2 papers
math.OC2026
On rates of convergence for sample average approximations without smoothness
Hien Duy Nguyen, Jacob Westerhout, Xin Guo
Sample average approximation (SAA) replaces an intractable expected objective by an empirical average and is a basic device of modern stochastic optimization. We develop a rate the…
stat.ME2026
Anchored Variational Inference for Personalized Sequential Latent-State Models
Xingche Guo
Sequential latent-variable models with subject-specific random effects provide a flexible framework for modeling temporally structured data with both local latent dynamics and stab…