Advances in the Minimization of Finite Sums Mark Schmidt Joint work with Nicolas Le Roux, Francis Bach, Reza Babanezhad and Mohamed Ahmed University of British Columbia Context: Minimizing Finite Sums

Source URL: www.proba.jussieu.fr

• Numerical analysis
• Numerical linear algebra
• Stochastic optimization
• Gradient descent
• Support vector machine
• Gradient method
• Operations research
• Mathematical optimization
• Stochastic gradient descent
• Stochastic approximation

Elon Lindenstrauss Citation: “For his results on measure rigidity in ergodic theory, and their applications to number theory.” Elon Lindenstrauss has developed extraordinarily powerful theoretical tools in ergodic th

Source URL: www.icm2010.in

• Ergodic theory
• Dynamical systems
• Stochastic processes
• Diophantine approximation
• Anatole Katok
• Elon Lindenstrauss
• Littlewood conjecture
• Ergodicity
• Ergodic
• Chaos theory
• Invariant measure
• Manfred Einsiedler

c 2012 Society for Industrial and Applied Mathematics  SIAM J. OPTIM. Vol. 22, No. 4, pp. 1549–1578

Source URL: stanford.edu

• Generalized functions
• Stochastic optimization
• Mathematical optimization
• Ergodic theory
• Mixing
• Stochastic approximation
• Markov chain
• Distribution
• Subgradient method
• Central limit theorem

arXiv:1306.2119v1 [cs.LG] 10 JunNon-strongly-convex smooth stochastic approximation with convergence rate O(1/n) Eric Moulines LTCI

Source URL: arxiv.org

Variable Metric Stochastic Approximation Theory Peter Sunehag∗ Jochen Trumpf

Source URL: nic.schraudolph.org

Bayesian Learning via Stochastic Gradient Langevin Dynamics Max Welling D. Bren School of Information and Computer Science, University of California, Irvine, CA, USA Yee Whye Teh

Source URL: www.icml-2011.org

• Applied mathematics
• Statistical randomness
• Probability and statistics
• Monte Carlo methods
• Markov models
• Statistical mechanics
• Stochastic optimization
• Computational statistics
• Markov chain Monte Carlo
• Stochastic approximation
• Langevin dynamics
• Bayesian network

An asymptotic approximation for the permanent of a doubly stochastic matrix Peter McCullagh University of Chicago August 2, 2012 Abstract

Source URL: www.stat.uchicago.edu

On Using Simultaneous Perturbation Stochastic Approximation for IR Measures, and the Empirical Optimality of LambdaRank Yisong Yue1 Dept. of Computer Science

Source URL: www.yisongyue.com

3D Hand Tracking in a Stochastic Approximation Setting Desmond Chik1,2 , Jochen Trumpf1,2 , and Nicol N. Schraudolph1,2 1 Research School of Information Sciences and Engineering,

Source URL: nic.schraudolph.org

Exact-Present Solution with Consistent-Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models Wouter J. Den Haan, Michal L. Kobielarz and Pontus Rendahl∗ January 19, 2016

Source URL: www.wouterdenhaan.com