Mengdi Wang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Learning Markov models via low-rank optimization	2022-09-19	Paper
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network	2020-12-07	Paper
Spectral State Compression of Markov Processes	2020-09-29	Paper
Randomized linear programming solves the Markov decision problem in nearly linear (sometimes sublinear) time	2020-09-01	Paper
Adaptive low-nonnegative-rank approximation for state aggregation of Markov chains	2020-03-30	Paper
A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization	2020-03-23	Paper
Exceptional sets for sums of almost equal prime cubes	2019-12-16	Paper
Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approach	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	2019-03-22	Paper
Accelerating Stochastic Composition Optimization	2018-04-17	Paper
Near-optimal stochastic approximation for online principal component estimation	2018-02-12	Paper
Vanishing price of decentralization in large coordinative nonconvex optimization	2017-09-25	Paper
Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions	2017-02-03	Paper
Incremental constraint projection methods for variational inequalities	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	2014-07-11	Paper
A quasi Monte Carlo method for large-scale inverse problems	2013-07-31	Paper

Research outcomes over time

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