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Stochastic Approximation of Quasi-Stationary Distributions We propose two numerical schemes for approximating quasi-stationary distributions (QSD) of finite state Markov chains with absorbing states. Both schemes are described in terms of certain interacting chains in which the interaction is given in … Read more

Quoc Tran-Dinh Statistics & Operations Research Dept., UNC-CH Efficient Stochastic Gradient-Based Algorithms with Biased Variance-Reduced Estimators In this talk, we discuss some recent progress in stochastic gradient-based methods using biased variance-reduced estimators to approximate a stationary point or a KKT … Read more

Dr. Shankar Bhamidi, Director of Graduate Studies, will host a zoom chat with grad students.  Come with questions, or just check in and enjoy social time.

Optimal Transport for Stationary Markov Chains via Policy Iteration In this talk, we discuss an extension of optimal transport techniques to stationary Markov chains from a computational perspective. In this context, we show that the standard optimal transport problem does … Read more