Stochastic Approximation Monte Carlo Applied to Polymer Phase Transitions Wolfgang Paul Institut für Physik

Source URL: ptcp16.complexity-coventry.org

Combining Conjugate Direction Methods with Stochastic Approximation of Gradients∗ Nicol N. Schraudolph Thore Graepel Institute of Computational Sciences

Source URL: nic.schraudolph.org

On Using Simultaneous Perturbation Stochastic Approximation for Learning to Rank, and the Empirical Optimality of LambdaRank Yisong Yue Christopher J. C. Burges Dept. of Computer Science

Source URL: www.yisongyue.com

Stochastic approximation of score functions for Gaussian processes

Source URL: arxiv.org

• Statistics
• Estimation theory
• Statistical theory
• Algebra of random variables
• M-estimators
• Maximum likelihood estimation
• Fisher information
• Covariance
• Multivariate random variable
• Matrix
• Variance
• Estimation of covariance matrices

AN EFFICIENT STOCHASTIC APPROXIMATION EM ALGORITHM USING CONDITIONAL PARTICLE FILTERS Fredrik Lindsten Division of Automatic Control, Link¨oping University, Link¨oping, Sweden, e-mail: . ABSTRACT I p

Source URL: users.isy.liu.se

Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms ∗† Saeed Ghadimi ‡

Source URL: www.ise.ufl.edu

ON DETERMINISTIC AND STOCHASTIC SLIDING MODES VIA SMALL DIFFUSION APPROXIMATION GRIGORI N. MILSTEIN, ALEXANDRE YU. VERETENNIKOV Weierstra-Institut fur Angewandte Analysis und Stochastik Mohrenstr. 39, DBerlin ,

Source URL: www.wias-berlin.de

Mathematical Programming manuscript No. (will be inserted by the editor) Validation Analysis of Mirror Descent Stochastic Approximation Method Guanghui Lan · Arkadi Nemirovski · Alexander Shapiro

Source URL: www.ise.ufl.edu

Noname manuscript No. (will be inserted by the editor) Mini-batch Stochastic Approximation Methods for Nonconvex Stochastic Composite Optimization Saeed Ghadimi · Guanghui Lan · Hongchao

Source URL: www.ise.ufl.edu

DFG-Schwerpunktprogramm 1324 Extraktion quantifizierbarer Information aus komplexen Systemen” ” On the Backward Euler Approximation of the Stochastic Allen-Chan Equation

Source URL: www.dfg-spp1324.de