Chen, Chuanqi; Wu, Jin-Long Neural dynamical operator: continuous spatial-temporal model with gradient-based and derivative-free optimization methods. (English) Zbl 07953973 J. Comput. Phys. 520, Article ID 113480, 24 p. (2025). MSC: 68Txx 65Nxx 65Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bone, Viv; van der Heide, Chris; Mackle, Kieran; Jahn, Ingo; Dower, Peter M.; Manzie, Chris Gradient-enhanced deep Gaussian processes for multifidelity modeling. (English) Zbl 07953967 J. Comput. Phys. 520, Article ID 113474, 19 p. (2025). MSC: 60Gxx 62-XX 68Txx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Qiao, Jinghui; Qiao, Jiayu; Gao, Peng; Bai, Zhe; Xiong, Ningkang Fuzzy serial-parallel stochastic configuration networks based on nonconvex dynamic membership function optimization. (English) Zbl 07950743 Inf. Sci. 690, Article ID 121501, 15 p. (2025). MSC: 93-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI
Song, Haiming; Wang, Hao; Wu, Jiageng; Yang, Jinda An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems. (English) Zbl 07901831 J. Comput. Appl. Math. 454, Article ID 116199, 16 p. (2025). MSC: 90Cxx 65Nxx 65Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Bellavia, Stefania; Morini, Benedetta; Rebegoldi, Simone An investigation of stochastic trust-region based algorithms for finite-sum minimization. (English) Zbl 07950712 Optim. Methods Softw. 39, No. 5, 937-966 (2024). MSC: 65K05 90C30 90C15 90C56 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bartsch, Jan; Denk, Robert; Volkwein, Stefan Adjoint-based calibration of nonlinear stochastic differential equations. (English) Zbl 07948508 Appl. Math. Optim. 90, No. 3, Paper No. 50, 54 p. (2024). MSC: 65C05 90C52 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, Olivier Risk budgeting portfolios: existence and computation. (English) Zbl 07947053 Math. Finance 34, No. 3, 896-924 (2024). MSC: 91Gxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hagedorn, Melinda; Jarre, Florian Optimized convergence of stochastic gradient descent by weighted averaging. (English) Zbl 07946982 Optim. Methods Softw. 39, No. 4, 699-724 (2024). MSC: 90Cxx 65-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Han, Ruijian; Luo, Lan; Lin, Yuanyuan; Huang, Jian Online inference with debiased stochastic gradient descent. (English) Zbl 07943904 Biometrika 111, No. 1, 93-108 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Yuchen; Lu, Kaihong; Wang, Long Online distributed optimization with stochastic gradients: high probability bound of regrets. (English) Zbl 07942844 Control Theory Technol. 22, No. 3, 419-430 (2024). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI
Tang, Jingyong; Zhou, Jinchuan Expected residual minimization formulation for stochastic absolute value equations. (English) Zbl 07942684 J. Optim. Theory Appl. 203, No. 1, 651-675 (2024). MSC: 90Cxx 49-XX × Cite Format Result Cite Review PDF Full Text: DOI
Birbil, Ş. İlker; Martin, Özgür; Onay, Gönenç; Öztoprak, Figen Bolstering stochastic gradient descent with model building. (English) Zbl 07941575 Top 32, No. 3, 517-536 (2024). MSC: 90C26 90C06 90C30 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Aliashvilli, Teimuraz On the topological degree of the gradient of homogeneous Gaussian random polynomial. (English) Zbl 07941150 Bull. Georgian Natl. Acad. Sci. (N.S.) 18, No. 3, 24-28 (2024). MSC: 60-XX 37-XX × Cite Format Result Cite Review PDF Full Text: Link
Bianchi, Pascal; Hachem, Walid; Schechtman, Sholom Stochastic subgradient descent escapes active strict saddles on weakly convex functions. (English) Zbl 07940069 Math. Oper. Res. 49, No. 3, 1761-1790 (2024). MSC: 65K10 62L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhao, Renbo A primal-dual smoothing framework for max-structured non-convex optimization. (English) Zbl 07940060 Math. Oper. Res. 49, No. 3, 1535-1565 (2024). MSC: 90C47 90C26 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cayci, Semih; He, Niao; Srikant, R. Finite-time analysis of natural actor-critic for POMDPs. (English) Zbl 07938968 SIAM J. Math. Data Sci. 6, No. 4, 869-896 (2024). MSC: 68T05 90C40 93E35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lim, Dong-Young; Neufeld, Ariel; Sabanis, Sotirios; Zhang, Ying Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function. (English) Zbl 07937549 IMA J. Numer. Anal. 44, No. 3, 1464-1559 (2024). MSC: 65-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fu, Yanxin; Zhao, Wenxiao A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems. (English) Zbl 07937159 Control Theory Technol. 22, No. 2, 213-221 (2024). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI
Feng, Jie; Wei, Ke; Chen, Jinchi Global convergence of natural policy gradient with Hessian-aided momentum variance reduction. (English) Zbl 07935476 J. Sci. Comput. 101, No. 2, Paper No. 44, 28 p. (2024). MSC: 90C53 93E35 93E03 90-08 90C26 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhong, Qixian; Wang, Jane-Ling Neural networks for partially linear quantile regression. (English) Zbl 07933359 J. Bus. Econ. Stat. 42, No. 2, 603-614 (2024). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Goldys, Beniamin; Jiao, Chunxi; Le, Kim Ngan Existence, uniqueness and regularity of solutions to the stochastic Landau-Lifshitz-Slonczewski equation. (English) Zbl 07932466 J. Evol. Equ. 24, No. 4, Paper No. 79, 62 p. (2024). MSC: 35D30 35K45 35K55 35Q56 35Q60 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Davis, Damek; Drusvyatskiy, Dmitriy; Jiang, Liwei Asymptotic normality and optimality in nonsmooth stochastic approximation. (English) Zbl 07928785 Ann. Stat. 52, No. 4, 1485-1508 (2024). MSC: 90C15 65K05 65K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Sethi, Deven; Šiška, David The modified MSA, a gradient flow and convergence. (English) Zbl 07927493 Ann. Appl. Probab. 34, No. 5, 4455-4492 (2024). MSC: 93E20 60H30 37N40 65K99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Di Giovacchino, Stefano; Higham, Desmond J.; Zygalakis, Konstantinos C. Backward error analysis and the qualitative behaviour of stochastic optimization algorithms: application to stochastic coordinate descent. (English) Zbl 07923880 J. Comput. Dyn. 11, No. 4, 453-467 (2024). MSC: 60H35 65K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pang, Peter H. C. Second order commutator estimates in renormalisation theory for SPDEs with gradient-type noise. (English) Zbl 07921334 Parés, Carlos (ed.) et al., Hyperbolic problems: theory, numerics, applications, HYP2022. Proceedings of the XVIII international conference, Málaga, Spain, June 20–24, 2022. Volume I. Cham: Springer. SEMA SIMAI Springer Ser. 34, 331-340 (2024). MSC: 35R60 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chau, Huy N.; Kirkby, J. Lars; Nguyen, Dang H.; Nguyen, Duy; Nguyen, Nhu N.; Nguyen, Thai On the inversion-free Newton’s method and its applications. (English) Zbl 07920300 Int. Stat. Rev. 92, No. 2, 284-321 (2024). MSC: 90Cxx 65Kxx 62Jxx × Cite Format Result Cite Review PDF Full Text: DOI
Li, Yan; Lan, Guanghui; Zhao, Tuo Homotopic policy mirror descent: policy convergence, algorithmic regularization, and improved sample complexity. (English) Zbl 07915921 Math. Program. 207, No. 1-2 (A), 457-513 (2024). MSC: 90C40 90C15 90C26 68Q25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhao, Minda; Lai, Zehua; Lim, Lek-Heng Stochastic Steffensen method. (English) Zbl 07914762 Comput. Optim. Appl. 89, No. 1, 1-32 (2024). MSC: 90Cxx 65K10 65B05 65C05 68W20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liang, Yuqing; Xu, Dongpo Almost sure convergence rates of stochastic proximal gradient descent algorithm. (English) Zbl 07914185 Optimization 73, No. 8, 2413-2446 (2024). MSC: 68Q25 68W40 × Cite Format Result Cite Review PDF Full Text: DOI
Dello Schiavo, Lorenzo; Herry, Ronan; Suzuki, Kohei Wasserstein geometry and Ricci curvature bounds for Poisson spaces. (Géométrie de Wasserstein et minoration de la courbure de Ricci pour les espaces de Poisson.) (English. French summary) Zbl 07912281 J. Éc. Polytech., Math. 11, 957-1010 (2024). Reviewer: Feng-Yu Wang (Tianjin) MSC: 53C23 58J65 60G55 49Q22 30L99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, S.; Vicente, L. N. The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning. (English) Zbl 07910148 Ann. Oper. Res. 339, No. 3, 1119-1148 (2024). MSC: 90Cxx 65Kxx 62Lxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Reisinger, Christoph; Stockinger, Wolfgang; Zhang, Yufei A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems. (English) Zbl 07906813 SIAM J. Sci. Comput. 46, No. 4, A2737-A2773 (2024). MSC: 49N80 49N35 60H35 35Q93 93A16 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Collins-Woodfin, Elizabeth; Paquette, Elliot High-dimensional limit of one-pass SGD on least squares. (English) Zbl 1544.60072 Electron. Commun. Probab. 29, Paper No. 3, 15 p. (2024). MSC: 60H30 65F10 60E15 62H25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Labriji, Ali; Msellek, Safae; Bennar, Abdelkrim Sequential estimation of generalized linear model coefficients. (English) Zbl 07905350 Bol. Soc. Parana. Mat. (3) 42, Paper No. 71, 10 p. (2024). MSC: 62J12 62L20 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Haokun; Mo, Lipo; Cao, Xianbing Distributed heterogeneous multi-agent optimization with stochastic sub-gradient. (English) Zbl 1544.93026 J. Syst. Sci. Complex. 37, No. 4, 1470-1487 (2024). MSC: 93A16 93B70 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Bertaglia, Giulia; Pareschi, Lorenzo; Caflisch, Russel E. Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws. (English) Zbl 07902986 J. Sci. Comput. 100, No. 3, Paper No. 60, 36 p. (2024). MSC: 65C05 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bos, Thijs; Schmidt-Hieber, Johannes Convergence guarantees for forward gradient descent in the linear regression model. (English) Zbl 1543.62496 J. Stat. Plann. Inference 233, Article ID 106174, 9 p. (2024). MSC: 62L20 62J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Boiko, M. V.; Osypchuk, M. M. Perturbation of an isotropic \(\alpha \)-stable stochastic process by a pseudo-gradient with a generalized coefficient. (English) Zbl 1543.60053 Carpathian Math. Publ. 16, No. 1, 53-60 (2024). MSC: 60G52 35S05 60H10 60J35 × Cite Format Result Cite Review PDF Full Text: DOI
Hauth, Jeremiah; Safta, Cosmin; Huan, Xun; Patel, Ravi G.; Jones, Reese E. Uncertainty quantification of graph convolution neural network models of evolving processes. (English) Zbl 07897597 Comput. Methods Appl. Mech. Eng. 429, Article ID 117195, 23 p. (2024). MSC: 74S60 62P35 74N05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shi, Yan; Chai, Rui; Beer, Michael Novel gradient-enhanced Bayesian neural networks for uncertainty propagation. (English) Zbl 07897593 Comput. Methods Appl. Mech. Eng. 429, Article ID 117188, 26 p. (2024). MSC: 74S60 62P35 65C05 68T07 74K10 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Long; Rottmayer, Jan; Kusch, Lisa; Gauger, Nicolas; Ye, Yinyu Data-driven aerodynamic shape design with distributionally robust optimization approaches. (English) Zbl 07897550 Comput. Methods Appl. Mech. Eng. 429, Article ID 117131, 19 p. (2024). MSC: 74F10 74P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mbakam, Charlesquin Kemajou; Pereyra, Marcelo; Giovannelli, Jean-François Marginal likelihood estimation in semiblind image deconvolution: a stochastic approximation approach. (English) Zbl 07896972 SIAM J. Imaging Sci. 17, No. 2, 1206-1254 (2024). MSC: 62E17 62F15 62H10 65J22 68W25 65C60 62C12 65J20 60J22 65C40 68U10 × Cite Format Result Cite Review PDF Full Text: DOI
Han, Ningning; Nie, Juan; Lu, Jian; Ng, Michael K. Stochastic variance reduced gradient for affine rank minimization problem. (English) Zbl 1545.65241 SIAM J. Imaging Sci. 17, No. 2, 1118-1144 (2024). MSC: 65K05 15A83 90C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Guth, Philipp A.; Schillings, Claudia; Weissmann, Simon One-shot learning of surrogates in PDE-constrained optimization under uncertainty. (English) Zbl 1543.49024 SIAM/ASA J. Uncertain. Quantif. 12, 614-645 (2024). MSC: 49M41 35J25 49K20 49M37 68T05 93E35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ding, Feng; Shao, Xingling; Xu, Ling; Zhang, Xiao; Xu, Huan; Zhou, Yihong Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea. (English) Zbl 1545.93605 Int. J. Adapt. Control Signal Process. 38, No. 4, 1363-1385 (2024). MSC: 93E10 93E12 93C10 93E24 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Bardi, Martino; Kouhkouh, Hicham Deep relaxation of controlled stochastic gradient descent via singular perturbations. (English) Zbl 1542.93276 SIAM J. Control Optim. 62, No. 4, 2229-2253 (2024). MSC: 93C70 93E20 68T07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Liuhong; Xiong, Meixin; Ming, Ju; He, Xiaoming Efficient mini-batch stochastic gradient descent with centroidal Voronoi tessellation for PDE-constrained optimization under uncertainty. (English) Zbl 1545.65426 Physica D 467, Article ID 134216, 14 p. (2024). MSC: 65N30 65N75 65K10 49M41 65N50 60H35 52C20 52C22 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Altschuler, Jason M.; Bok, Jinho; Talwar, Kunal On the privacy of noisy stochastic gradient descent for convex optimization. (English) Zbl 07892775 SIAM J. Comput. 53, No. 4, 969-1001 (2024). MSC: 68P27 90C25 68Q87 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Seonho; Lee, Kiryung Max-affine regression via first-order methods. (English) Zbl 07892645 SIAM J. Math. Data Sci. 6, No. 2, 534-552 (2024). MSC: 90C26 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Franchini, Giorgia; Porta, Federica; Ruggiero, Valeria; Trombini, Ilaria; Zanni, Luca A stochastic gradient method with variance control and variable learning rate for deep learning. (English) Zbl 07890914 J. Comput. Appl. Math. 451, Article ID 116083, 18 p. (2024). MSC: 90C30 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Xuejie; Deng, Kangkang; Peng, Zheng; Yan, Chengcheng New vector transport operators extending a Riemannian CG algorithm to generalized Stiefel manifold with low-rank applications. (English) Zbl 1542.90195 J. Comput. Appl. Math. 451, Article ID 116024, 19 p. (2024). MSC: 90C26 90C30 65K05 90C15 90C06 90C90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dolgopolik, Maxim V.; Fradkov, Alexander L.; Andrievsky, Boris State estimation of the semilinear wave equation over the limited capacity communication channel. (English) Zbl 1544.93773 Nonlinear Anal., Hybrid Syst. 53, Article ID 101500, 18 p. (2024). MSC: 93E10 93C20 35L05 × Cite Format Result Cite Review PDF Full Text: DOI
Lanconelli, Alberto; Lauria, Christopher S. A. Maximum likelihood with a time varying parameter. (English) Zbl 1543.65083 Stat. Pap. 65, No. 4, 2555-2566 (2024). MSC: 65K05 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zeng, Yun; Han, Deren; Su, Yansheng; Xie, Jiaxin On adaptive stochastic heavy ball momentum for solving linear systems. (English) Zbl 1543.65041 SIAM J. Matrix Anal. Appl. 45, No. 3, 1259-1286 (2024). MSC: 65F10 65F20 90C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Lijuan Decomposition-based maximum likelihood gradient iterative algorithm for multivariate systems with colored noise. (English) Zbl 1543.93321 Int. J. Robust Nonlinear Control 34, No. 11, 7265-7284 (2024). MSC: 93E10 93C35 × Cite Format Result Cite Review PDF Full Text: DOI
Bovo, Andrea; De Angelis, Tiziano; Palczewski, Jan Zero-sum stopper versus singular-controller games with constrained control directions. (English) Zbl 1545.91008 SIAM J. Control Optim. 62, No. 4, 2203-2228 (2024). MSC: 91A10 91A15 60G40 93E20 49J40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Šiška, David; Szpruch, Łukasz Gradient flows for regularized stochastic control problems. (English) Zbl 1544.93852 SIAM J. Control Optim. 62, No. 4, 2036-2070 (2024). MSC: 93E20 60H30 37L40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fathi Hafshejani, Sajad; Gaur, Daya; Hossain, Shahadat; Benkoczi, Robert A fast non-monotone line search for stochastic gradient descent. (English) Zbl 07881289 Optim. Eng. 25, No. 2, 1105-1124 (2024). MSC: 90C26 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Vu, Bao Anh; Gunawan, David; Zammit-Mangion, Andrew R-VGAL: a sequential variational Bayes algorithm for generalised linear mixed models. (English) Zbl 1541.62023 Stat. Comput. 34, No. 3, Paper No. 110, 15 p. (2024); correction ibid. 34, No. 5, Paper No. 169, 1 p. (2024). MSC: 62-08 62F15 62J12 62L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ouyang, Chen; Lu, Chenkaixiang; Zhao, Xiong; Huang, Ruping; Yuan, Gonglin; Jiang, Yiyan Stochastic three-term conjugate gradient method with variance technique for non-convex learning. (English) Zbl 1541.62018 Stat. Comput. 34, No. 3, Paper No. 107, 13 p. (2024). MSC: 62-08 65K05 90C26 90C52 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Ling; Ding, Feng; Zhang, Xiao; Zhu, Quanmin Novel parameter estimation method for the systems with colored noises by using the filtering identification idea. (English) Zbl 1545.93675 Syst. Control Lett. 186, Article ID 105774, 8 p. (2024). MSC: 93E12 93E11 93E10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Honggang; Liu, Zhiyuan; Zhang, Yicheng; Chen, Weijie; Zhang, Chenyang A distributed computing method integrating improved gradient projection for solving stochastic traffic equilibrium problem. (English) Zbl 07878208 Netw. Spat. Econ. 24, No. 2, 361-381 (2024). MSC: 90Bxx 90Cxx 65Kxx × Cite Format Result Cite Review PDF Full Text: DOI
Li, Jing; Xue, Dan; Liu, Lei; Qi, Rulei A stochastic variance reduced gradient method with adaptive step for stochastic optimization. (English) Zbl 07874721 Optim. Control Appl. Methods 45, No. 3, 1327-1342 (2024). MSC: 90C15 90C25 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Donghan; Yeung, Lane Chun A trajectorial approach to entropy dissipation for degenerate parabolic equations. (English) Zbl 1542.35235 Bernoulli 30, No. 3, 2253-2274 (2024). MSC: 35K65 35K20 35K59 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Yang, Fen-Fen Harnack inequalities for \(G\)-SDEs with multiplicative noise. (English) Zbl 1540.60130 Commun. Math. Stat. 12, No. 2, 279-305 (2024). MSC: 60H10 60E15 60G65 × Cite Format Result Cite Review PDF Full Text: DOI
Irwin, Brian; Reich, Sebastian EnKSGD: a class of preconditioned black box optimization and inversion algorithms. (English) Zbl 1545.65242 SIAM J. Sci. Comput. 46, No. 3, A2101-A2122 (2024). MSC: 65K05 90C56 60G35 62F10 93E11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fu, Penghui; Tan, Zhiqiang Block-wise primal-dual algorithms for large-scale doubly penalized ANOVA modeling. (English) Zbl 1543.62068 Comput. Stat. Data Anal. 194, Article ID 107932, 19 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
De Iuliis, Vittorio; d’Angelo, Massimiliano; Manes, Costanzo; Pepe, Pierdomenico; Niculescu, Silviu-Iulian; Sun, Huanqi; Xiong, Weili; Ding, Feng; Yang, Erfu Hierarchical estimation methods based on the penalty term for controlled autoregressive systems with colored noises. (English) Zbl 1541.93337 Int. J. Robust Nonlinear Control 34, No. 10, 6804-6826 (2024). MSC: 93E10 93E12 93A13 × Cite Format Result Cite Review PDF Full Text: DOI
Chu, Jiarui; Tangpi, Ludovic Nonasymptotic estimation of risk measures using stochastic gradient Langevin dynamics. (English) Zbl 1544.91362 SIAM J. Financ. Math. 15, No. 2, 503-536 (2024). MSC: 91G70 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nguyen, Quang Minh; Onur, Mustafa; Alpak, Faruk Omer Multi-objective optimization of subsurface \(\mathrm{CO}_2\) capture, utilization, and storage using sequential quadratic programming with stochastic gradients. (English) Zbl 1540.86007 Comput. Geosci. 28, No. 2, 195-210 (2024). MSC: 86-08 86A32 90C20 86A04 90C29 × Cite Format Result Cite Review PDF Full Text: DOI
Oh, Sewoong; Pal, Soumik; Somani, Raghav; Tripathi, Raghavendra Gradient flows on graphons: existence, convergence, continuity equations. (English) Zbl 07865977 J. Theor. Probab. 37, No. 2, 1469-1522 (2024). MSC: 05C80 05C21 60K35 60G09 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Peiyi; Song, Qifan; Liang, Faming A langevinized ensemble Kalman filter for large-scale dynamic learning. (English) Zbl 07864340 Stat. Sin. 34, Spec. Iss., 1071-1091 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Granichin, O. N.; Ivanskii, Yu. V.; Kopylova, K. D. Polyak’s method based on the stochastic Lyapunov function for justifying the consistency of estimates produced by a stochastic approximation search algorithm under an unknown-but-bounded noise. (English) Zbl 1541.93341 Comput. Math. Math. Phys. 64, No. 4, 771-780 (2024). MSC: 93E10 93D30 × Cite Format Result Cite Review PDF Full Text: DOI
Ablaev, S. S.; Beznosikov, A. N.; Gasnikov, A. V.; Dvinskikh, D. M.; Lobanov, A. V.; Puchinin, S. M.; Stonyakin, F. S. On some works of Boris Teodorovich Polyak on the convergence of gradient methods and their development. (English) Zbl 07862397 Comput. Math. Math. Phys. 64, No. 4, 635-675 (2024). MSC: 90C52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bill, Jeremiah; Cox, Bruce Exploring quaternion neural network loss surfaces. (English) Zbl 07860593 Adv. Appl. Clifford Algebr. 34, No. 3, Paper No. 19, 33 p. (2024). MSC: 68T07 15A67 62M45 37M10 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Zhu; Wang, Dong; Lian, Jie; Ge, Hongwei; Wang, Wei Momentum-based distributed gradient tracking algorithms for distributed aggregative optimization over unbalanced directed graphs. (English) Zbl 1537.93069 Automatica 164, Article ID 111596, 11 p. (2024). MSC: 93A16 05C20 68W15 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Jiaxin; Long, Qiang A modification of adaptive moment estimation (Adam) for machine learning. (English) Zbl 07859865 J. Ind. Manag. Optim. 20, No. 7, 2516-2540 (2024). MSC: 68T07 90C90 × Cite Format Result Cite Review PDF Full Text: DOI
Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela Dynamic capital allocation rules via BSDEs: an axiomatic approach. (English) Zbl 1537.91360 Ann. Oper. Res. 336, No. 1-2, 749-772 (2024). MSC: 91G70 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wan, Hexiang; Wang, Guangchen; Xiong, Jie A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle. (English) Zbl 1537.93796 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 675-735 (2024). MSC: 93E20 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Carrillo, José A.; Delgadino, Matias G.; Desvillettes, Laurent; Wu, Jeremy S.-H. The Landau equation as a gradient flow. (English) Zbl 1542.35382 Anal. PDE 17, No. 4, 1331-1375 (2024). Reviewer: Eugene Postnikov (Kursk) MSC: 35Q82 35Q20 82C40 82C31 49Q22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Yi-guang; Guo, Zheng-chu Differentially private SGD with random features. (English) Zbl 07852110 Appl. Math., Ser. B (Engl. Ed.) 39, No. 1, 1-23 (2024). MSC: 68T05 68P27 90C90 × Cite Format Result Cite Review PDF Full Text: DOI
Zhan, Junjie; Wang, Zhenguo; Xing, Jian Non-probabilistic reliability-based topology optimization for two-material structure based on convex set and bounded field mixed model. (English) Zbl 1545.74067 Comput. Mech. 73, No. 3, 685-704 (2024). MSC: 74P15 74S60 74K10 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Qingsong; Han, Deren Stochastic Gauss-Seidel type inertial proximal alternating linearized minimization and its application to proximal neural networks. (English) Zbl 07849988 Math. Methods Oper. Res. 99, No. 1-2, 39-74 (2024). MSC: 68-XX 90-XX 49-XX × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Shixiang; Ma, Shiqian; Man-Cho So, Anthony; Zhang, Tong Nonsmooth optimization over the Stiefel manifold and beyond: proximal gradient method and recent variants. (English) Zbl 07849543 SIAM Rev. 66, No. 2, 319-352 (2024). MSC: 90C30 × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Shengchao; Liu, Yongchao Confidence region for distributed stochastic optimization problem via stochastic gradient tracking method. (English) Zbl 1544.93856 Automatica 159, Article ID 111352, 13 p. (2024). MSC: 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Le, Tam Nonsmooth nonconvex stochastic heavy ball. (English) Zbl 07846599 J. Optim. Theory Appl. 201, No. 2, 699-719 (2024). MSC: 68Q25 68W27 49J52 28B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gerbelot, Cédric; Troiani, Emanuele; Mignacco, Francesca; Krzakala, Florent; Zdeborová, Lenka Rigorous dynamical mean-field theory for stochastic gradient descent methods. (English) Zbl 07846460 SIAM J. Math. Data Sci. 6, No. 2, 400-427 (2024). MSC: 68Q25 68W99 60G99 62J99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cao, Haoyang; Guo, Xin Stochastic differential equation approximations of generative adversarial network training and its long-run behavior. (English) Zbl 07845400 J. Appl. Probab. 61, No. 2, 465-489 (2024). MSC: 68T07 60H30 60F17 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Qin, Chuandong; Cao, Yu 1-D CNNs with lock-free asynchronous adaptive stochastic gradient descent algorithm for classification of astronomical spectra. (English) Zbl 07841120 Computing 106, No. 3, 713-739 (2024). MSC: 68T07 85-10 90C90 × Cite Format Result Cite Review PDF Full Text: DOI
Grieshammer, Max; Pflug, Lukas; Stingl, Michael; Uihlein, Andrian The continuous stochastic gradient method. II: Application and numerics. (English) Zbl 1545.90107 Comput. Optim. Appl. 87, No. 3, 977-1008 (2024); correction ibid. 87, No. 3, 1009-1010 (2024). MSC: 90C06 90C15 90C30 65K05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Grieshammer, Max; Pflug, Lukas; Stingl, Michael; Uihlein, Andrian The continuous stochastic gradient method. I: Convergence theory. (English) Zbl 1545.90106 Comput. Optim. Appl. 87, No. 3, 935-976 (2024). MSC: 90C06 90C15 90C30 65K05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lian, Yuefang; Du, Donglei; Wang, Xiao; Xu, Dachuan; Zhou, Yang Stochastic variance reduction for DR-submodular maximization. (English) Zbl 07837697 Algorithmica 86, No. 5, 1335-1364 (2024). MSC: 68Wxx 05Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Li, Deyue Policy gradient methods for discrete time linear quadratic regulator with random parameters. (English) Zbl 1541.49018 ESAIM, Control Optim. Calc. Var. 30, Paper No. 26, 64 p. (2024). Reviewer: Luca Lussardi (Torino) MSC: 49N10 68W40 93E35 49J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mondal, Akash; L. A., Prashanth; Bhatnagar, Shalabh Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization. (English) Zbl 1536.93985 Automatica 162, Article ID 111528, 9 p. (2024). MSC: 93E20 90C26 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Nuozhou; Zhang, Shuzhong A gradient complexity analysis for minimizing the sum of strongly convex functions with varying condition numbers. (English) Zbl 1544.90152 SIAM J. Optim. 34, No. 2, 1374-1401 (2024). MSC: 90C25 68Q25 62L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Giegrich, Michael; Reisinger, Christoph; Zhang, Yufei Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems. (English) Zbl 07835970 SIAM J. Control Optim. 62, No. 2, 1060-1092 (2024). MSC: 68Q25 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Ran Analysis of the gradient for the stochastic fractional heat equation with spatially-colored noise in \(\mathbb{R}^d\). (English) Zbl 1537.60087 Discrete Contin. Dyn. Syst., Ser. B 29, No. 6, 2769-2785 (2024). MSC: 60H15 60G17 60G22 35K05 35R60 35R11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xing, Haoming; Ding, Feng; Pan, Feng Auxiliary model-based hierarchical stochastic gradient methods for multiple-input multiple-output systems. (English) Zbl 1536.93169 J. Comput. Appl. Math. 442, Article ID 115687, 18 p. (2024). MSC: 93B30 93A13 93C35 × Cite Format Result Cite Review PDF Full Text: DOI
Quirós Rodríguez, Alejandro; Fosas de Pando, Miguel; Sayadi, Taraneh Gradient-enhanced stochastic optimization of high-fidelity simulations. (English) Zbl 1544.90127 Comput. Phys. Commun. 298, Article ID 109122, 16 p. (2024). MSC: 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Munteanu, Ionuţ Well-posedness for the Cahn-Hilliard-Navier-Stokes equations perturbed by gradient-type noise, in two dimensions. (English) Zbl 1537.35436 Appl. Math. Optim. 89, No. 2, Paper No. 54, 34 p. (2024). MSC: 35R60 35Q35 76D06 80A22 × Cite Format Result Cite Review PDF Full Text: DOI