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Chung-En Tsai

2 accepted papers

2024

Fast Minimization of Expected Logarithmic Loss via Stochastic Dual Averaging

AISTATS 2024poster

Consider the problem of minimizing an expected logarithmic loss over either the probability simplex or the set of quantum density matrices. This problem includes tasks such as solving the Poisson inverse problem, computing the maximum-likelihood estimate for quantum state tomography, and approximati…

2023

Data-Dependent Bounds for Online Portfolio Selection Without Lipschitzness and Smoothness

NeurIPS 2023poster

This work introduces the first small-loss and gradual-variation regret bounds for online portfolio selection, marking the first instances of data-dependent bounds for online convex optimization with non-Lipschitz, non-smooth losses. The algorithms we propose exhibit sublinear regret rates in the wo…

Cited by 7SourcePDFScholar