Stochastic Optimization

Publications

. Statistical Inference for the Population Landscape via Moment Adjusted Stochastic Gradients. Journal of the Royal Statistical Society: Series B (Statistical Methodology), accepted, 2019.

Preprint PDF Project Project

. Local Optimality and Generalization Guarantees for the Langevin Algorithm via Empirical Metastability. Journal of Machine Learning Research W&CP, vol.75 (COLT), 857-875, 2018.

Preprint PDF Project Project

. Escaping the Local Minima via Simulated Annealing: Optimization of Approximately Convex Functions. Journal of Machine Learning Research W&CP, vol.40 (COLT), 240–265, 2015.

Preprint PDF Project