Published in preprint, 2022
Statistical inference for contextual bandits.
Recommended citation: Chen, Xi, Zehua Lai, He Li, and Yichen Zhang. "Online Statistical Inference for Contextual Bandits via Stochastic Gradient Descent." preprints (2022). http://laizehua.github.io/files/bandit.pdf
Published in arXiv, 2022
A stochastic generalization of Steffensen method.
Recommended citation: Minda Zhao, Zehua Lai, and Lek-Heng Lim. "Stochastic Steffensen Method." arXiv e-prints (2021): arXiv-2211.15310. https://arxiv.org/pdf/2211.15310.pdf
Published in arXiv, 2022
An extension of previous simpler Grassmannian optimization paper.
Recommended citation: Zehua Lai, Lek-Heng Lim, and Ke Ye. "Simpler Flag Optimization." arXiv e-prints (2021): arXiv-2212.00212. https://arxiv.org/pdf/2212.00212.pdf
Published in arXiv, 2022
A generalization of Haagerup method to Grothendieck Inequality for quaternions.
Recommended citation: Shmuel Friedland, Zehua Lai, and Lek-Heng Lim. "Haagerup Bound for Quaternionic Grothendieck Inequality." arXiv e-prints (2021): arXiv-2212.00208. https://arxiv.org/abs/2212.00208
Published in arXiv (accepted by JASA), 2021
Statistical inference in gradient free methods.
Recommended citation: Chen, Xi, Zehua Lai, He Li, and Yichen Zhang. "Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods." arXiv e-prints (2021): arXiv-2102.03389. https://arxiv.org/pdf/2102.03389.pdf
Published in ICML, 2020
The noncommutative arithmetic-geometric mean inequality is false.
Recommended citation: Lai, Zehua, and Lek-Heng Lim. "Recht-Ré noncommutative arithmetic-geometric mean conjecture is false." In International Conference on Machine Learning, pp. 5608-5617. PMLR, 2020. http://proceedings.mlr.press/v119/lai20a/lai20a.pdf
Published in arXiv, 2020
A simpler model for optimization on Grassmannian manifolds. A follow-up paper deals with the flag manifolds.
Recommended citation: Lai, Zehua, Lek-Heng Lim, and Ke Ye. "Simpler Grassmannian optimization." arXiv preprint arXiv:2009.13502 (2020). https://arxiv.org/pdf/2009.13502.pdf