An interior−point stochastic approximation method and an L1−regularized delta rule

Slični predmeti

• A mixture of delta-rules approximation to bayesian inference in change-point problems.
  od: Robert C Wilson, i dr.
  Izdano: (2013-01-01)
• Interior point and outer approximation methods for conic optimization
  od: Coey, Christopher Daniel Lang
  Izdano: (2022)
• Correction: A Mixture of Delta-Rules Approximation to Bayesian Inference in Change-Point Problems.
  od: Robert C Wilson, i dr.
  Izdano: (2018-06-01)
• Generalized decision rule approximations for stochastic programming via liftings
  od: Georghiou, Angelos, i dr.
  Izdano: (2016)
• Analytic regularity and polynomial approximation of stochastic, parametric elliptic multiscale PDEs
  od: Schwab, Christoph., i dr.
  Izdano: (2013)