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stat.ML2018
Robust Super-Level Set Estimation using Gaussian Processes
Andrea Zanette, Junzi Zhang, Mykel J. Kochenderfer
This paper focuses on the problem of determining as large a region as possible where a function exceeds a given threshold with high probability. We assume that we only have access…
math.PR2018
Consistency and Computation of Regularized MLEs for Multivariate Hawkes Processes
Xin Guo, Anran Hu, Renyuan Xu +1
This paper proves the consistency property for the regularized maximum likelihood estimators (MLEs) of multivariate Hawkes processes (MHPs). It also develops an alternating minimiz…
math.OC2018
Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations
Junzi Zhang, Brendan O'Donoghue, Stephen Boyd
We consider the application of the type-I Anderson acceleration to solving general non-smooth fixed-point problems. By interleaving with safe-guarding steps, and employing a Powell…