103 citations · 640 across the 49 of their papers we have counts for
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Unifying mirror descent and dual averaging
Anatoli Juditsky, Joon Kwon, Éric Moulines
We introduce and analyze a new family of first-order optimization algorithms which generalizes and unifies both mirror descent and dual averaging. Within the framework of this fami…
Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method
Anatoli Juditsky, Alexander Nazin, Arkadi Nemirovsky +1
We propose an approach to construction of robust non-Euclidean iterative algorithms for convex composite stochastic optimization based on truncation of stochastic gradients. For su…
Signal recovery by Stochastic Optimization
Anatoli Juditsky, Arkadi Nemirovski
We discuss an approach to signal recovery in Generalized Linear Models (GLM) in which the signal estimation problem is reduced to the problem of solving a stochastic monotone varia…