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10/16/2021
Spectral measures of empirical autocovariance matrices of high dimensional Gaussian stationary processes
Consider the empirical autocovariance matrix at a given non-zero time la...
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08/04/2021
Stochastic Subgradient Descent Escapes Active Strict Saddles
In non-smooth stochastic optimization, we establish the non-convergence ...
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05/18/2020
Convergence of constant step stochastic gradient descent for non-smooth non-convex functions
This paper studies the asymptotic behavior of the constant step Stochast...
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01/23/2019
A Fully Stochastic Primal-Dual Algorithm
A new stochastic primal-dual algorithm for solving a composite optimizat...
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11/12/2018
Mutual Information of Wireless Channels and Block-Jacobi Ergodic Operators
Shannon's mutual information of a random multiple antenna and multipath ...
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04/03/2018
A Constant Step Stochastic Douglas-Rachford Algorithm with Application to Non Separable Regularizations
The Douglas Rachford algorithm is an algorithm that converges to a minim...
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12/19/2017