Publications

Stochastic Steffensen Method

Published in Computational Optimization and Applications, 2024

A stochastic generalization of Steffensen method.

Recommended citation: Minda Zhao, Zehua Lai, and Lek-Heng Lim. "Stochastic Steffensen Method." Computational Optimization and Applications, (2024), https://doi.org/10.1007/s10589-024-00583-7. https://doi.org/10.1007/s10589-024-00583-7

Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods

Published in Journal of the American Statistical Association, 2023

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." Journal of the American Statistical Association,(2023),https://doi.org/10.1080/01621459.2023.2296703. https://doi.org/10.1080/01621459.2023.2296703