no code implementations • 23 Feb 2022 • Nuri Mert Vural, Lu Yu, Krishnakumar Balasubramanian, Stanislav Volgushev, Murat A. Erdogdu
We study stochastic convex optimization under infinite noise variance.
no code implementations • 5 Jan 2022 • Lu Yu, Jiaying Gu, Stanislav Volgushev
Consider a panel data setting where repeated observations on individuals are available.
no code implementations • 7 Aug 2020 • Michaël Lalancette, Sebastian Engelke, Stanislav Volgushev
Existing work mostly focuses on asymptotic dependence, where the probability of observing a large value in one of the variables is of the same order as observing a large value in all variables simultaneously.
Statistics Theory Methodology Statistics Theory 62G32 (Primary) 62F12, 62G20, 62G30 (Secondary)
no code implementations • NeurIPS 2021 • Lu Yu, Krishnakumar Balasubramanian, Stanislav Volgushev, Murat A. Erdogdu
Structured non-convex learning problems, for which critical points have favorable statistical properties, arise frequently in statistical machine learning.