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math.OC2019★ 1 cited
Regularized Sample Average Approximation for High-Dimensional Stochastic Optimization Under Low-Rankness
Hongcheng Liu, Charles Hernandez, Hung Yi Lee
This paper concerns a high-dimensional stochastic programming problem of minimizing a function of expected cost with a matrix argument. To this problem, one of the most widely appl…
math.ST2019
High-Dimensional Learning under ApproximateSparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks
Hongcheng Liu, Yinyu Ye, Hung Yi Lee
High-dimensional statistical learning (HDSL) has wide applications in data analysis, operations research, and decision-making. Despite the availability of multiple theoretical fram…