3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.ST2024
Minimax Linear Regression under the Quantile Risk
Ayoub El Hanchi, Chris J. Maddison, Murat A. Erdogdu
We study the problem of designing minimax procedures in linear regression under the quantile risk. We start by considering the realizable setting with independent Gaussian noise, w…
math.OC2021★ 3 cited
Stochastic Reweighted Gradient Descent
Ayoub El Hanchi, David A. Stephens
Despite the strong theoretical guarantees that variance-reduced finite-sum optimization algorithms enjoy, their applicability remains limited to cases where the memory overhead the…