12 citations · 20 across the 6 of their papers we have counts for
4 papers · 1 filter
Wasserstein Distributionally Robust Optimization with Wasserstein Barycenters
Tim Tsz-Kit Lau, Han Liu
In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the oth…
Online ICA: Understanding Global Dynamics of Nonconvex Optimization via Diffusion Processes
Chris Junchi Li, Zhaoran Wang, Han Liu
Solving statistical learning problems often involves nonconvex optimization. Despite the empirical success of nonconvex statistical optimization methods, their global dynamics, esp…
Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
Kean Ming Tan, Zhaoran Wang, Han Liu +1
Sparse generalized eigenvalue problem (GEP) plays a pivotal role in a large family of high-dimensional statistical models, including sparse Fisher's discriminant analysis, canonica…
Statistical Limits of Convex Relaxations
Zhaoran Wang, Quanquan Gu, Han Liu
Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxat…