2 citations · 3 across the 3 of their papers we have counts for
3 papers
math.OC2022★ 2 cited
Online Saddle Point Tracking with Decision-Dependent Data
Killian Wood, Emiliano Dall'Anese
In this work, we consider a time-varying stochastic saddle point problem in which the objective is revealed sequentially, and the data distribution depends on the decision variable…
cs.LG2022★ 1 cited
Scalable Gaussian Process Hyperparameter Optimization via Coverage Regularization
Killian Wood, Alec M. Dunton, Amanda Muyskens +1
Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperpa…
math.OC2021
Online Projected Gradient Descent for Stochastic Optimization with Decision-Dependent Distributions
Killian Wood, Gianluca Bianchin, Emiliano Dall'Anese
This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distri…