41 citations · 99 across the 11 of their papers we have counts for
13 papers
Efficient Forecasting of Large Scale Hierarchical Time Series via Multilevel Clustering
Xing Han, Tongzheng Ren, Jing Hu +2
We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial app…
Beyond EM Algorithm on Over-specified Two-Component Location-Scale Gaussian Mixtures
Tongzheng Ren, Fuheng Cui, Sujay Sanghavi +1
The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the…
Policy Learning for Robust Markov Decision Process with a Mismatched Generative Model
Jialian Li, Tongzheng Ren, Dong Yan +2
In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training ca…
Improving Computational Complexity in Statistical Models with Second-Order Information
Tongzheng Ren, Jiacheng Zhuo, Sujay Sanghavi +1
It is known that when the statistical models are singular, i.e., the Fisher information matrix at the true parameter is degenerate, the fixed step-size gradient descent algorithm t…
Towards Statistical and Computational Complexities of Polyak Step Size Gradient Descent
Tongzheng Ren, Fuheng Cui, Alexia Atsidakou +2
We study the statistical and computational complexities of the Polyak step size gradient descent algorithm under generalized smoothness and Lojasiewicz conditions of the population…
Quasi-Bayesian Dual Instrumental Variable Regression
Ziyu Wang, Yuhao Zhou, Tongzheng Ren +1
Recent years have witnessed an upsurge of interest in employing flexible machine learning models for instrumental variable (IV) regression, but the development of uncertainty quant…