2 papers
math.OC2026
Random Gradient-Free Optimization in Infinite Dimensional Spaces
Caio Peixoto, Daniel Csillag, Bernardo F. P. da Costa +1
We propose a new gradient-free method for infinite-dimensional optimization in Hilbert spaces that requires only the computation of directional derivatives. Though functional optim…
stat.ML2024
Nonparametric Instrumental Variable Regression through Stochastic Approximate Gradients
Yuri Fonseca, Caio Peixoto, Yuri Saporito
Instrumental variables (IVs) provide a powerful strategy for identifying causal effects in the presence of unobservable confounders. Within the nonparametric setting (NPIV), recent…