Philip Thompson
- Extragradient method with variance reduction for stochastic variational inequalities
2017/03/01 by Alfredo N. Iusem, Alejandro Jofré, Iusem, Alfredo +5 · 5 citations
Computer Science · Decision Sciences · Engineering · #FOS: Mathematics #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- Outlier-robust estimation of a sparse linear model using ℓ1-penalized Huber's M-estimator
2019/04/12 by Arnak S. Dalalyan, Philip Thompson, Dalalyan, Arnak S. +1 · 3 citations
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Statistical Methods and Inference #Statistics Theory (math.ST)