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math.OC2026
Diffusion-Robust Optimization over Graphs
Liviu Aolaritei, Ricky Huang, Michael I. Jordan +1
We introduce a diffusion-based uncertainty model for robust optimization on directed graphs, in which perturbations of edge weights propagate along adjacent edges and satisfy conse…
math.OC2026
Stopping Rules for Stochastic Gradient Descent via Anytime-Valid Confidence Sequences
Liviu Aolaritei, Michael I. Jordan
The problem of stopping stochastic gradient descent (SGD) in an online manner, based solely on the observed trajectory, is a challenging theoretical problem with significant conseq…
math.OC2026
Stochastic Optimization with Optimal Importance Sampling
Liviu Aolaritei, Bart P. G. Van Parys, Henry Lam +1
Importance Sampling (IS) is a widely used variance reduction technique for enhancing the efficiency of Monte Carlo methods, particularly in rare-event simulation and related applic…