Fast Minimization of Expected Logarithmic Loss via Stochastic Dual Averaging

CE Tsai, HC Cheng, YH Li - International Conference on …, 2024 - proceedings.mlr.press
Consider the problem of minimizing an expected logarithmic loss over either the probability
simplex or the set of quantum density matrices. This problem includes tasks such as solving …

Linear Convergence in Hilbert's Projective Metric for Computing Augustin Information and a R\'{e} nyi Information Measure

CE Tsai, GR Wang, HC Cheng, YH Li - arxiv preprint arxiv:2409.02640, 2024 - arxiv.org
Consider the problems of computing the Augustin information and a R\'{e} nyi information
measure of statistical independence, previously explored by Lapidoth and Pfister (IEEE …

Stochastic incremental mirror descent algorithms with Nesterov smoothing

S Bitterlich, SM Grad - Numerical Algorithms, 2024 - Springer
For minimizing a sum of finitely many proper, convex and lower semicontinuous functions
over a nonempty closed convex set in an Euclidean space we propose a stochastic …

Online positron emission tomography by online portfolio selection

YH Li - ICASSP 2020-2020 IEEE International Conference on …, 2020 - ieeexplore.ieee.org
The number of measurement outcomes in positron emission tomography (PET) is typically
large, rendering signal reconstruction computationally expensive. We propose an online …

Learning without Smoothness and Strong Convexity

YH Li - 2018 - infoscience.epfl.ch
Recent advances in statistical learning and convex optimization have inspired many
successful practices. Standard theories assume smoothness---bounded gradient, Hessian …