Pages that link to "Item:Q4697088"

The following pages link to Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming (Q4697088):

Displaying 17 items.

• Confidence regions of stochastic variational inequalities: error bound approach (Q5090301) (← links)
• (Q5184673) (← links)
• Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities (Q5219716) (← links)
• Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
• A new method to build confidence regions for solutions of stochastic variational inequalities (Q5495600) (← links)
• Extragradient Method with Variance Reduction for Stochastic Variational Inequalities (Q5737725) (← links)
• Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization (Q5868947) (← links)
• Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications (Q5888374) (← links)
• Convergence properties of two-stage stochastic programming (Q5925743) (← links)
• Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints (Q6038637) (← links)
• Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)
• Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models (Q6052056) (← links)
• Moderate Deviations and Invariance Principles for Sample Average Approximations (Q6158005) (← links)
• Sample average approximation of conditional value-at-risk based variational inequalities (Q6191978) (← links)
• Moderate deviations for stochastic variational inequalities (Q6565294) (← links)
• Asymptotic normality and optimality in nonsmooth stochastic approximation (Q6621533) (← links)
• A single cut proximal bundle method for stochastic convex composite optimization (Q6634524) (← links)