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math.OC2025
Near-Optimal Tensor PCA via Normalized Stochastic Gradient Ascent with Overparameterization
Shihong Ding, Yihong Gu, Yuanshi Liu +1
We study the Order- () spiked tensor model for the tensor principal component analysis (PCA) problem: given i.i.d. observations of a -th order tensor generated…
math.OC2024
PAPAL: A Provable PArticle-based Primal-Dual ALgorithm for Mixed Nash Equilibrium
Shihong Ding, Hanze Dong, Cong Fang +2
We consider the non-convex non-concave objective function in two-player zero-sum continuous games. The existence of pure Nash equilibrium requires stringent conditions, posing a ma…
math.OC2024
Optimizing over Multiple Distributions under Generalized Quasar-Convexity Condition
Shihong Ding, Long Yang, Luo Luo +1
We study a typical optimization model where the optimization variable is composed of multiple probability distributions. Though the model appears frequently in practice, such as fo…