Martin, Matthieu; Nobile, Fabio PDE-constrained optimal control problems with uncertain parameters using SAGA. (English) Zbl 1473.35611 SIAM/ASA J. Uncertain. Quantif. 9, 979-1012 (2021). MSC: 35Q93 49M99 65C05 65N12 65N30 PDFBibTeX XMLCite \textit{M. Martin} and \textit{F. Nobile}, SIAM/ASA J. Uncertain. Quantif. 9, 979--1012 (2021; Zbl 1473.35611) Full Text: DOI arXiv
Belomestny, Denis; Iosipoi, Leonid; Moulines, Eric; Naumov, Alexey; Samsonov, Sergey Variance reduction for dependent sequences with applications to stochastic gradient MCMC. (English) Zbl 1478.60206 SIAM/ASA J. Uncertain. Quantif. 9, 507-535 (2021). MSC: 60J20 65C40 PDFBibTeX XMLCite \textit{D. Belomestny} et al., SIAM/ASA J. Uncertain. Quantif. 9, 507--535 (2021; Zbl 1478.60206) Full Text: DOI arXiv