Search Results for author: João Xavier

Found 7 papers, 1 papers with code

Robust Target Localization in 2D: A Value-at-Risk Approach

no code implementations2 Jul 2023 João Domingos, João Xavier

To study the VaR formulation, we start by designing a majorizer set that contains any solution of a general percentile problem.

Portfolio Optimization

Distributed detection of ARMA signals

no code implementations14 Apr 2023 João Domingos, João Xavier

While regime (a) spans staple results in large deviation theory, regime (b) is new in distributed detection and is elicited by the ARMA setup.

COCO Denoiser: Using Co-Coercivity for Variance Reduction in Stochastic Convex Optimization

1 code implementation7 Sep 2021 Manuel Madeira, Renato Negrinho, João Xavier, Pedro M. Q. Aguiar

First-order methods for stochastic optimization have undeniable relevance, in part due to their pivotal role in machine learning.

Stochastic Optimization

StochaLM: a Stochastic alternate Linearization Method for distributed optimization

no code implementations23 Apr 2020 Inês Almeida, João Xavier

StochaLM can be interpreted as a dual block coordinate ascent method whose block components are selected using the state of an ergodic Markov chain.

Distributed Optimization Federated Learning

DJAM: distributed Jacobi asynchronous method for learning personal models

no code implementations26 Mar 2018 Inês Almeida, João Xavier

We prove that DJAM converges with probability one to the solution, provided that the personal loss functions are strongly convex and have Lipschitz gradient.

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