2 citations · 3 across the 5 of their papers we have counts for
Showing 2022Show all
3 papers · 1 filter
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.OC2022
Stochastic Saddle Point Problems with Decision-Dependent Distributions
Killian Wood, Emiliano Dall'Anese
This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff functi…