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 Mathematical & Statistical Methods


A Damped Newton Method Achieves Global O null 1 k 2 null and Local Quadratic Convergence Rate

Neural Information Processing Systems

Newton method of Polyak and Nesterov (2006) and of regularized Newton method of Mishchenko (2021) and Doikov and Nesterov (2021), b) we prove a local quadratic rate, which matches the best-known local rate of second-order methods, and c) our stepsize formula is simple, explicit, and does not require solving any subproblem.


Neur2SP: Neural Two-Stage Stochastic Programming

Neural Information Processing Systems

Having a mixed-integer linear program (MIP) or a nonlinear program (NLP) in the second stage further aggravates the intractability, even when specialized algorithms that exploit problem structure are employed.


Supplementary material

Neural Information Processing Systems

Theorem A.1 (Deterministic scaling limit of stochastic processes) . The reader interested in the proof is referred to the supplementary materials of [21, 31]. Although the theorem wasn't originally proven in the A.1 corresponds to 1 /δt, where δt is defined in Theorem 2.1. Before proving this proposition, we begin with a small lemma: Lemma B.2. We are now in a position to show Theorem B.1: 16 Proof.




Online Matching in Sparse Random Graphs: Non-Asymptotic Performances of Greedy Algorithm

Neural Information Processing Systems

Motivated by sequential budgeted allocation problems, we investigate online matching problems where connections between vertices are not i.i.d., but they have fixed



Rate-Optimal Subspace Estimation on Random Graphs Zhixin Zhou 1, Fan Zhou 2, Ping Li

Neural Information Processing Systems

This will be proved as follows. Hence, the upper bound of condition (b) is satisfied. Now we introduce the Fano's inequality. We will use the version provided by [24] in our proofs. We firstly consider entrywise KL-divergence.



I Background in Linear Algebra

Neural Information Processing Systems

In this section we state some elementary results that we will use for our main proofs. The next Lemma is part of the proof of [44, Lemma 4.2], which we state here as a separate result to save some space from the longer proofs that follow later. This is part of the proof of [44, Lemma 4.2]. In this section we specialize the definitions to the case of Gaussian matrices. Lemma 7. Let n 1 be an integer, and δ (0, 1/2) .