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Extragradient method with variance reduction for stochastic variational inequalities
(SIAM Publications, 2017)
We propose an extragradient method with stepsizes bounded away from zero for stochastic variational inequalities requiring only pseudomonotonicity. We provide convergence and complexity analysis, allowing for an unbounded ...
Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise
(Institute of Mathematical Statistics, 2017)
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameterH >1/2 and multiplicative noise component σ. ...
Quantitative Propagation of Chaos for Generalized Kacparticle Systems
(Inst Mathematical Statistics, 2016)
We study a class of one-dimensional particle systems with true (Bird type) binary interactions, which includes Kac's model of the Boltzmann equation and nonlinear equations for the evolution of wealth distribution arising ...
Redução de ruído speckle em imagens de ultrassom com filtragem não-local e distâncias estocásticas
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Ciência da Computação - PPGCCCâmpus São Carlos, 2017-12-08)
Ultrasound imaging is one of the most used modalities in medicine since it is low cost and has no ionizing radiation. However, ultrasound images are corrupted by a signal-dependent noise, known as speckle, causing a granular ...
Identifying effective scenarios in distributionally robust stochastic programs with total variation distance.
Traditional stochastic programs assume that the probability distribution of uncertainty is known. However, in practice, the probability distribution oftentimes is not known or cannot be accurately approximated. One way to ...
HEALTHCARE ACCESSIBILITY SHORTFALLS AND HOSPITAL INFRASTRUCTURES IN CHILE
(ILADES - Universidad Alberto Hurtado., 2009)
Abordagens não-locais para filtragem de ruído Poisson
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Ciência da Computação - PPGCC, 2014-05-23)
A common problem to applications such as positron emission tomography, low-exposure X-ray imaging, fluorescence microscopy, optical and infrared astronomy, and others, is the degradation of the original signal by Poisson ...