65 citations · 367 across the 30 of their papers we have counts for
5 papers · 1 filter
Finite-Time Regret of Thompson Sampling Algorithms for Exponential Family Multi-Armed Bandits
Tianyuan Jin, Pan Xu, Xiaokui Xiao +1
We study the regret of Thompson sampling (TS) algorithms for exponential family bandits, where the reward distribution is from a one-dimensional exponential family, which covers ma…
Stochastic Variance-Reduced Hamilton Monte Carlo Methods
Difan Zou, Pan Xu, Quanquan Gu
We propose a fast stochastic Hamilton Monte Carlo (HMC) method, for sampling from a smooth and strongly log-concave distribution. At the core of our proposed method is a variance r…
Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization
Pan Xu, Jinghui Chen, Difan Zou +1
We present a unified framework to analyze the global convergence of Langevin dynamics based algorithms for nonconvex finite-sum optimization with component functions. At the co…
Speeding Up Latent Variable Gaussian Graphical Model Estimation via Nonconvex Optimizations
Pan Xu, Jian Ma, Quanquan Gu
We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order…
Communication-efficient Distributed Estimation and Inference for Transelliptical Graphical Models
Pan Xu, Lu Tian, Quanquan Gu
We propose communication-efficient distributed estimation and inference methods for the transelliptical graphical model, a semiparametric extension of the elliptical distribution i…