Asymptotic Optimality in Stochastic Optimization

16 December 2016

Papers citing "Asymptotic Optimality in Stochastic Optimization"

15 / 15 papers shown

Title
The radius of statistical efficiency Joshua Cutler Mateo Díaz Dmitriy Drusvyatskiy 28 0 0 15 May 2024
Fairness Uncertainty Quantification: How certain are you that the model is fair? Abhishek Roy P. Mohapatra 34 5 0 27 Apr 2023
Estimate-Then-Optimize versus Integrated-Estimation-Optimization versus Sample Average Approximation: A Stochastic Dominance Perspective Adam N. Elmachtoub Henry Lam Haofeng Zhang Yunfan Zhao 41 6 0 13 Apr 2023
High-dimensional scaling limits and fluctuations of online least-squares SGD with smooth covariance Krishnakumar Balasubramanian Promit Ghosal Ye He 51 5 0 03 Apr 2023
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression Bhavya Agrawalla Krishnakumar Balasubramanian Promit Ghosal 35 2 0 20 Feb 2023
Asymptotic normality and optimality in nonsmooth stochastic approximation Damek Davis Dmitriy Drusvyatskiy L. Jiang 28 13 0 16 Jan 2023
Stochastic Approximation with Decision-Dependent Distributions: Asymptotic Normality and Optimality Joshua Cutler Mateo Díaz Dmitriy Drusvyatskiy 24 6 0 09 Jul 2022
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming Sen Na Michael W. Mahoney 36 7 0 27 May 2022
Training Structured Neural Networks Through Manifold Identification and Variance Reduction Zih-Syuan Huang Ching-pei Lee AAML 53 9 0 05 Dec 2021
Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variance Hongjian Wang Mert Gurbuzbalaban Lingjiong Zhu Umut cSimcsekli Murat A. Erdogdu 26 41 0 20 Feb 2021
Optimal oracle inequalities for solving projected fixed-point equations Wenlong Mou A. Pananjady Martin J. Wainwright 29 14 0 09 Dec 2020
Dual Averaging is Surprisingly Effective for Deep Learning Optimization Samy Jelassi Aaron Defazio 38 4 0 20 Oct 2020
An Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias Lu Yu Krishnakumar Balasubramanian S. Volgushev Murat A. Erdogdu 42 50 0 14 Jun 2020
Unifying mirror descent and dual averaging A. Juditsky Joon Kwon Eric Moulines 17 29 0 30 Oct 2019
Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity Hilal Asi John C. Duchi 21 123 0 12 Oct 2018