Stochastic Methods

Wyner-Ziv Estimators: Efficient Distributed Mean Estimation with Side-Information AISTATS 2021 XOR-SGD: provable convex stochastic optimization for decision-making under uncertainty UAI 2021 Accelerating Stratified Sampling SGD by Reconstructing Strata IJCAI 2020 A Class of Algorithms for General Instrumental Variable Models NeurIPS 2020 Active Learning of Conditional Mean Embeddings via Bayesian Optimisation UAI 2020 AdaGrad stepsizes: Sharp convergence over nonconvex landscapes JMLR 2020 Adaptive Experimental Design with Temporal Interference: A Maximum Likelihood Approach NeurIPS 2020 Adaptive Importance Sampling for Finite-Sum Optimization and Sampling with Decreasing Step-Sizes NeurIPS 2020 Adaptive multi-fidelity optimization with fast learning rates AISTATS 2020 Adaptive Online Estimation of Piecewise Polynomial Trends NeurIPS 2020 Adaptive Sampling for Estimating Probability Distributions ICML 2020 Adaptive Shrinkage Estimation for Streaming Graphs NeurIPS 2020 Adaptive Sketching for Fast and Convergent Canonical Polyadic Decomposition ICML 2020 Adaptive Submodular Maximization under Stochastic Item Costs COLT 2020 A Data Efficient and Feasible Level Set Method for Stochastic Convex Optimization with Expectation Constraints JMLR 2020 A determinantal point process for column subset selection JMLR 2020 A Duality Approach for Regret Minimization in Average-Award Ergodic Markov Decision Processes L4DC 2020 A Farewell to Arms: Sequential Reward Maximization on a Budget with a Giving Up Option AISTATS 2020 A Framework for Sample Efficient Interval Estimation with Control Variates AISTATS 2020 A Game-Theoretic Analysis of the Empirical Revenue Maximization Algorithm with Endogenous Sampling NeurIPS 2020 A Kernel Mean Embedding Approach to Reducing Conservativeness in Stochastic Programming and Control L4DC 2020 Almost Group Envy-free Allocation of Indivisible Goods and Chores IJCAI 2020 A Locally Adaptive Bayesian Cubature Method AISTATS 2020 A Markov Decision Process Model for Socio-Economic Systems Impacted by Climate Change ICML 2020 A mean-field analysis of two-player zero-sum games NeurIPS 2020