Publications

SGD with Coordinate Sampling: Theory and Practice (preprint)

With F.Portier. (PDF)

Feature Clustering for Support Identification in Extreme Regions

Proceedings of ICML2021. With H.Jalalzai.(PDF,arXiv)

Control Variate Selection for Monte Carlo Integration

Statistics and Computing, 31. With F.Portier and J.Segers. (arXiv),(PDF),(code)

Asymptotic Optimality of Conditioned Stochastic Gradient Descent (preprint)

With F.Portier. (PDF)