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Thesis topic proposal
 
Asymptotic properties of distributed stochastic optimization and averaging algorithms

THESIS TOPIC PROPOSAL

Institute: Eötvös Loránd University, Budapest
mathematics and computing
Doctoral School of Mathematics

Thesis supervisor: Balázs Gerencsér
Location of studies (in Hungarian): ELTE Faculty of Science Department of Probability Theory and Statistics
Abbreviation of location of studies: ELTE


Description of the research topic:

"The fundamental mathematical question is the asymptotics of distributed optimization on a graph, i.e., minimizing the sum_i f_i(x) where x needs to be agreed upon, but each (equal rank) vertex only knows its own f_i. There are some promising directions to further understand the convergence speed in certain scenarios. The investigation expands as we start to engage with applied motivations.
A crucial fundamental element of the process is simply averaging the vertices' initial values (still through a distributed algorithm).
There is a close connection with the mixing of Markov chains and the asymptotics of random matrix products."

Required language skills: English
Further requirements: 
Probability Theory (possibly Dynamical Systems)

Number of students who can be accepted: 1

Deadline for application: 2024-05-31


2024. IV. 17.
ODT ülés
Az ODT következő ülésére 2024. június 14-én, pénteken 10.00 órakor kerül sor a Semmelweis Egyetem Szenátusi termében (Bp. Üllői út 26. I. emelet).

 
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