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Trimmed statistical estimation via variance reduction
Aravkin, Aleksandr; Davis, Damek - In: Mathematics of operations research 45 (2020) 1, pp. 292-322
Persistent link: https://www.econbiz.de/10012183043
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Global convergence of stochastic gradient hamiltonian monte carlo for nonconvex stochastic optimization : nonasymptotic performance bounds and momentum-based acceleration
Gao, Xuefeng; Gürbüzbalaban, Mert; Zhu, Lingjiong - In: Operations research 70 (2022) 5, pp. 2931-2947
Persistent link: https://www.econbiz.de/10014307142
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Solving nonsmooth and nonconvex compound stochastic programs with applications to risk measure minimization
Liu, Junyi; Cui, Ying; Pang, Jong-Shi - In: Mathematics of operations research 47 (2022) 4, pp. 3051-3083
Persistent link: https://www.econbiz.de/10014311398
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Distributed stochastic nonsmooth nonconvex optimization
Kungurtsev, Vyacheslav - In: Operations research letters 50 (2022) 6, pp. 627-631
Persistent link: https://www.econbiz.de/10014230138