4 papers
Median-of-Means for Nash Equilibrium Seeking in Heavy-Tailed Games
Chao Sun, Huiming Zhang, Bo Chen +3
This paper studies the Nash equilibrium seeking problem for stochastic games under heavy-tailed noise. The gradient noise is considered to have a finite -th moment (…
Distributed Stochastic Optimization for Non-Smooth and Weakly Convex Problems under Heavy-Tailed Noise
Jun Hu, Chao Sun, Bo Chen +2
In existing distributed stochastic optimization studies, it is usually assumed that the gradient noise has a bounded variance. However, recent research shows that the heavy-tailed…
Distributed Stochastic Optimization under Heavy-Tailed Noises
Chao Sun, Huiming Zhang, Bo Chen +1
This paper studies the distributed optimization problem under the influence of heavy-tailed gradient noises. Here, a heavy-tailed noise means that the noise does not necessarily sa…
Covariance-Intersection-based Distributed Kalman Filtering: Stability Problems Revisited
Zhongyao Hu, Bo Chen, Chao Sun +1
This paper studies the stability of covariance-intersection (CI)-based distributed Kalman filtering in time-varying systems. For the general time-varying case, a relationship betwe…