Stochastic Methods

SGDLibrary: A MATLAB library for stochastic optimization algorithms JMLR 2018 Shampoo: Preconditioned Stochastic Tensor Optimization ICML 2018 Short-term Sparse Portfolio Optimization Based on Alternating Direction Method of Multipliers JMLR 2018 Smoothed Analysis of Discrete Tensor Decomposition and Assemblies of Neurons NeurIPS 2018 Solving Large Sequential Games with the Excessive Gap Technique NeurIPS 2018 Solving Non-smooth Constrained Programs with Lower Complexity than O(1/ε): A Primal-Dual Homotopy Smoothing Approach NeurIPS 2018 Sparse Estimation in Ising Model via Penalized Monte Carlo Methods JMLR 2018 Speaker Activity Detection and Minimum Variance Beamforming for Source Separation Interspeech 2018 Speaker Recognition with Nonlinear Distortion: Clipping Analysis and Impact Interspeech 2018 Statistical Sparse Online Regression: A Diffusion Approximation Perspective AISTATS 2018 Steering Social Activity: A Stochastic Optimal Control Point Of View JMLR 2018 Stochastic algorithms for entropy-regularized optimal transport problems AISTATS 2018 Stochastic Chebyshev Gradient Descent for Spectral Optimization NeurIPS 2018 Stochastic Composite Mirror Descent: Optimal Bounds with High Probabilities NeurIPS 2018 Stochastic Expectation Maximization with Variance Reduction NeurIPS 2018 Stochastic Proximal Algorithms for AUC Maximization ICML 2018 Stochastic Second-Order Method for Large-Scale Nonconvex Sparse Learning Models IJCAI 2018 Stochastic Wasserstein Barycenters ICML 2018 Stochastic Zeroth-order Optimization in High Dimensions AISTATS 2018 Submatrix localization via message passing JMLR 2018 Subpolynomial trace reconstruction for random strings \{and arbitrary deletion probability COLT 2018 Testing Symmetric Markov Chains From a Single Trajectory COLT 2018 The Convergence of Sparsified Gradient Methods NeurIPS 2018 The Vertex Sample Complexity of Free Energy is Polynomial COLT 2018 Third-order Smoothness Helps: Faster Stochastic Optimization Algorithms for Finding Local Minima NeurIPS 2018