Mengdi Wang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Learning Markov models via low-rank optimization Operations Research	2022-09-19	Paper
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network Quantitative Finance	2020-12-07	Paper
Spectral State Compression of Markov Processes IEEE Transactions on Information Theory	2020-09-29	Paper
Randomized linear programming solves the Markov decision problem in nearly linear (sometimes sublinear) time Mathematics of Operations Research	2020-09-01	Paper
Adaptive low-nonnegative-rank approximation for state aggregation of Markov chains SIAM Journal on Matrix Analysis and Applications	2020-03-30	Paper
A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization SIAM Journal on Optimization	2020-03-23	Paper
Exceptional sets for sums of almost equal prime cubes Forum Mathematicum	2019-12-16	Paper
Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approach Mathematical Programming. Series A. Series B	2019-06-26	Paper
Approximation hardness for a class of sparse optimization problems	2019-05-02	Paper
Multilevel stochastic gradient methods for nested composition optimization SIAM Journal on Optimization	2019-03-22	Paper
Accelerating Stochastic Composition Optimization	2018-04-17	Paper
Accelerating Stochastic Composition Optimization (available as arXiv preprint)	2018-04-17	Paper
Near-optimal stochastic approximation for online principal component estimation Mathematical Programming. Series A. Series B	2018-02-12	Paper
Vanishing price of decentralization in large coordinative nonconvex optimization SIAM Journal on Optimization	2017-09-25	Paper
Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions Mathematical Programming. Series A. Series B	2017-02-03	Paper
Incremental constraint projection methods for variational inequalities Mathematical Programming. Series A. Series B	2015-04-16	Paper
On the convergence of simulation-based iterative methods for solving singular linear systems	2014-07-21	Paper
Stabilization of stochastic iterative methods for singular and nearly singular linear systems Mathematics of Operations Research	2014-07-11	Paper
A quasi Monte Carlo method for large-scale inverse problems Springer Proceedings in Mathematics & Statistics	2013-07-31	Paper

Research outcomes over time

This page was built for person: Mengdi Wang