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math.OC2022
Incentive-Aware Models of Financial Networks
Akhil Jalan, Deepayan Chakrabarti, Purnamrita Sarkar
Financial networks help firms manage risk but also enable financial shocks to spread. Despite their importance, existing models of financial networks have several limitations. Prio…
stat.ML2022
An Exponentially Increasing Step-size for Parameter Estimation in Statistical Models
Nhat Ho, Tongzheng Ren, Sujay Sanghavi +2
Using gradient descent (GD) with fixed or decaying step-size is a standard practice in unconstrained optimization problems. However, when the loss function is only locally convex,…