Yi Chen

most citedAccelerating Nonconvex Learning via Replica Exchange Langevin Diffusion

16 citations · 21 across the 3 of their papers we have counts for

collaborators

3 papers

stat.ML2020★ 4 cited

Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection

Yining Wang, Yi Chen, Ethan X. Fang +2

We consider the stochastic contextual bandit problem under the high dimensional linear model. We focus on the case where the action space is finite and random, with each action ass…

stat.ML2020★ 16 cited

Accelerating Nonconvex Learning via Replica Exchange Langevin Diffusion

Yi Chen, Jinglin Chen, Jing Dong +2

Langevin diffusion is a powerful method for nonconvex optimization, which enables the escape from local minima by injecting noise into the gradient. In particular, the temperature…

math.PR2019★ 1 cited

$ε$ -Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations

Yi Chen, Jing Dong, Hao Ni

Consider the fractional Brownian Motion (fBM) $B^{H} = {B^{H} (t) : t \in [0, 1]}$ with Hurst index $H \in (0, 1)$ . We construct a probability space supporting both $B^{H}$ and a fully simul…

Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection

Accelerating Nonconvex Learning via Replica Exchange Langevin Diffusion

ε-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations

$ε$ -Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations