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20202026
most citedMultiplicative noise and heavy tails in stochastic optimization

32 citations · 32 across the 3 of their papers we have counts for

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stat.ML2025

Online Inference of Constrained Optimization: Primal-Dual Optimality and Sequential Quadratic Programming

Yihang Gao, Michael K. Ng, Michael W. Mahoney +1

We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. Such problems are prevalent in statistics and…