Math.ST

Derivative-Free Sequential Quadratic Programming for Equality-Constrained Stochastic Optimization
We consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints, assuming that …
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Online Statistical Inference of Constrained Stochastic Optimization via Random Scaling
Constrained stochastic nonlinear optimization problems have attracted significant attention for their ability to model complex …
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High-dimensional Index Volatility Models via Stein's Identity
We study the estimation of the parametric components of single and multiple index volatility models. Using the first- and second-order …
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Estimating Differential Latent Variable Graphical Models with Applications to Brain Connectivity
Differential graphical models are designed to represent the difference between the conditional dependence structures of two groups, and …
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