Home on Šimon Váry

Planted clique problem

Wed, 03 Nov 2021 00:00:00 +0000

The following is very difficult to solve

$$ \max_{x} \lVert A x \rVert_2, \quad \mathrm{s.t.} \quad \lVert x\rVert_0 \leq s, \lVert x\rVert_2 = 1, $$

when $s = \mathcal{O}(\log(n))$ and reasonably difficult when $s = \mathcal{O}(\sqrt{n})$

Definition

Some linear algebra theorems

Wed, 03 Nov 2021 00:00:00 +0000

Some useful linear algebra theorems.

Davis-Kahan $\sin(\theta)$ theorem

Von Neumann’s trace inequality (and its extensions)

Computing principal angles

What can one get out of the incoherence?

Spectral Datasets

Tue, 27 Apr 2021 00:00:00 +0000

There are several

Research

Mon, 01 Jan 0001 00:00:00 +0000

See my Google Scholar page for a more up-to-date list.

Preprints

F. Alimisis, S. Vary, B. Vandereycken, A Nesterov-style Accelerated Gradient Descent Algorithm for the Symmetric Eigenvalue Problem, preprint, 2024. [arxiv]

Journal papers

S. Vary, T. Farghly, I. Kuzborskij, P. Rebeschini, On-Average Stability of Multipass Preconditioned SGD and Effective Dimension, COLT (accepted), 2026. [arxiv]

D. Baudry, E. Johnson, S. Vary, C. Pike-Burke, P. Rebeschini, Does Stochastic Gradient really succeed for Bandits?, NeurIPS (oral), 2025. [proc.]

Talks

Mon, 01 Jan 0001 00:00:00 +0000

2024

SIAM Conference on Applied Linear Algebra, [slides] (May 2024, Paris, France)

2023

UCLouvain – Mathematical Engineering seminar, (Dec. 2023, Louvain-la-Neuve, Belgium)

University of Bordeaux – Invited seminar, (Mar. 2023, Bordeaux, France)

2022

25th International Symposium on Mathematical Theory of Networks and Systems, [slides] (Sept. 2022, Bayreuth, Germany)

XXI Householder Symposium on Numerical Linear Algebra, [slides] (June 2022, Selva di Fasano, Italy)

2021

UCLouvain – Mathematical Engineering seminar, [slides] (Oct. 2021, Louvain-la-Neuve, Belgium)

Teaching

Mon, 01 Jan 0001 00:00:00 +0000

LLM-Intro LLM Introduction Course, [web, Git]: Lecturer (Spring 2026)
LINMA2171 Numerical Analysis: Approximation, Interpolation, Integration: Lecturer (Autumn 2023), Teaching Assistant (Autumn 2022)
C6.5 Theories of Deep Learning [PS1, PS2, Git]: Tutor (Hilary 2019, Michaelmas 2020, Hilary 2020, Trinity 2020)
Lecturer: Prof. Jared Tanner
C6.1 Numerical Linear Algebra: Teaching Assistant (Hilary 2018)
Lecturer: Prof. Andrew Wathen
C6.2 Continuous Optimisation: Teaching Assistant (Hilary 2018); Lecturer: Prof. Coralia Cartis