2 papers
math.OC2026
Multiscale replay: A robust algorithm for stochastic variational inequalities with a Markovian buffer
Milind Nakul, Tianjiao Li, Ashwin Pananjady
We introduce the Multiscale Experience Replay (MER) algorithm for solving a class of stochastic variational inequalities (VIs) in settings where samples are generated from a Markov…
stat.ML2025
Estimating stationary mass, frequency by frequency
Milind Nakul, Vidya Muthukumar, Ashwin Pananjady
Suppose we observe a trajectory of length from an exponentially -mixing stochastic process over a finite but potentially large state space. We consider the problem of estim…