Seminar

Past

Stochastic implicit algorithms

MAD-Stat. Seminar

Cheik Traore

  • Date20 November 2025
  • Time 11h00 - 12h15
  • Room Auditorium 3

Abstract

We will examine stochastic implicit algorithms. These algorithms have proven more robust with respect to step size selection compared to their explicit counterparts. Specifically, we will show that variance reduction techniques enable to improve the convergence rates of these implicit algorithms as already seen for explicit ones. (Work with Vassilis Apidopoulos, Peter Ochs, Saverio Salzo, Silvia Villa).

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