A special feature of Probability and Statistics Day at UMBC 2014 is that the conference, including the workshop, is open to all statistics graduate students
from UMBC and local universites free of charge; however, REGISTRATION IS REQUIRED! The deadline to register is Friday,
April 11, 2014. // REGISTER NOW
For more information, contact any member of the organizing committee:
Bimal Sinha
Conference Chair
443.538.3012
Kofi Adragni
410.455.2406
Yvonne Huang
410.455.2422
Yaakov Malinovsky
410.455.2968
Thomas Mathew
410.455.2418
Nagaraj Neerchal
410.455.2437
DoHwan Park
410.455.2408
Junyong Park
410.455.2407
Anindya Roy
410.455.2435
Elizabeth Stanwyck
410.455.5731
Participant Information
Karla Hernandez
Poster: Cyclic Stochastic Optimization with Noisy Function Measurements
Jointly optimizing a function over multiple pa- rameters can sometimes prove very costly, particularly when the number of parameters is large. Cyclic optimization (opti- mization over a subset of the parameters while the rest are held fixed) may prove significantly simpler; it seeks to combine algorithms for performing conditional optimization with the hopes of obtaining a solution to the joint optimization problem. In this paper we focus on cyclic stochastic optimization where loss function measurements contain noise. We give a set of convergence conditions for a cyclic version of stochastic gradient and simultaneous perturbation stochastic approximation; some numerical results are also presented.
