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math.OC2023
Limited-Memory Greedy Quasi-Newton Method with Non-asymptotic Superlinear Convergence Rate
Zhan Gao, Aryan Mokhtari, Alec Koppel
Non-asymptotic convergence analysis of quasi-Newton methods has gained attention with a landmark result establishing an explicit local superlinear rate of O. The…
econ.EM2023
Identification and Estimation of Categorical Random Coefficient Models
Zhan Gao, M. Hashem Pesaran
This paper proposes a linear categorical random coefficient model, in which the random coefficients follow parametric categorical distributions. The distributional parameters are i…