15 citations · 16 across the 2 of their papers we have counts for
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math.OC2024
Online Non-Stationary Stochastic Quasar-Convex Optimization
Yuen-Man Pun, Iman Shames
Recent research has shown that quasar-convexity can be found in applications such as identification of linear dynamical systems and generalized linear models. Such observations hav…
math.OC2023★ 1 cited
Distributionally Time-Varying Online Stochastic Optimization under Polyak-Łojasiewicz Condition with Application in Conditional Value-at-Risk Statistical Learning
Yuen-Man Pun, Farhad Farokhi, Iman Shames
In this work, we consider a sequence of stochastic optimization problems following a time-varying distribution via the lens of online optimization. Assuming that the loss function…
math.OC2021★ 15 cited
Local Strong Convexity of Source Localization and Error Bound for Target Tracking under Time-of-Arrival Measurements
Yuen-Man Pun, Anthony Man-Cho So
In this paper, we consider a time-varying optimization approach to the problem of tracking a moving target using noisy time-of-arrival (TOA) measurements. Specifically, we formulat…