Fast Minimization of Expected Logarithmic Loss via Stochastic Dual Averaging
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 …
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
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 …
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 …
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 …
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 …
successful practices. Standard theories assume smoothness---bounded gradient, Hessian …