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Regular version of the site
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Contacts

Dean — Ivan Arzhantsev

 

First Deputy Dean — Tamara Voznesenskaya

 

Deputy Dean for Research and International Relations — Sergei Obiedkov

 

Deputy Dean for Methodical and Educational Work — Ilya Samonenko

 

Deputy Dean for Development, Finance and Administration — Irina Plisetskaya

Phone: +7 (495) 772-95-90 * 12332

computerscience@hse.ru

125319, Moscow, 3 Kochnovsky Proezd (near metro station 'Aeroport'). 

Book chapter
A Logical Framework with Commutative and Non-commutative Subexponentials

Kanovich M., Kuznetsov S., Nigam V. et al.

In bk.: IJCAR: International Joint Conference on Automated Reasoning Automated Reasoning 9th International Joint Conference, IJCAR 2018, Held as Part of the Federated Logic Conference, FloC 2018, Oxford, UK, July 14-17, 2018, Proceedings. Springer, 2018. P. 228-245.

Article
On the exponentially weighted aggregate with the Laplace prior

Dalalyan A., Grappin E., Paris Q.

The annals of statistics. 2018. Vol. 46. No. 5. P. 2452-2478.

Colloquium: Perturbed Proximal Gradient Algorithms. Speaker: Eric Moulines (École Polytechnique)

Event ended

February 22, 18:10 – 19:30, room 317

Eric Moulines (École Polytechnique, France) 

Perturbed Proximal Gradient Algorithms

We study a version of the proximal gradient algorithm for which the gradient is intractable and is approximated by Monte Carlo methods (and in particular Markov Chain Monte Carlo). We derive conditions on the step size and the Monte Carlo batch size under which convergence is guaranteed: both increasing batch size and constant batch size are considered. We also derive non-asymptotic bounds for an averaged version. Our results cover both the cases of biased and unbiased Monte Carlo approximation. To support our findings, we discuss the inference of a sparse generalized linear model with random effect and the problem of learning the edge structure and parameters of sparse undirected graphical models.

Venue: Moscow, Kochnovsky proezd, 3, room 317, 18:10

Registration is open. 

Registration