Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States

3 October 2022

Papers citing "Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States"

6 / 6 papers shown

Title
Generalized Exponentiated Gradient Algorithms Using the Euler Two-Parameter Logarithm Andrzej Cichocki 28 1 0 21 Feb 2025
Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection Andrzej Cichocki S. Cruces A. Sarmiento Toshihisa Tanaka 29 2 0 02 Jun 2024
Fast Minimization of Expected Logarithmic Loss via Stochastic Dual Averaging C. Tsai Hao-Chung Cheng Yen-Huan Li 25 0 0 05 Nov 2023
Data-Dependent Bounds for Online Portfolio Selection Without Lipschitzness and Smoothness C. Tsai Ying-Ting Lin Yen-Huan Li 18 4 0 23 May 2023
Faster Stochastic First-Order Method for Maximum-Likelihood Quantum State Tomography C. Tsai Hao-Chung Cheng Yen-Huan Li 16 4 0 23 Nov 2022
Pushing the Efficiency-Regret Pareto Frontier for Online Learning of Portfolios and Quantum States Julian Zimmert Naman Agarwal Satyen Kale 24 17 0 06 Feb 2022