- Date23 May 2024
- Time 11h00 - 12h15
- Room Auditorium 5
Résumé
We introduce and analyse the almost sure convergence of a stochastic algorithm for the global minimisation of smooth functions. This diffusion process is called fraudulent because it requires the knowledge of minimal value of the function. Nevertheless, its investigation is not without interest, since in particular it appears as the limit behaviour of non-fraudulent and time-inhomogeneous swarm mean-field algorithms for global optimisation or in stochastic gradient descent algorithms in over-parametrised deep learning applications. The talk is based on collaborations with Benaïm, Bolte and Villeneuve.
Other seminars
To be announced
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Seminar
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MAD-Stat. Seminar
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Date 4 March 2027
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Place Auditorium JJ Laffont
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Speaker or organiser Agnes Lagnoux (Ecole Normale Supérieure - Université Paris Sciences & Lettres)
Détails
Convergence Rates for Distribution Matching with Sliced Optimal Transport
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MAD-Stat. Seminar
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Date 10 December 2026
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Place Auditorium 6
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Speaker or organiser Gauthier Louis Thurin (Université de Bordeaux)
Détails
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Seminar
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MAD-Stat. Seminar
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Date 3 December 2026
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Place Auditorium JJ Laffont
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Speaker or organiser Eleanor Archer (Université Paris-Dauphine)
Détails