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merliseclyde committed Nov 27, 2023
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title: "Constrained Estimation via Projected Mirror Descent"
author: "Rick Presman"
date: "Nov 27, 2023"
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## Abstract

Constraints on parameter spaces promote various structures in statistical and machine learning tasks. However, they present methodological and computational challenges. These challenges only become more evident in non-Euclidean settings. We advocate for the use of Projected Mirror Descent for constrained online estimation problems in many cases when the parameter space is non-Euclidean. We outline convergence properties of this algorithm and show how it can be connected to other algorithms of interest.




### Advisor(s)

Jason Xu

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