Optimization problems with continuous data appear in, e.g., robust machine learning, functional data analysis, and variational inference. Here, the target function is given as an integral over a family of (continuously) indexed target functions—integrated with respect to a probability measure. Such problems can often be solved by stochastic optimization methods: performing optimization steps with respect to the indexed target function with randomly switched indices. In this work, we study a continuous-time variant of the stochastic gradient descent algorithm for optimization problems with continuous data. This so-called stochastic gradient process consists in a gradient flow minimizing an indexed target function that is coupled with a continuous-time index process determining the index. Index processes are, e.g., reflected diffusions, pure jump processes, or other Lévy processes on compact spaces. Thus, we study multiple sampling patterns for the continuous data space and allow for data simulated or streamed at runtime of the algorithm. We analyze the approximation properties of the stochastic gradient process and study its longtime behavior and ergodicity under constant and decreasing learning rates. We end with illustrating the applicability of the stochastic gradient process in a polynomial regression problem with noisy functional data, as well as in a physics-informed neural network.

Practical image segmentation tasks concern images which must be reconstructed from noisy, distorted, and/or incomplete observations. A recent approach for solving such tasks is to perform this reconstruction jointly with the segmentation, using each to guide the other. However, this work has so far employed relatively simple segmentation methods, such as the Chan--Vese algorithm. In this paper, we present a method for joint reconstruction-segmentation using graph-based segmentation methods, which have been seeing increasing recent interest. Complications arise due to the large size of the matrices involved, and we show how these complications can be managed. We then analyze the convergence properties of our scheme. Finally, we apply this scheme to distorted versions of ``two cows"" images familiar from previous graph-based segmentation literature, first to a highly noised version and second to a blurred version, achieving highly accurate segmentations in both cases. We compare these results to those obtained by sequential reconstruction-segmentation approaches, finding that our method competes with, or even outperforms, those approaches in terms of reconstruction and segmentation accuracy.