3 papers
math.OC2026
Mirror Polyak and a Primal-Dual Lifting
Frederik Kunstner, Ryan D'Orazio, Victor S. Portella +1
First-order methods typically require a specific step-size that depends on the regularity conditions of the objective function, such as the smoothness, Lipschitz continuity, or str…
cs.LG2026
A second order regret bound for NormalHedge
Yoav Freund, Nicholas J. A. Harvey, Victor S. Portella +2
We consider the problem of prediction with expert advice for ``easy'' sequences. We show that a variant of NormalHedge enjoys a second-order -quantile regret bound of $O\big(\s…
cs.DS2024
Lower Bounds for Private Estimation of Gaussian Covariance Matrices under All Reasonable Parameter Regimes
Victor S. Portella, Nick Harvey
We prove lower bounds on the number of samples needed to privately estimate the covariance matrix of a Gaussian distribution. Our bounds match existing upper bounds in the widest k…