Publications:
- Yin Liu, and Sam Davanloo Tajbakhsh (2024). Fitting ARMA time series models without identification: A proximal approach. In International Conference on Artificial Intelligence and Statistics(pp. 3835-3843). PMLR.
- Yin Liu, and Sam Davanloo Tajbakhsh (2023). Adaptive Stochastic Optimization Algorithms for Problems with Biased Oracles. arXiv preprint arXiv:2306.07810.
- Yin Liu, and Sam Davanloo Tajbakhsh (2023). Stochastic Composition Optimization of Functions Without Lipschitz Continuous Gradient. Journal of Optimization Theory and Applications, 198(1), 239-289.
- Zhang, Dewei, Yin Liu, and Sam Davanloo Tajbakhsh (2021). A first-order optimization algorithm for statistical learning with hierarchical sparsity structure. INFORMS Journal on Computing, 34(2), 1126-1140.
- Yin Liu, Sam Davanloo Tajbakhsh, and Antonio J. Conejo (2021). Spatiotemporal wind forecasting by learning a hierarchically sparse inverse covariance matrix using wind directions. International Journal of Forecasting, 37(2), 812-824.
Talks:
- On Proximal Method for Problems with Inexact Stochastic Oracles, INFORMS Annual Meeting, Phoenix, AZ, 2023
- Adaptive Stochastic Optimization Algorithms for Problems with Biased Oracles, SIAM Conference on Optimization, Seattle, WA, 2023
- A First-Order Optimization Algorithm for Statistical Learning with Hierarchical Sparsity Structure, INFORMS Annual Meeting, Virtual, 2020