Statistical Estimation of Composite Risk Functionals and Risk Optimization Problems

10 April 2015

Papers citing "Statistical Estimation of Composite Risk Functionals and Risk Optimization Problems"

16 / 16 papers shown

Title
Stochastic Constrained DRO with a Complexity Independent of Sample Size Q. Qi Jiameng Lyu Kung-Sik Chan E. Bai Tianbao Yang 109 16 0 11 Oct 2022
Optimal Algorithms for Stochastic Multi-Level Compositional Optimization Wei Jiang Bokun Wang Yibo Wang Lijun Zhang Tianbao Yang 149 18 0 15 Feb 2022
Stochastic Compositional Gradient Descent under Compositional Constraints Srujan Teja Thomdapu Harsh Vardhan K. Rajawat 80 14 0 17 Dec 2020
Stochastic Multi-level Composition Optimization Algorithms with Level-Independent Convergence Rates Krishnakumar Balasubramanian Saeed Ghadimi A. Nguyen 124 34 0 24 Aug 2020
A Stochastic Subgradient Method for Distributionally Robust Non-Convex Learning Mert Gurbuzbalaban A. Ruszczynski Landi Zhu 50 9 0 08 Jun 2020
Statistical Analysis of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization Zhengling Qi Ying Cui Yufeng Liu J. Pang 92 5 0 06 Oct 2019
Multi-Level Composite Stochastic Optimization via Nested Variance Reduction Junyu Zhang Lin Xiao 132 56 0 29 Aug 2019
A Stochastic Composite Gradient Method with Incremental Variance Reduction Junyu Zhang Lin Xiao 59 68 0 24 Jun 2019
Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization Yifan Hu Xin Chen Niao He 89 36 0 28 May 2019
Compositional Stochastic Average Gradient for Machine Learning and Related Applications Tsung-Yu Hsieh Y. El-Manzalawy Yiwei Sun Vasant Honavar 44 1 0 04 Sep 2018
Risk-Averse Classification C. A. Vitt Darinka Dentcheva Hui Xiong 28 14 0 30 Apr 2018
Recursive Optimization of Convex Risk Measures: Mean-Semideviation Models Dionysios S. Kalogerias Warrren B Powell 26 21 0 02 Apr 2018
Variance Reduced methods for Non-convex Composition Optimization Liu Liu Ji Liu Dacheng Tao 58 23 0 13 Nov 2017
Accelerated Method for Stochastic Composition Optimization with Nonsmooth Regularization Zhouyuan Huo Bin Gu Ji Liu Heng-Chiao Huang 93 51 0 10 Nov 2017
Accelerating Stochastic Composition Optimization Mengdi Wang Ji Liu Ethan X. Fang 86 148 0 25 Jul 2016
Stochastic Compositional Gradient Descent: Algorithms for Minimizing Compositions of Expected-Value Functions Mengdi Wang Ethan X. Fang Han Liu 112 264 0 14 Nov 2014