Search Results for author: Sasila Ilandarideva

Found 2 papers, 0 papers with code

Accelerated stochastic approximation with state-dependent noise

no code implementations4 Jul 2023 Sasila Ilandarideva, Anatoli Juditsky, Guanghui Lan, Tianjiao Li

However, to the best of our knowledge, none of the existing stochastic approximation algorithms for solving this class of problems attain optimality in terms of the dependence on accuracy, problem parameters, and mini-batch size.

Stochastic Mirror Descent for Large-Scale Sparse Recovery

no code implementations23 Oct 2022 Sasila Ilandarideva, Yannis Bekri, Anatoli Juditsky, Vianney Perchet

In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters.

Stochastic Optimization

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