Adaptive stochastic variance reduction for subsampled Newton method with cubic regularization
Junyu Zhang, Lin Xiao, Shuzhong Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhang, Junyu ; Xiao, Lin ; Zhang, Shuzhong |
| Published in: |
INFORMS journal on optimization. - Catonsville, Md. : INFORMS, ISSN 2575-1492, ZDB-ID 2957493-6. - Vol. 4.2022, 1, p. 45-64
|
| Subject: | cubic-regularized Newton method | stochastic variance reduction | sample complexity | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Varianzanalyse | Analysis of variance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoo.2021.0058 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013184948