Preprints by WIAS Researchers in Other Preprint Series 2020

  • D. Dvinskikh, A. Ogaltsov, A. Gasnikov, P. Dvurechensky, A. Tyurin, V. Spokoiny, Adaptive gradient descent for convex and non-convex stochastic optimization, Preprint no. arXiv:1911.08380, Cornell University, .
  • D. Dvinskikh, Stochastic approximation versus sample average approximation for population Wasserstein barycenter calculation, Preprint no. arXiv:2001.07697, Cornell University, 2020.
  • A. Ivanova, A. Gasnikov, P. Dvurechensky, D. Dvinskikh, A. Tyurin, E. Vorontsova, D. Pasechnyuk, Oracle complexity separation in convex optimization, Preprint no. arXiv:2002.02706, Cornell University, .
  • F. Stonyakin, A. Tyurin, A. Gasnikov, P. Dvurechensky, A. Agafonov, D. Dvinskikh, D. Pasechnyuk, S. Artamonov, V. Piskunova, Inexact relative smoothness and strong convexity for optimization and variational inequalities by inexact model, Preprint no. arXiv:2001.09013, Cornell University, .
  • D. Kamzolov, A. Gasnikov, P. Dvurechensky, On the optimal combination of tensor optimization methods, Preprint no. arXiv:2002.01004, Cornell University, .
  • I. Shibaev, P. Dvurechensky, A. Gasnikov, Zeroth-order methods for noisy Hölder-gradient functions, Preprint no. arXiv:2006.11857, Cornell University, .
  • P. Dvurechensky, S. Shtern, M. Staudigl, P. Ostroukhov, K. Safin, Self-concordant analysis of Frank-Wolfe algorithms, Preprint no. arXiv:2002.04320, Cornell University, .
  • D. Tiapkin, A. Gasnikov, P. Dvurechensky, Stochastic saddle-point optimization for Wasserstein Barycenters, Preprint no. arXiv:2006.06763, Cornell University, .
  • N. Tupitsa, P. Dvurechensky, A. Gasnikov, C.A. Uribe , Multimarginal optimal transport by accelerated alternating minimization, Preprint no. arXiv:2004.02294, Cornell University Library, arXiv.org, 2020.
  • C. Bellingeri, P. Friz, M. Gerencsér, Singular paths spaces and applications, Preprint no. arXiv:2003.03352, Cornell University, 2020.
  • P. Friz, J. Gatheral, R. Radoičić, Forests, cumulants, martingales, Preprint no. arXiv:2002.01448, Cornell University, 2020.
  • P. Friz, P. Pigato, J. Seibel, The step stochastic volatility model (SSVM), Preprint no. May 7, Available at SSRN's eLibrary: urlhttps://ssrn.com/abstract=3595408 or urlhttp://dx.doi.org/10.2139/ssrn.3595408, 2020.
  • A. Rastogi, P. Mathé, Inverse learning in Hilbert scales, Preprint no. arxiv:2002.10208, Cornell University Library, arXiv.org, 2020.
  • O. Butkovsky, K. Dareiotis , M. Gerencsér, Approximation of SDEs--a stochastic sewing approach, Preprint no. arXiv:1909.07961, Cornell University, 2020.