Frameworks and results in distributionally robust optimization

H Rahimian, S Mehrotra - Open Journal of Mathematical Optimization, 2022 - numdam.org
The concepts of risk aversion, chance-constrained optimization, and robust optimization
have developed significantly over the last decade. The statistical learning community has …

Stochastic first-and zeroth-order methods for nonconvex stochastic programming

S Ghadimi, G Lan - SIAM journal on optimization, 2013 - SIAM
In this paper, we introduce a new stochastic approximation type algorithm, namely, the
randomized stochastic gradient (RSG) method, for solving an important class of nonlinear …

Tfg: Unified training-free guidance for diffusion models

H Ye, H Lin, J Han, M Xu, S Liu… - Advances in …, 2025 - proceedings.neurips.cc
Given an unconditional diffusion model and a predictor for a target property of interest (eg, a
classifier), the goal of training-free guidance is to generate samples with desirable target …