21 citations · 22 across the 3 of their papers we have counts for
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Stochastic Approximation for Online Tensorial Independent Component Analysis
Chris Junchi Li, Michael I. Jordan
Independent component analysis (ICA) has been a popular dimension reduction tool in statistical machine learning and signal processing. In this paper, we present a convergence anal…
On Linear Stochastic Approximation: Fine-grained Polyak-Ruppert and Non-Asymptotic Concentration
Wenlong Mou, Chris Junchi Li, Martin J. Wainwright +2
We undertake a precise study of the asymptotic and non-asymptotic properties of stochastic approximation procedures with Polyak-Ruppert averaging for solving a linear system $\bar{…
Stochastic Modified Equations for Continuous Limit of Stochastic ADMM
Xiang Zhou, Huizhuo Yuan, Chris Junchi Li +1
Stochastic version of alternating direction method of multiplier (ADMM) and its variants (linearized ADMM, gradient-based ADMM) plays a key role for modern large scale machine lear…