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20182022
most citedOptimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation

7 citations · 16 across the 7 of their papers we have counts for

collaborators

8 papers

math.OC2022

Approximate Secular Equations for the Cubic Regularization Subproblem

Yihang Gao, Man-Chung Yue, Michael K. Ng

The cubic regularization method (CR) is a popular algorithm for unconstrained non-convex optimization. At each iteration, CR solves a cubically regularized quadratic problem, calle…

cs.LG20222 cited

Distributionally Robust Fair Principal Components via Geodesic Descents

Hieu Vu, Toan Tran, Man-Chung Yue +1

Principal component analysis is a simple yet useful dimensionality reduction technique in modern machine learning pipelines. In consequential domains such as college admission, hea…

math.OC2022

Short-step Methods Are Not Strongly Polynomial-Time

Manru Zong, Yin Tat Lee, Man-Chung Yue

Short-step methods are an important class of algorithms for solving convex constrained optimization problems. In this short paper, we show that under very mild assumptions on the s…

cs.LG20211 cited

Sequential Domain Adaptation by Synthesizing Distributionally Robust Experts

Bahar Taskesen, Man-Chung Yue, Jose Blanchet +2

Least squares estimators, when trained on a few target domain samples, may predict poorly. Supervised domain adaptation aims to improve the predictive accuracy by exploiting additi…

cs.LG20197 cited

Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation

Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Man-Chung Yue +2

The likelihood function is a fundamental component in Bayesian statistics. However, evaluating the likelihood of an observation is computationally intractable in many applications.…

math.OC20194 cited

Calculating Optimistic Likelihoods Using (Geodesically) Convex Optimization

Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Man-Chung Yue +2

A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these…