Gadat, Sébastien
- Stochastic Heavy Ball
2016/09/14 by Sébastien Gadat, Gadat, Sébastien, Fabien Panloup +3 · 9 citations
Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Probability (math.PR) #Sparse and Compressive Sensing Techniques #Statistics Theory (math.ST) #Stochastic Gradient Optimization Techniques
- Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity
2017/09/11 by Gadat, Sébastien, Panloup, Fabien · 2 citations
#FOS: Mathematics #Statistics Theory (math.ST)
- Parameter recovery in two-component contamination mixtures: the \mathbbL2 strategy
2016/04/01 by Sébastien Gadat, Gadat, Sébastien, Jonas Kahn +5 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications
- A stochastic Gauss-Newton algorithm for regularized semi-discrete\n optimal transport
2021/07/12 by Bernard Bercu, Bercu, Bernard, Jérémie Bigot +5 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #62G05 #62G20 #Economic and Environmental Valuation #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Statistics Theory (math.ST) #Water resources management and optimization
- FastPart: Over-Parameterized Stochastic Gradient Descent for Sparse optimisation on Measures
2023/12/10 by Yohann de Castro, De Castro, Yohann, Sébastien Gadat +3 · 1 citation
Computer Science · Engineering · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- Asymptotic study of stochastic adaptive algorithm in non-convex\n landscape
2020/12/10 by Sébastien Gadat, Gadat, Sébastien, Ioana Gavra +1 · 1 citation
Computer Science · Engineering · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Matrix Theory and Algorithms #Probability (math.PR) #Sparse and Compressive Sensing Techniques #Statistics Theory (math.ST) #Stochastic Gradient Optimization Techniques