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

Registros relacionados

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