Publications

SGD with Coordinate Sampling: Theory and Practice (preprint)

With F.Portier. (PDF)

Feature Clustering for Support Identification in Extreme Regions

To appear at ICML2021. With H.Jalalzai.(PDF,arXiv)

Control Variate Selection for Monte Carlo Integration

To appear in Statistics and Computing. With F.Portier and J.Segers. (arXiv),(PDF),(code)

Towards Asymptotic Optimality with Conditioned Stochastic Gradient Descent (preprint)

With F.Portier. (PDF)