2 papers
stat.ML2024
Learning Massive-scale Partial Correlation Networks in Clinical Multi-omics Studies with HP-ACCORD
Sungdong Lee, Joshua Bang, Youngrae Kim +3
Graphical model estimation from multi-omics data requires a balance between statistical estimation performance and computational scalability. We introduce a novel pseudolikelihood-…
stat.ML2022
Statistical inference with implicit SGD: proximal Robbins-Monro vs. Polyak-Ruppert
Yoonhyung Lee, Sungdong Lee, Joong-Ho Won
The implicit stochastic gradient descent (ISGD), a proximal version of SGD, is gaining interest in the literature due to its stability over (explicit) SGD. In this paper, we conduc…