183 citations · 706 across the 60 of their papers we have counts for
4 papers · 1 filter
GloptiNets: Scalable Non-Convex Optimization with Certificates
Gaspard Beugnot, Julien Mairal, Alessandro Rudi
We present a novel approach to non-convex optimization with certificates, which handles smooth functions on the hypercube or on the torus. Unlike traditional methods that rely on a…
Non-Parametric Learning of Stochastic Differential Equations with Non-asymptotic Fast Rates of Convergence
Riccardo Bonalli, Alessandro Rudi
We propose a novel non-parametric learning paradigm for the identification of drift and diffusion coefficients of multi-dimensional non-linear stochastic differential equations, wh…
Efficient Sampling of Stochastic Differential Equations with Positive Semi-Definite Models
Anant Raj, Umut Şimşekli, Alessandro Rudi
This paper deals with the problem of efficient sampling from a stochastic differential equation, given the drift function and the diffusion matrix. The proposed approach leverages…
Approximation of optimization problems with constraints through kernel Sum-Of-Squares
Pierre-Cyril Aubin-Frankowski, Alessandro Rudi
Handling an infinite number of inequality constraints in infinite-dimensional spaces occurs in many fields, from global optimization to optimal transport. These problems have been…