Upcoming Events
- Tuesday, 03.12.2024, 10:15 (WIAS-405-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Dr. Pedro Perez-Aros, Universidad de Chile:
The boosted double-proximal subgradient algorithm for nonconvex optimization
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
This presentation introduces the Boosted Double-Proximal Subgradient Algorithm (BDSA), a novel splitting method for tackling general structured nonsmooth and nonconvex optimization problems expressed as sums and differences of composite functions. BDSA combines subgradients derived from data and proximal steps, augmented by a linesearch strategy to boost performance. We establish the convergence of BDSA under the Kurdyka-Łojasiewicz property and analyze its convergence rate. The talk concludes with numerical experiments illustrating the algorithm's effectiveness and robustness across various test scenarios.
Host
WIAS Berlin
- Tuesday, 03.12.2024, 15:00 (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Nikita Doikov, École Polytechnique Fédérale de Lausanne, Schweiz:
Stochastic second-order optimization with momentum
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)
Abstract
In this talk, we discuss stochastic second-order algorithms for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient and Hessian estimates in Newton's method. We show that momentum provably improves the variance of stochastic estimates and allows the method to converge for any noise level. Using the cubic regularization technique, we prove a global convergence rate for our method on general non-convex problems to a second-order stationary point, even when using only a single stochastic data sample per iteration. This starkly contrasts with all existing stochastic second-order methods for non-convex problems, which typically require large batches. Joint work with El Mahdi Chayti and Martin Jaggi.
Further Informations
Dieser Vortrag findet auch via Zoom statt: https://zoom.us/j/492088715
Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
- Tuesday, 03.12.2024, 15:45 (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Anton Rodomanov, CISPA Helmholtz Center:
Optimizing (L_0, L_1)-smooth functions by gradient methods
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)
Abstract
We study gradient methods for solving an optimization problem with an (L_0, L_1)-smooth objective function. This problem class generalizes that of Lipschitz-smooth problems and has gained interest recently, as it captures a broader range of machine learning applications. We provide novel insights into the properties of this function class and develop a general framework for analyzing optimization methods for (L_0, L_1)-smooth functions in a principled manner. While our convergence rate estimates recover existing results for minimizing the gradient norm for nonconvex problems, our approach allows us to significantly improve the current state-of-the-art complexity results in the case of convex problems. We show that both the gradient method with Polyak stepsizes and the normalized gradient method, without any knowledge of the parameters L_0 and L_1, achieve the same complexity bounds as the method with the knowledge of these constants. In addition to that, we show that a carefully chosen accelerated gradient method can be applied to (L_0, L_1)-smooth functions, further improving previously known results.
Further Informations
Dieser Vortrag findet auch via Zoom statt: https://zoom.us/j/492088715
Host
WIAS Berlin
- Wednesday, 04.12.2024, 11:30 (WIAS-405-406)
- Seminar Interacting Random Systems
Günter Last, Karlsruher Institut für Technologie:
Decorrelation and mixing properties of some Gibbs processes
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
We shall discuss Gibbs processes on a Borel space equipped with an equivalence relation. The Papangelou intensity is assumed to be locally determined. Under a certain subcriticality assumption on an associated Poisson model, we show that the Gibbs process has fast decaying correlation functions. As a consequence we can show that the process is ? ?? -mixing. Our main tool for the proof is disagreement coupling, introduced in van den Berg and Maes (1994) in a discrete setting and extended to the continuum by Hofer-Temmel (2019) and Betsch and Last (2023). The talk is based on joint work with Steffen Betsch.
Host
WIAS Berlin
- Wednesday, 04.12.2024, 15:15 (WIAS-405-406)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Georg Heinze, WIAS Berlin:
Discrete-to-continuum limit for reaction-diffusion systems via variational convergence of gradient systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
This talk is about a convergence result for the spatial discretization of a reaction-diffusion system. The approximation is based on a homogeneous lattice, where in each node a reaction-ODE system describes the evolution of the concentrations, and where the transport between the different lattice nodes is given by additional exchange reactions. Assuming detailed balance, this large coupled reaction system can be understood as a (generalized) gradient flow characterized by cosh-type dissipation potentials and the relative entropy. Sending the lattice width to zero, we show how the limit reactiondiffusion-PDE system can be recovered with variational methods and an energy-dissipation principle. The talk is based on joint work with Alexander Mielke and Artur Stephan.
Further Informations
Berliner Oberseminar “Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Host
Humboldt-Universität zu Berlin
WIAS Berlin
- Thursday, 05.12.2024, 10:00 (WIAS-405-406)
- Software and Data Seminar
Dr. Jan Philipp Thiele, WIAS:
Advanced git: stashing, rebasing, bug hunting and the likes
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
In this workshop we will learn some more advanced techniques and commands in git and answer the following questions: - How do I manage urgent fixes interrupting my current work? - How can I undo my most recent work? - How do I incorporate changes done by others in the meantime? - How can I rewrite the git history to tell a cohesive story? - How do I find out at which commit a bug was actually introduced?
Further Informations
Prerequisites: Bring your own laptop with git installed. This is an advanced course so having some experience with git is recommended, more specifically - How do I record changes in a commit? - How can I see what happened before / inspect my git history? - How can I branch off my work? - How do I synchronize between my machine and a remote machine/server?
Host
WIAS Berlin
- Wednesday, 11.12.2024, 11:30 (WIAS-405-406)
- Seminar Interacting Random Systems
Leoni Carla Wirth, Georg-August-Universität Göttingen:
tba
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
tba
Host
WIAS Berlin
- Wednesday, 11.12.2024, 15:15 (WIAS-405-406)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Sebastian Bechtel, Université Paris-Saclay, Frankreich:
What we know about square roots of elliptic systems - and a bit more!
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
In my talk we consider elliptic systems in divergence form, potentially perturbed by a multiplicative perturbation from the left, with measurable, elliptic coefficients. I will first explain why we should care for non-smooth coefficients and why they are difficult to treat. Afterwards, we will turn our focus to elliptic systems that are defined in rough domains and subject to mixed boundary conditions, I will introduce our geometric framework by virtue of examples and present which positive results we can obtain in this scope, both L2 theory and (the optimal range of) Lp theory. Finally, I will conclude with some open questions (and what we expect to obtain for them).
Further Informations
Berliner Oberseminar “Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Host
Humboldt-Universität zu Berlin
WIAS Berlin
- Tuesday, 17.12.2024, 15:00 (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Alexey Kroshnin, WIAS Berlin:
On concentration inequalities for unbounded matrix super-martingales
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)
Further Informations
Dieser Vortrag findet auch via Zoom statt: https://zoom.us/j/492088715
Host
WIAS Berlin
- Wednesday, 08.01.2025, 15:15 (WIAS-405-406)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Joachim Rehberg, WIAS Berlin:
Estimates for operator functions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
In several branches of mathematics and mathematical physics estimates for operator functions are of high interest. On one hand, this is the case in quantum chemistry, in particular in the analysis of the Kohn--Sham system. Here we present an elementary proof of the Birman--Solomyak theorem - which was an open problem for a long time. The second item of the talk affects operator functions for second order divergence operators. We give an impoved estimate for the angle of the sector which contains the numerical range and draw several consequences of this.
Further Informations
Berliner Oberseminar “Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Host
Humboldt-Universität zu Berlin
WIAS Berlin
- Wednesday, 15.01.2025, 10:00 (WIAS-ESH)
- Forschungsseminar Mathematische Statistik
Xiaorui Zuo, National University of Singapore , Singapur:
Cryptos have rough volatility and correlated jumps
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Further Informations
Dieser Vortrag findet hybrid statt. Die Teilnahme per Zoom ist über den (neuen!) Link: https://hu-berlin.zoom-x.de/j/62476510180?pwd=1bws9DORlDM2Iub3ANrb7zzDNANvsJ.1
Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
- January 29 – 31, 2025 (WIAS-405-406)
- Workshop/Konferenz: Critical behaviour in spatial particle systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Host
WIAS Berlin