activity
20162026
most citedGeneralization Bounds of SGLD for Non-convex Learning: Two Theoretical Viewpoints

53 citations · 177 across the 34 of their papers we have counts for

collaborators

35 papers

cs.LG2026

GAV: A scientific experimentation environment for PDE agents

Muheng Li, Wenlong Mou

Reliable feedback is essential for coding agents to develop programs for partial differential equations (PDEs). Yet evaluating these programs on new PDE problems often requires exp…

cs.CV2026

A Latent Distribution Perspective on Evaluating and Improving Latent Generative Models

Xianghong Fang, Wenjie Shu, Tongda Xu +3

In latent generative models, reconstruction quality is often assumed to correlate with generative performance. However, reconstruction FID (rFID) can exhibit weak or even negative…

cs.LG2026

Adaptively Incorporating Directional Hints into Zeroth-Order Optimization

Alexander Ryabchenko, Jian Qian, Wenlong Mou

We study zeroth-order optimization of non-convex functions with the aid of directional hints, which are cheap but potentially inaccurate approximations of the true gradient directi…

cs.LG2026

What should post-training optimize? A test-time scaling law perspective

Muheng Li, Jian Qian, Wenlong Mou

Large language models are increasingly deployed with test-time strategies: sample responses, score them with a reward model or verifier, and return the best. This deployment ru…

cs.LG2026

Provable imitation learning for control of instability in partially-observed Vlasov--Poisson equations

Xiaofan Xia, Qin Li, Wenlong Mou

We consider the stabilization of Vlasov--Poisson plasma dynamics, a central control problem in nuclear fusion. Our focus is the gap between what an ideal controller would use and w…

math.OC2026

Revisiting the Constant Stepsize Stochastic Approximation with Decision-Dependent Markovian Noise

Hadi Hadavi, Wenlong Mou, Sergey Samsonov +1

We revisit the convergence analysis of constant stepsize stochastic approximation (SA) with decision-dependent Markovian noise, with a focus on characterizing the stationary bias a…

cs.LG2026

Continuous-time reinforcement learning: ellipticity enables model-free value function approximation

Wenlong Mou

We study off-policy reinforcement learning for controlling continuous-time Markov diffusion processes with discrete-time observations and actions. We consider model-free algorithms…

cs.LG2026

Predicting and improving test-time scaling laws via reward tail-guided search

Muheng Li, Jian Qian, Wenlong Mou

Test-time scaling has emerged as a critical avenue for enhancing the reasoning capabilities of Large Language Models (LLMs). Though the straight-forward ''best-of-'' (BoN) strat…

cs.LG2025

Reinforcement Learning with Action-Triggered Observations

Alexander Ryabchenko, Wenlong Mou

We introduce Action-Triggered Sporadically Traceable Markov Decision Processes (ATST-MDPs), a reinforcement learning framework for partial observability in which full state observa…

cs.LG2025

Federated learning over physical channels: adaptive algorithms with near-optimal guarantees

Rui Zhang, Wenlong Mou

In federated learning, communication cost can be significantly reduced by transmitting the information over the air through physical channels. In this paper, we propose a new class…

cs.LG2025

Is RL fine-tuning harder than regression? A PDE learning approach for diffusion models

Wenlong Mou

We study the problem of learning the optimal control policy for fine-tuning a given diffusion process, using general value function approximation. We develop a new class of algorit…

cs.LG2025

Statistical guarantees for continuous-time policy evaluation: blessing of ellipticity and new tradeoffs

Wenlong Mou

We study the estimation of the value function for continuous-time Markov diffusion processes using a single, discretely observed ergodic trajectory. Our work provides non-asymptoti…

cs.LG2024

To bootstrap or to rollout? An optimal and adaptive interpolation

Wenlong Mou, Jian Qian

Bootstrapping and rollout are two fundamental principles for value function estimation in reinforcement learning (RL). We introduce a novel class of Bellman operators, called subgr…

math.ST2024

When is it worthwhile to jackknife? Breaking the quadratic barrier for Z-estimators

Licong Lin, Fangzhou Su, Wenlong Mou +2

Resampling methods are especially well-suited to inference with estimators that provide only "black-box'' access. Jackknife is a form of resampling, widely used for bias correction…

cs.LG2024

On Bellman equations for continuous-time policy evaluation I: discretization and approximation

Wenlong Mou, Yuhua Zhu

We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on eas…

stat.ME2023

A decorrelation method for general regression adjustment in randomized experiments

Fangzhou Su, Wenlong Mou, Peng Ding +1

We study regression adjustment with general function class approximations for estimating the average treatment effect in the design-based setting. Standard regression adjustment in…

stat.ME2023

When is the estimated propensity score better? High-dimensional analysis and bias correction

Fangzhou Su, Wenlong Mou, Peng Ding +1

Anecdotally, using an estimated propensity score is superior to the true propensity score in estimating the average treatment effect based on observational data. However, this clai…

math.ST2023

Kernel-based off-policy estimation without overlap: Instance optimality beyond semiparametric efficiency

Wenlong Mou, Peng Ding, Martin J. Wainwright +1

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform…

math.ST2022

Off-policy estimation of linear functionals: Non-asymptotic theory for semi-parametric efficiency

Wenlong Mou, Martin J. Wainwright, Peter L. Bartlett

The problem of estimating a linear functional based on observational data is canonical in both the causal inference and bandit literatures. We analyze a broad class of two-stage pr…

math.ST2022★ 2 cited

Optimal variance-reduced stochastic approximation in Banach spaces

Wenlong Mou, Koulik Khamaru, Martin J. Wainwright +2

We study the problem of estimating the fixed point of a contractive operator defined on a separable Banach space. Focusing on a stochastic query model that provides noisy evaluatio…

math.OC2021★ 4 cited

Optimal and instance-dependent guarantees for Markovian linear stochastic approximation

Wenlong Mou, Ashwin Pananjady, Martin J. Wainwright +1

We study stochastic approximation procedures for approximately solving a -dimensional linear fixed point equation based on observing a trajectory of length from an ergodic M…

cs.LG2020★ 2 cited

Optimal oracle inequalities for solving projected fixed-point equations

Wenlong Mou, Ashwin Pananjady, Martin J. Wainwright

Linear fixed point equations in Hilbert spaces arise in a variety of settings, including reinforcement learning, and computational methods for solving differential and integral equ…

cs.LG2020★ 4 cited

On the Sample Complexity of Reinforcement Learning with Policy Space Generalization

Wenlong Mou, Zheng Wen, Xi Chen

We study the optimal sample complexity in large-scale Reinforcement Learning (RL) problems with policy space generalization, i.e. the agent has a prior knowledge that the optimal p…

math.OC2020

ROOT-SGD: Sharp Nonasymptotics and Near-Optimal Asymptotics in a Single Algorithm

Chris Junchi Li, Wenlong Mou, Martin J. Wainwright +1

We study the problem of solving strongly convex and smooth unconstrained optimization problems using stochastic first-order algorithms. We devise a novel algorithm, referred to as…