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10/20/2022
On Representations of Mean-Field Variational Inference
The mean field variational inference (MFVI) formulation restricts the ge...
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02/04/2022
Polynomial convergence of iterations of certain random operators in Hilbert space
We study the convergence of random iterative sequence of a family of ope...
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10/21/2021
Hamiltonian Monte Carlo with Asymmetrical Momentum Distributions
Existing rigorous convergence guarantees for the Hamiltonian Monte Carlo...
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02/04/2021
HMC, an Algorithms in Data Mining, the Functional Analysis approach
The main purpose of this paper is to facilitate the communication betwee...
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01/21/2021
HMC, an example of Functional Analysis applied to Algorithms in Data Mining. The convergence in L^p
We present a proof of convergence of the Hamiltonian Monte Carlo algorit...
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09/10/2019
A Stochastic Knapsack Game: Revenue Management in Competitions
We study a mathematical model for revenue management under competition w...
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05/28/2019
A Control-Model-Based Approach for Reinforcement Learning
We consider a new form of model-based reinforcement learning methods tha...
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05/21/2018