80 citations · 177 across the 25 of their papers we have counts for
4 papers · 1 filter
Derivative-Free Methods for Policy Optimization: Guarantees for Linear Quadratic Systems
Dhruv Malik, Ashwin Pananjady, Kush Bhatia +3
We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-…
Singularity, Misspecification, and the Convergence Rate of EM
Raaz Dwivedi, Nhat Ho, Koulik Khamaru +3
A line of recent work has analyzed the behavior of the Expectation-Maximization (EM) algorithm in the well-specified setting, in which the population likelihood is locally strongly…
Convergence guarantees for a class of non-convex and non-smooth optimization problems
Koulik Khamaru, Martin J. Wainwright
We consider the problem of finding critical points of functions that are non-convex and non-smooth. Studying a fairly broad class of such problems, we analyze the behavior of three…
Computation of the Maximum Likelihood estimator in low-rank Factor Analysis
Koulik Khamaru, Rahul Mazumder
Factor analysis, a classical multivariate statistical technique is popularly used as a fundamental tool for dimensionality reduction in statistics, econometrics and data science. E…