979 citations · 1k across the 15 of their papers we have counts for
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Convergence and Inference of Stream SGD, with Applications to Queueing Systems and Inventory Control
Xiang Li, Jiadong Liang, Xinyun Chen +1
Stream stochastic gradient descent (SGD) is a simple and efficient method for solving online optimization problems in operations research (OR), where data is generated by parameter…
Asymptotic Behaviors and Phase Transitions in Projected Stochastic Approximation: A Jump Diffusion Approach
Jiadong Liang, Yuze Han, Xiang Li +1
In this paper we consider linearly constrained optimization problems and propose a loopless projection stochastic approximation (LPSA) algorithm. It performs the projection with pr…
Variance-aware robust reinforcement learning with linear function approximation under heavy-tailed rewards
Xiang Li, Qiang Sun
This paper presents two algorithms, AdaOFUL and VARA, for online sequential decision-making in the presence of heavy-tailed rewards with only finite variances. For linear stochasti…
Online Statistical Inference for Nonlinear Stochastic Approximation with Markovian Data
Xiang Li, Jiadong Liang, Zhihua Zhang
Many stochastic approximation (SA) algorithms evolve along a single trajectory, making uncertainty quantification challenging under nonlinear dynamics and Markov dependence. We dev…