Stochastic implicit algorithms

par M. Cheik Traoré (Toulouse School of Economics)

jeudi 20 nov. 2025, 11:00 → 12:15 Europe/Paris

Auditorium 3 (Toulouse School of Economics)

We will examine stochastic implicit algorithms. These algorithms have proven more robust with respect to step size selection compared to their explicit counterparts. Specifically, we will show that variance reduction techniques enable to improve the convergence rates of these implicit algorithms as already seen for explicit ones. (Work with Vassilis Apidopoulos, Peter Ochs, Saverio Salzo, Silvia Villa).