3 papers
stat.ME2026
Sampling-Based Batch Sequential Design by Stein Variational Gradient Descent
Penghui Fu, Xiaoxian Ding, Chunlin Ji +2
Many real-world experimental design problems require a batch of experimental runs across stages, in which multiple points are selected and evaluated at each stage. However, most wo…
math.OC2023
Understanding Accelerated Gradient Methods: Lyapunov Analyses and Hamiltonian Assisted Interpretations
Penghui Fu, Zhiqiang Tan
We formulate two classes of first-order algorithms more general than previously studied for minimizing smooth and strongly convex or, respectively, smooth and convex functions. We…
stat.CO2022
Block-wise Primal-dual Algorithms for Large-scale Doubly Penalized ANOVA Modeling
Penghui Fu, Zhiqiang Tan
For multivariate nonparametric regression, doubly penalized ANOVA modeling (DPAM) has recently been proposed, using hierarchical total variations (HTVs) and empirical norms as pena…