37 citations · 76 across the 20 of their papers we have counts for
3 papers · 1 filter
An accelerated first-order method with complexity analysis for solving cubic regularization subproblems
Rujun Jiang, Man-Chung Yue, Zhishuo Zhou
We propose a first-order method to solve the cubic regularization subproblem (CRS) based on a novel reformulation. The reformulation is a constrained convex optimization problem wh…
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.…
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…