2 papers
math.OC2023
Accelerated stochastic approximation with state-dependent noise
Sasila Ilandarideva, Anatoli Juditsky, Guanghui Lan +1
We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classi…
stat.ML2022
Stochastic Mirror Descent for Large-Scale Sparse Recovery
Sasila Ilandarideva, Yannis Bekri, Anatoli Juditsky +1
In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a pe…