3 papers
math.OC2026
Tight Nonasymptotic Local Convergence of Sinkhorn-Knopp
Wenzhi Gao, Zhaonan Qu, Yinyu Ye +2
We revisit the Sinkhorn-Knopp (SK) algorithm for the matrix scaling problem. Despite extensive literature on the global convergence of SK and its variants, its local linear converg…
math.NA2024
Scalable Approximate Optimal Diagonal Preconditioning
Wenzhi Gao, Zhaonan Qu, Madeleine Udell +1
We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have…
stat.ME2024
Computationally Efficient Estimation of Large Probit Models
Patrick Ding, Guido Imbens, Zhaonan Qu +1
Probit models are useful for modeling correlated discrete responses in many disciplines, including consumer choice data in economics and marketing. However, the Gaussian latent var…