Implicit Regularisation for Distributed Stochastic Subgradient Descent JMLR 2020