:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Mei, Hongwei
Format:	Preprint
Published:	2023
Subjects:	Statistics Theory Optimization and Control
Online Access:	https://arxiv.org/abs/2311.04084
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Minimax-optimal Halpern iterations for Lipschitz maps
by: Bravo, Mario, et al.
Published: (2026)

Is Q-Learning Minimax Optimal? A Tight Sample Complexity Analysis
by: Li, Gen, et al.
Published: (2021)

Bayesian Design Principles for Frequentist Sequential Learning
by: Xu, Yunbei, et al.
Published: (2023)

Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes
by: Shapiro, Alexander, et al.
Published: (2025)

Online Inference of Constrained Optimization: Primal-Dual Optimality and Sequential Quadratic Programming
by: Gao, Yihang, et al.
Published: (2025)

Frequentist Regret Analysis of Gaussian Process Thompson Sampling via Fractional Posteriors
by: Roy, Somjit, et al.
Published: (2026)

Entropic Gromov-Wasserstein Distances: Stability and Algorithms
by: Rioux, Gabriel, et al.
Published: (2023)

A High-Dimensional Statistical Theory for Convex and Nonconvex Matrix Sensing
by: Agterberg, Joshua, et al.
Published: (2025)

Convex relaxation for the generalized maximum-entropy sampling problem
by: Ponte, Gabriel, et al.
Published: (2024)

Multifractal Analysis of the Sinkhorn Algorithm: Unveiling the Intricate Structure of Optimal Transport Maps
by: Mena, Jose Rafael Espinosa
Published: (2024)

Statistical Inference of Day-to-Day Traffic Dynamics
by: Wu, Minghui, et al.
Published: (2026)

Phase retrieval and matrix sensing via benign and overparametrized nonconvex optimization
by: McRae, Andrew D.
Published: (2025)

Entropic vector quantile regression: Duality and Gaussian case
by: Kato, Kengo, et al.
Published: (2026)

Breaking a Logarithmic Barrier in the Stopping Time Convergence Rate of Stochastic First-order Methods
by: Feng, Yasong, et al.
Published: (2025)

Approximate D-optimal design and equilibrium measure
by: Henrion, Didier, et al.
Published: (2024)

Optimization via Strategic Law of Large Numbers
by: Chen, Xiaohong, et al.
Published: (2024)

A Christoffel-like function for high-dimensional support inference in graphical models
by: Lasserre, Jean-Bernard, et al.
Published: (2024)

Sharp recovery and landscape guarantees for the nonconvex matrix LASSO
by: McRae, Andrew D., et al.
Published: (2026)

On the Effectiveness of Classical Regression Methods for Optimal Switching Problems
by: Andersson, Martin, et al.
Published: (2025)

Linear shrinkage for optimization in high dimensions
by: Huang, Naqi, et al.
Published: (2024)

Adaptive discretization algorithms for locally optimal experimental design
by: Schmid, Jochen, et al.
Published: (2024)

Gaussian mixtures closest to a given measure via optimal transport
by: Lasserre, Jean-Bernard
Published: (2024)

Wasserstein Distributionally Robust Quantile Regression
by: Zhang, Chunxu, et al.
Published: (2026)

Nonconvex landscapes for $\mathbf{Z}_2$ synchronization and graph clustering are benign near exact recovery thresholds
by: McRae, Andrew D., et al.
Published: (2024)

Beyond Smoothness and Convexity: Optimization via sampling
by: Seyoum, Nahom, et al.
Published: (2025)

Evaluability of paired comparison data in stochastic paired comparison models: Necessary and sufficient condition
by: Gyarmati, László, et al.
Published: (2025)

Sample complexity of optimal transport barycenters with discrete support
by: Portales, Léo, et al.
Published: (2025)

Phase retrieval via overparametrized nonconvex optimization: nonsmooth amplitude loss landscapes
by: McRae, Andrew D.
Published: (2025)

Numerical method to solve impulse control problems for partially observed piecewise deterministic Markov processes
by: Cleynen, Alice, et al.
Published: (2021)

Stochastic Optimal Control with Side Information and Bayesian Learning
by: Milz, Johannes, et al.
Published: (2026)

Method of Moments for Estimation of Noisy Curves
by: Lo, Phillip, et al.
Published: (2024)

Constrained recursive kernel density/regression estimation by stochastic quasi-gradient methods
by: Norkin, Vladimir, et al.
Published: (2024)

Sample Average Approximation for Distributionally Robust Optimization with $ϕ$-divergences
by: Li, Yan
Published: (2026)

Low-rank Tensor Autoregressive Predictor for Third-Order Time-Series Forecasting
by: Wang, Haoning, et al.
Published: (2024)

Low-rank matrix recovery via nonconvex optimization methods with application to errors-in-variables matrix regression
by: Li, Xin, et al.
Published: (2024)

An Oracle Gradient Regularized Newton Method for Quadratic Measurements Regression
by: Fan, Jun, et al.
Published: (2022)

The out-of-sample prediction error of the square-root-LASSO and related estimators
by: Olea, José Luis Montiel, et al.
Published: (2022)

Central Limit Theorems for Sample Average Approximations in Stochastic Optimal Control
by: Milz, Johannes, et al.
Published: (2025)

Time-sensitive anytime-valid testing
by: Clerico, Eugenio, et al.
Published: (2026)

Optimal Experimental Design for Large-Scale Inverse Problems via Multi-PDE-constrained Optimization
by: Petrocchi, Andrea, et al.
Published: (2024)