2 papers
math.OC2024
Analysis of a Class of Stochastic Component-Wise Soft-Clipping Schemes
Måns Williamson, Monika Eisenmann, Tony Stillfjord
Choosing the optimization algorithm that performs best on a given machine learning problem is often delicate, and there is no guarantee that current state-of-the-art algorithms wil…
math.NA2024
A domain decomposition method for stochastic evolution equations
Evelyn Buckwar, Ana Djurdjevac, Monika Eisenmann
In recent years, SPDEs have become a well-studied field in mathematics. With their increase in popularity, it becomes important to efficiently approximate their solutions. Thus, ou…