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math.OC2025
Bayesian distributionally robust variational inequalities: regularization and quantification
Wentao Ma, Zhiping Chen, Xiaojun Chen
We propose a Bayesian distributionally robust variational inequality (DRVI) framework that models the data-generating distribution through a finite mixture family, which allows us…
math.OC2025
Differential Stochastic Variational Inequalities with Parametric Optimization
Xiaojun Chen, Jian Guo, Guan Wang
The differential stochastic variational inequality with parametric convex optimization (DSVI-O) is an ordinary differential equation whose right-hand side involves a stochastic var…
math.OC2025
A New Complexity Result for Strongly Convex Optimization with Locally -H{ö}lder Continuous Gradients
Xiaojun Chen, C. T. Kelley, Lei Wang
In this paper, we present a new complexity result for the gradient descent method with an appropriately fixed stepsize for minimizing a strongly convex function with locally -H{…