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A. Iusem, A. Jofré, R.I. Oliveira, P. Thompson (2019). Variance-based extragradient methods with line search for stochastic variational inequalities. SIAM Journal on Optimization,
A. Iusem, A. Jofré, P. Thompson (2019). Incremental constraint projection methods for monotone stochastic variational inequalities. Mathematics of Operations Research,
A. Jofré, P. Thompson (2019). On variance reduction for stochastic smooth convex optimization with multiplicative noise. Mathematical Programming,
A. Iusem, A. Jofré, R.I. Oliveira, P. Thompson (2017). Extragradient method with variance reduction for stochastic variational inequalities. SIAM Journal on Optimization,
Proceedings (refereed)
A. Dalalyan, P. Thompson (2020). Outlier-robust estimation of a sparse linear model using l1-penalized Huber's M-estimator, . NeurIPS,
Working Papers
R.I. Oliveira, P. Thompson Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints.
R.I. Oliveira, P. Thompson Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso.
P. Thompson, A. Dalalyan Restricted eigenvalue property for corrupted Gaussian design.
