72 citations · 296 across the 47 of their papers we have counts for
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math.OC2020
Variance-Reduced Splitting Schemes for Monotone Stochastic Generalized Equations
Shisheng Cui, Uday V. Shanbhag
We consider monotone inclusion problems where the operators may be expectation-valued, a class of problems that subsumes convex stochastic optimization problems as well as subclass…
math.OC2020★ 1 cited
Variance-Reduced Accelerated First-order Methods: Central Limit Theorems and Confidence Statements
Jinlong Lei, Uday V. Shanbhag
In this paper, we study a stochastic strongly convex optimization problem and propose three classes of variable sample-size stochastic first-order methods including the standard st…