The following pages link to Asymptotic Stochastic Programs (Q4881509):
Displaying 14 items.
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
- Maximum a posteriori estimators as a limit of Bayes estimators (Q1739031) (← links)
- Asymptotics for Lasso-type estimators. (Q1848830) (← links)
- Asymptotic behaviors of semidefinite programming with a covariance perturbation (Q2329680) (← links)
- Semiconvergence in distribution of random closed sets with application to random optimization problems (Q2507417) (← links)
- Lasso with convex loss: Model selection consistency and estimation (Q2811411) (← links)
- (Q2892538) (← links)
- Estimating density functions: a constrained maximum likelihood approach<sup>*</sup> (Q4498173) (← links)
- (Q5149040) (← links)
- UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL (Q5880803) (← 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)