3 papers
math.ST2026
Improved performance guarantees for Tukey's median
Stanislav Minsker, Yinan Shen
Is there a natural way to order data in dimension greater than one? The approach based on the notion of data depth, often associated with John Tukey, is among the most popular. Tuk…
math.ST2026
SGD with Dependent Data: Optimal Estimation, Regret, and Inference
Yinan Shen, Yichen Zhang, Wen-Xin Zhou
This work investigates the performance of the final iterate produced by stochastic gradient descent (SGD) under temporally dependent data. We consider two complementary sources of…
math.ST2025
Online Quantile Regression
Yinan Shen, Dong Xia, Wen-Xin Zhou
This paper addresses the challenge of integrating sequentially arriving data within the quantile regression framework, where the number of features is allowed to grow with the numb…