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08/20/2023
Wasserstein Geodesic Generator for Conditional Distributions
Generating samples given a specific label requires estimating conditiona...
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06/25/2022
Statistical inference with implicit SGD: proximal Robbins-Monro vs. Polyak-Ruppert
The implicit stochastic gradient descent (ISGD), a proximal version of S...
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06/05/2021
Nonconvex Optimization via MM Algorithms: Convergence Theory
The majorization-minimization (MM) principle is an extremely general fra...
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10/30/2020
DistStat.jl: Towards Unified Programming for High-Performance Statistical Computing Environments in Julia
The demand for high-performance computing (HPC) is ever-increasing for e...
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06/05/2020
Principled Learning Method for Wasserstein Distributionally Robust Optimization with Local Perturbations
Wasserstein distributionally robust optimization (WDRO) attempts to lear...
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01/07/2020
High-Performance Statistical Computing in the Computing Environments of the 2020s
Technological advances in the past decade, hardware and software alike, ...
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11/08/2018
Orthogonal Trace-Sum Maximization: Applications, Local Algorithms, and Global Optimality
This paper studies a problem of maximizing the sum of traces of matrix q...
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02/21/2017
