205 citations · 822 across the 39 of their papers we have counts for
4 papers · 1 filter
Sample Average Approximation for Stochastic Optimization with Dependent Data: Performance Guarantees and Tractability
Yafei Wang, Bo Pan, Wei Tu +6
Sample average approximation (SAA), a popular method for tractably solving stochastic optimization problems, enjoys strong asymptotic performance guarantees in settings with indepe…
Uncertainty quantification in the Bradley-Terry-Luce model
Chao Gao, Yandi Shen, Anderson Y. Zhang
The Bradley-Terry-Luce (BTL) model is a benchmark model for pairwise comparisons between individuals. Despite recent progress on the first-order asymptotics of several popular proc…
Optimal Full Ranking from Pairwise Comparisons
Pinhan Chen, Chao Gao, Anderson Y. Zhang
We consider the problem of ranking players from partial pairwise comparison data under the Bradley-Terry-Luce model. For the first time in the literature, the minimax rate of t…
SDP Achieves Exact Minimax Optimality in Phase Synchronization
Chao Gao, Anderson Y. Zhang
We study the phase synchronization problem with noisy measurements , where is an -dimensional complex unit-modulus vector and …