3 papers
stat.ML2026
A Nonlinear Time-Series Theory for Constant-step SGD with Momentum
Younghun Lee, Jake Zummo, Wei Biao Wu
Constant-step stochastic gradient descent with momentum (SGDM) augments the parameter recursion with a momentum state that carries geometrically decaying memory of past stochastic…
stat.ML2026
Limit Theory for Online Expectile Estimation under Short and Long Range Dependence
Younghun Lee, Jake Zummo, Wei Biao Wu
Expectiles are tail-sensitive distributional summaries with important applications in financial risk measurement and forecasting, yet statistical theory for their online estimation…
math.NT2024
Non-repetition of second coefficients of Hecke polynomials
Archer Clayton, Helen Dai, Tianyu Ni +3
Let denote the -th Hecke operator on the space of cuspidal modular forms of weight and level . In this paper, we study the non-repetition of…