Events List Navigation
Comprehensive Written Exams for all Ph.D. students entering their second year of study. Friday: Paper #3 (Applied Statistics)
Boot camp for incoming graduate students of the Statistics & Operations Research, and Biostatistics departments. 10am-12pm Linear Algebra 1pm-3pm Analysis All sessions meet in Hanes 130
Mandatory orientation for all incoming international students. More information can be found here.
Title - Conditions for linear convergence of (stochastic) first order methods Abstract - For convex optimization problems deterministic first order methods have linear convergence when the objective function is smooth and strongly convex. Moreover, under the same conditions - smoothness and strong convexity - sublinear convergence rates have been derived for stochastic first order methods. However, in many applications (machine learning, statistics, control, signal processing) the strong convexity condition does not hold, but the objective function still has a special…