Archives

EDP : Katharina Schratz (Sorbonne Université) : Resonances as a computational tool

Bâtiment Fermat, salle 4205

A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full equation into a series of simpler subproblems (e.g., splitting methods).

EDP : Yassine Laguel (université Côte d’Azur) : High Probability and Risk-Averse Guarantees for Stochastic Saddle Point Problems

Bâtiment Fermat, salle 4205

Résumé : We investigate the stochastic accelerated primal-dual algorithm for strongly-convex-strongly-concave (SCSC) saddle point problems, common in distributionally robust learning, game theory, and fairness in machine learning. Our algorithm offers optimal complexity in several settings and we provide high probability