Estimating treatment effects for survival outcomes in the high-dimensional setting is critical for many biomedical applications and any application with censored observations. This article establis…
Making the gradients small is a fundamental optimization problem that has eluded unifying and simple convergence arguments in first-order optimization, so far primarily reserved for other convergen…
We take a Hamiltonian-based perspective to generalize Nesterov's accelerated gradient descent and Polyak's heavy ball method to a broad class of momentum methods in the setting of (possibly) constr…