activity
20172026
most citedBFGS convergence to nonsmooth minimizers of convex functions

4 citations · 9 across the 12 of their papers we have counts for

collaborators

12 papers

cs.CL2026

Purging the Gray Zone: Latent-Geometric Denoising for Precise Knowledge Boundary Awareness

Hao An, Yibin Lou, Jiayi Guo +1

Large language models (LLMs) often exhibit hallucinations due to their inability to accurately perceive their own knowledge boundaries. Existing abstention fine-tuning methods typi…

stat.ML2026

Starting Off on the Wrong Foot: Pitfalls in Data Preparation

Jiayi Guo, Panyi Dong, Zhiyu Quan

When working with real-world insurance data, practitioners often encounter challenges during the data preparation stage that can undermine the statistical validity and reliability…

stat.ML2025

Reliable Selection of Heterogeneous Treatment Effect Estimators

Jiayi Guo, Zijun Gao

We study the problem of selecting the best heterogeneous treatment effect (HTE) estimator from a collection of candidates in settings where the treatment effect is fundamentally un…

stat.ML2025

A Relative Error-Based Evaluation Framework of Heterogeneous Treatment Effect Estimators

Jiayi Guo, Haoxuan Li, Ye Tian +1

While significant progress has been made in heterogeneous treatment effect (HTE) estimation, the evaluation of HTE estimators remains underdeveloped. In this article, we propose a…

q-fin.RM2025

Entity-Specific Cyber Risk Assessment using InsurTech Empowered Risk Factors

Jiayi Guo, Zhiyu Quan, Linfeng Zhang

The lack of high-quality public cyber incident data limits empirical research and predictive modeling for cyber risk assessment. This challenge persists due to the reluctance of co…

eess.SY2024

Impact of Trip Distance Distribution Time Dependency and Aggregation Levels in Bathtub Models -- A Comparative Simulation Analysis

Jiayi Guo, Irene Martínez, Gonçalo Correia +1

Bathtub models are used to study urban traffic within a certain area. They do not require to take into account the detailed network topology. The emergence of different bathtub mod…

cs.LG2024

On the KL-Divergence-based Robust Satisficing Model

Haojie Yan, Minglong Zhou, Jiayi Guo

Empirical risk minimization, a cornerstone in machine learning, is often hindered by the Optimizer's Curse stemming from discrepancies between the empirical and true data-generatin…

math.OC2023

Distributionally Robust Optimization under Mean-Covariance Ambiguity Set and Half-Space Support for Bivariate Problems

Jiayi Guo, Hao Qiu, Zhen Wang +2

In this paper, we study a bivariate distributionally robust optimization problem with mean-covariance ambiguity set and half-space support. Under a conventional type of objective f…

math.OC2022★ 1 cited

A Unified Framework for Generalized Moment Problems: a Novel Primal-Dual Approach

Jiayi Guo, Simai He, Bo Jiang +1

Generalized moment problems optimize functional expectation over a class of distributions with generalized moment constraints, i.e., the function in the moment can be any measurabl…

math.OC2020★ 2 cited

Bounding probability of small deviation on sum of independent random variables: Combination of moment approach and Berry-Esseen theorem

Jiayi Guo, Simai He, Zi Ling +1

In the context of bounding probability of small deviation, there are limited general tools. However, such bounds have been widely applied in graph theory and inventory management.…

math.OC2018★ 2 cited

Rescaling nonsmooth optimization using BFGS and Shor updates

Jiayi Guo, Adrian S. Lewis

The BFGS quasi-Newton methodology, popular for smooth minimization, has also proved surprisingly effective in nonsmooth optimization. Through a variety of simple examples and compu…

math.OC2017★ 4 cited

BFGS convergence to nonsmooth minimizers of convex functions

Jiayi Guo, Adrian Lewis

The popular BFGS quasi-Newton minimization algorithm under reasonable conditions converges globally on smooth convex functions. This result was proved by Powell in 1976: we conside…