7 citations · 15 across the 5 of their papers we have counts for
5 papers
Expected Shortfall Regression via Optimization
Yuanzhi Li, Shushu Zhang, Xuming He
To provide a comprehensive summary of the tail distribution, the expected shortfall is defined as the average over the tail above (or below) a certain quantile of the distribution.…
High-Dimensional Expected Shortfall Regression
Shushu Zhang, Xuming He, Kean Ming Tan +1
Expected shortfall is defined as the average over the tail below (or above) a certain quantile of a probability distribution. Expected shortfall regression provides powerful tools…
Global Convergence and Stability of Stochastic Gradient Descent
Vivak Patel, Shushu Zhang, Bowen Tian
In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD t…
Stochastic Gradient Descent on Nonconvex Functions with General Noise Models
Vivak Patel, Shushu Zhang
Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in un…
Stochastic Approximation for High-frequency Observations in Data Assimilation
Shushu Zhang, Vivak Patel
With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for h…