| Publication | Date of Publication | Type |
|---|
| Robust Validation: Confident Predictions Even When Distributions Shift | 2024-12-10 | Paper |
| Distributionally Robust Losses for Latent Covariate Mixtures | 2024-03-12 | Paper |
| The right complexity measure in locally private estimation: it is not the Fisher information | 2024-03-11 | Paper |
| Lower bounds for non-convex stochastic optimization | 2023-05-02 | Paper |
| Bounds on the conditional and average treatment effect with unobserved confounding factors | 2022-12-08 | Paper |
| Mean Estimation From One-Bit Measurements | 2022-10-11 | Paper |
| A comment and erratum on "Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?" | 2021-12-28 | Paper |
| Learning models with uniform performance via distributionally robust optimization | 2021-09-28 | Paper |
| Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach | 2021-09-14 | Paper |
| Solving (most) of a set of quadratic equalities: composite optimization for robust phase retrieval | 2021-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4999003 | 2021-07-09 | Paper |
| Asymptotic optimality in stochastic optimization | 2021-03-11 | Paper |
| Lower bounds for finding stationary points II: first-order methods | 2021-01-25 | Paper |
| Lower bounds for finding stationary points I | 2020-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5121147 | 2020-09-10 | Paper |
| First-Order Methods for Nonconvex Quadratic Minimization | 2020-06-03 | Paper |
| The importance of better models in stochastic optimization | 2020-03-04 | Paper |
| Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity | 2019-09-16 | Paper |
| Gradient Descent Finds the Cubic-Regularized Nonconvex Newton Step | 2019-09-16 | Paper |
| Variance-based regularization with convex objectives | 2019-06-07 | Paper |
| Lower Bounds for Locally Private Estimation via Communication Complexity | 2019-02-01 | Paper |
| Simultaneous dimension reduction and adjustment for confounding variation | 2019-01-11 | Paper |
| Mean Estimation from One-Bit Measurements | 2019-01-10 | Paper |
| Stochastic Methods for Composite and Weakly Convex Optimization Problems | 2018-12-05 | Paper |
| Multiclass classification, information, divergence and surrogate risk | 2018-10-25 | Paper |
| Minimax Optimal Procedures for Locally Private Estimation | 2018-10-23 | Paper |
| Rejoinder | 2018-10-23 | Paper |
| Accelerated Methods for NonConvex Optimization | 2018-07-03 | Paper |
| Analysis of Krylov Subspace Solutions of Regularized Nonconvex Quadratic Problems | 2018-06-24 | Paper |
| A constrained risk inequality for general losses | 2018-04-22 | Paper |
| Dual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling | 2017-09-08 | Paper |
| Mean Estimation from Adaptive One-bit Measurements | 2017-08-02 | Paper |
| The Generalization Ability of Online Algorithms for Dependent Data | 2017-06-08 | Paper |
| "Convex Until Proven Guilty": Dimension-Free Acceleration of Gradient Descent on Non-Convex Functions | 2017-05-08 | Paper |
| Optimal Rates for Zero-Order Convex Optimization: The Power of Two Function Evaluations | 2017-04-28 | Paper |
| Divide and conquer kernel ridge regression: a distributed algorithm with minimax optimal rates | 2016-02-19 | Paper |
| Privacy Aware Learning | 2015-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2933949 | 2014-12-08 | Paper |
| The asymptotics of ranking algorithms | 2014-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5396673 | 2014-02-03 | Paper |
| Ergodic Mirror Descent | 2013-04-09 | Paper |
| Randomized smoothing for stochastic optimization | 2012-09-12 | Paper |
| Efficient online and batch learning using forward backward splitting | 2012-04-17 | Paper |
