Du, Kaixin; Meng, Min; Li, Xiuxian Linear convergence for distributed stochastic optimization with coupled inequality constraints. (English) Zbl 07980470 J. Franklin Inst. 362, No. 1, Article ID 107405, 18 p. (2025). MSC: 90C15 90C25 × Cite Format Result Cite Review PDF Full Text: DOI
Lin, Yifu; Li, Wenling; Liu, Yang; Song, Jia Polynomial-based kernel reproduced gradient descent for stochastic optimization. (English) Zbl 07980435 J. Franklin Inst. 362, No. 1, Article ID 107311, 13 p. (2025). MSC: 90C15 65K05 × Cite Format Result Cite Review PDF Full Text: DOI
Jiang, Xia; Zeng, Xianlin; Xie, Lihua; Sun, Jian; Chen, Jie Variance-reduced reshuffling gradient descent for nonconvex optimization: centralized and distributed algorithms. (English) Zbl 07963763 Automatica 171, Article ID 111954, 13 p. (2025). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI
Frommer, Andreas; Rinelli, Michele; Schweitzer, Marcel Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices. (English) Zbl 07962053 Math. Comput. 94, No. 352, 801-823 (2025). MSC: 65F45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Mengxiang; Li, Shengjie A proximal stochastic quasi-Newton algorithm with dynamical sampling and stochastic line search. (English) Zbl 07960912 J. Sci. Comput. 102, No. 1, Paper No. 23, 36 p. (2025). MSC: 47N10 49J52 65K10 × Cite Format Result Cite Review PDF Full Text: DOI
Carlon, André Gustavo; Espath, Luis; Tempone, Raúl Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization. (English) Zbl 07965418 Optim. Methods Softw. 39, No. 6, 1352-1382 (2024). MSC: 65K10 90C15 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dixon, Thomas O.; Warner, James E.; Bomarito, Geoffrey F.; Gorodetsky, Alex A. Covariance expressions for multifidelity sampling with multioutput, multistatistic estimators: application to approximate control variates. (English) Zbl 07950865 SIAM/ASA J. Uncertain. Quantif. 12, 1005-1049 (2024). MSC: 65C05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Traoré, Cheik; Apidopoulos, Vassilis; Salzo, Saverio; Villa, Silvia Variance reduction techniques for stochastic proximal point algorithms. (English) Zbl 07950135 J. Optim. Theory Appl. 203, No. 2, 1910-1939 (2024). MSC: 65K05 90C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xie, Tianyu; Yuan, Musu; Deng, Minghua; Zhang, Cheng Improving tree probability estimation with stochastic optimization and variance reduction. (English) Zbl 07949291 Stat. Comput. 34, No. 6, Paper No. 186, 18 p. (2024). MSC: 62-08 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Braga-Neto, Ulisses Fundamentals of pattern recognition and machine learning. 2nd revised and expanded edition. (English) Zbl 07940697 Cham: Springer (ISBN 978-3-031-60949-7/hbk; 978-3-031-60952-7/pbk; 978-3-031-60950-3/ebook). xxi, 400 p. (2024). Reviewer: Irina Ioana Mohorianu (Oxford) MSC: 68-01 62H30 68T05 68T07 68T10 × Cite Format Result Cite Review PDF Full Text: DOI
Phan, Duy Nhat; Bartz, Sedi; Guha, Nilabja; Phan, Hung M. Stochastic variance-reduced majorization-minimization algorithms. (English) Zbl 07938970 SIAM J. Math. Data Sci. 6, No. 4, 926-952 (2024). MSC: 90C26 49M37 65K05 15A23 15A83 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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
Bonetti, Paolo; Metelli, Alberto Maria; Restelli, Marcello Interpretable linear dimensionality reduction based on bias-variance analysis. (English) Zbl 1545.62182 Data Min. Knowl. Discov. 38, No. 4, 1713-1781 (2024). MSC: 62J05 62H25 62J07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jiang, Bo-Ou; Yuan, Ya-Xiang An accelerated stochastic mirror descent method. (English) Zbl 07910598 J. Oper. Res. Soc. China 12, No. 3, 549-571 (2024). MSC: 65K05 90C15 90C25 90C30 × 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 1546.65003 J. Sci. Comput. 100, No. 3, Paper No. 60, 36 p. (2024). MSC: 65C05 65C30 35L65 82C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xu, Jiajun; Sen, Suvrajeet Ensemble variance reduction methods for stochastic mixed-integer programming and their application to the stochastic facility location problem. (English) Zbl 07888780 INFORMS J. Comput. 36, No. 2, 587-599 (2024). MSC: 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Mengjun; Xia, Fuquan Variance reduced forward-reflected-backward algorithm for solving nonconvex finite-sum mixed variational inequalities. (English) Zbl 07882618 J. Ind. Manag. Optim. 20, No. 8, 2680-2696 (2024). MSC: 90-08 90C26 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Chuan-Quan; Xiao, Peiwen; Ying, Chao; Liu, Xiao-hui Sliced average variance estimation for tensor data. (English) Zbl 07874578 Acta Math. Appl. Sin., Engl. Ser. 40, No. 3, 630-655 (2024). MSC: 62Gxx × Cite Format Result Cite Review PDF Full Text: DOI
Casella, George; Berger, Roger L. Statistical inference. Reprint of the 2001 2nd edition, originally published by Cengage Learning, 2001. (English) Zbl 07873409 Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-1-032-59303-6/hbk; 978-1-032-59794-2/pbk; 978-1-003-45628-5/ebook). xxix, 535 p. (2024). MSC: 62-01 × Cite Format Result Cite Review PDF Full Text: DOI
Hartmann, Carsten; Richter, Lorenz Nonasymptotic bounds for suboptimal importance sampling. (English) Zbl 1541.65005 SIAM/ASA J. Uncertain. Quantif. 12, 309-346 (2024). MSC: 65C20 62E17 82C31 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yang, Zhichun; Xia, Fu-quan; Tu, Kai Variance reduced moving balls approximation method for smooth constrained minimization problems. (English) Zbl 1547.90149 Optim. Lett. 18, No. 5, 1253-1271 (2024). MSC: 90C25 × 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
Casarin, Roberto; Craiu, Radu V.; Frattarolo, Lorenzo; Robert, Christian P. Living on the edge: an unified approach to antithetic sampling. (English) Zbl 07849736 Stat. Sci. 39, No. 1, 115-136 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Sadiev, Abdurakhmon; Beznosikov, Aleksandr; Almansoori, Abdulla Jasem; Kamzolov, Dmitry; Tappenden, Rachael; Takáč, Martin Stochastic gradient methods with preconditioned updates. (English) Zbl 1546.90193 J. Optim. Theory Appl. 201, No. 2, 471-489 (2024). MSC: 90C26 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fuh, Cheng-Der; Wang, Chuan-Ju Efficient exponential tilting with applications. (English) Zbl 1536.62008 Stat. Comput. 34, No. 2, Paper No. 65, 29 p. (2024). MSC: 62-08 65C05 91G40 × Cite Format Result Cite Review PDF Full Text: DOI
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
Jia, Zehui; Zhang, Wenxing; Cai, Xingju; Han, Deren Stochastic alternating structure-adapted proximal gradient descent method with variance reduction for nonconvex nonsmooth optimization. (English) Zbl 1546.90185 Math. Comput. 93, No. 348, 1677-1714 (2024). Reviewer: Savin Treanţă (Bucureşti) MSC: 90C26 65K10 94A08 68W10 × Cite Format Result Cite Review PDF Full Text: DOI
Beznosikov, Aleksandr; Takáč, Martin Random-reshuffled SARAH does not need full gradient computations. (English) Zbl 1543.90202 Optim. Lett. 18, No. 3, 727-749 (2024). MSC: 90C25 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhao, Haoyu; Burlachenko, Konstantin; Li, Zhize; Richtárik, Peter Faster rates for compressed federated learning with client-variance reduction. (English) Zbl 07824351 SIAM J. Math. Data Sci. 6, No. 1, 154-175 (2024). MSC: 68Q25 68T09 68Q11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Song, Chenxiao; Kawai, Reiichiro Sampling and change of measure for Monte Carlo integration on simplices. (English) Zbl 1533.65010 J. Sci. Comput. 98, No. 3, Paper No. 64, 29 p. (2024). MSC: 65C05 65D30 65C10 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Epperly, Ethan N.; Tropp, Joel A.; Webber, Robert J. XTrace: making the most of every sample in stochastic trace estimation. (English) Zbl 1544.65071 SIAM J. Matrix Anal. Appl. 45, No. 1, 1-23 (2024). Reviewer: Steven B. Damelin (Ann Arbor) MSC: 65F99 65F55 15A15 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zheng, Wen-Jie; Zhao, Xi-Le; Zheng, Yu-Bang; Huang, Ting-Zhu Provable stochastic algorithm for large-scale fully-connected tensor network decomposition. (English) Zbl 1530.65048 J. Sci. Comput. 98, No. 1, Paper No. 16, 27 p. (2024). MSC: 65F99 15A69 × Cite Format Result Cite Review PDF Full Text: DOI
South, L. F.; Oates, C. J.; Mira, A.; Drovandi, C. Regularized zero-variance control variates. (English) Zbl 07956068 Bayesian Anal. 18, No. 3, 865-888 (2023). MSC: 62-XX 62-08 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Gao, Yihua; Shen, Dong; Qian, Jiaxi Iterative learning control based on random variance reduction gradient method. (English) Zbl 07916436 Zheng, Zhiyong (ed.), Proceedings of the second international forum on financial mathematics and financial technology, virtual, August 13–15, 2021. Singapore: Springer. Financ. Math. Fintech, 81-111 (2023). MSC: 93B47 × Cite Format Result Cite Review PDF Full Text: DOI
Xian, Yin; Liu, Haiguang; Tai, Xuecheng; Wang, Yang Randomized Kaczmarz method for single particle X-ray image phase retrieval. (English) Zbl 1547.94059 Chen, Ke (ed.) et al., Handbook of mathematical models and algorithms in computer vision and imaging. Mathematical imaging and vision. Springer Reference. Cham: Springer. 1273-1288 (2023). MSC: 94A08 68U10 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Trucíos, Carlos; Mazzeu, João H. G.; Hallin, Marc; Hotta, Luiz K.; Valls Pereira, Pedro L.; Zevallos, Mauricio Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach. (English) Zbl 1542.62144 J. Bus. Econ. Stat. 41, No. 1, 40-52 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Brisard, Sébastien; Bertin, Michaël; Legoll, Frédéric A variance reduction strategy for numerical random homogenization based on the equivalent inclusion method. (English) Zbl 1536.74207 Comput. Methods Appl. Mech. Eng. 417, Part A, Article ID 116389, 24 p. (2023). MSC: 74Q05 65C05 78A48 78M40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Plecháč, Petr; Stoltz, Gabriel; Wang, Ting Martingale product estimators for sensitivity analysis in computational statistical physics. (English) Zbl 1533.65021 IMA J. Numer. Anal. 43, No. 6, 3430-3477 (2023). Reviewer: Steven B. Damelin (Ann Arbor) MSC: 65C30 65C40 60G44 60H10 82C31 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chak, Martin; Kantas, Nikolas; Lelièvre, Tony; Pavliotis, Grigorios A. Optimal friction matrix for underdamped Langevin sampling. (English) Zbl 1537.60098 ESAIM, Math. Model. Numer. Anal. 57, No. 6, 3335-3371 (2023). Reviewer: Eugen Paltanea (Braşov) MSC: 60J25 60J60 62F15 62M05 65C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Spacek, Renato; Stoltz, Gabriel Extending the regime of linear response with synthetic forcings. (English) Zbl 1527.82044 Multiscale Model. Simul. 21, No. 4, 1602-1643 (2023). MSC: 82C31 65C40 65N06 46N30 82C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Song, Chenxiao Monte Carlo variance reduction methods with applications in structural reliability analysis. (Abstract of thesis). (English) Zbl 1545.65015 Bull. Aust. Math. Soc. 108, No. 3, 518-521 (2023). MSC: 65C05 60F05 62L20 65C10 65D30 65Y20 93E35 × Cite Format Result Cite Review PDF Full Text: DOI
Khaled, Ahmed; Sebbouh, Othmane; Loizou, Nicolas; Gower, Robert M.; Richtárik, Peter Unified analysis of stochastic gradient methods for composite convex and smooth optimization. (English) Zbl 1534.90109 J. Optim. Theory Appl. 199, No. 2, 499-540 (2023). MSC: 90C25 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Ting; Cai, Xingju; Song, Yongzhong; Ma, Yumin Improved variance reduction extragradient method with line search for stochastic variational inequalities. (English) Zbl 1545.65271 J. Glob. Optim. 87, No. 2-4, 423-446 (2023). MSC: 65K15 62L20 90C15 90C33 × Cite Format Result Cite Review PDF Full Text: DOI
Nkou, Emmanuel De Dieu Strong consistency of kernel method for sliced average variance estimation. (English) Zbl 07753660 Commun. Stat., Theory Methods 52, No. 21, 7586-7600 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Sadr, Mohsen; Hadjiconstantinou, Nicolas G. Variance reduced particle solution of the Fokker-Planck equation with application to rarefied gas and plasma dynamics. (English) Zbl 07742892 J. Comput. Phys. 492, Article ID 112402, 16 p. (2023). MSC: 82Cxx 76Pxx 65Cxx × Cite Format Result Cite Review PDF Full Text: DOI
He, Lulu; Ye, Jimin; E, Jianwei Nonconvex optimization with inertial proximal stochastic variance reduction gradient. (English) Zbl 1533.90085 Inf. Sci. 648, Article ID 119546, 21 p. (2023). MSC: 90C26 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Ghouil, Djoweyda; Ourbih-Tari, Megdouda Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation. (English) Zbl 07740719 Stat. Theory Relat. Fields 7, No. 3, 177-187 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Li, Lu; Tan, Kai; Wen, Xuerong Meggie; Yu, Zhou Variable-dependent partial dimension reduction. (English) Zbl 1520.62026 Test 32, No. 2, 521-541 (2023). MSC: 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Ferré, Grégoire Stochastic viscosity approximations of Hamilton-Jacobi equations and variance reduction. (English) Zbl 1523.35124 ESAIM, Math. Model. Numer. Anal. 57, No. 4, 2301-2318 (2023). MSC: 35F21 35R60 60H30 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wu, Mengmeng; Jia, Ruoxi; Lin, Changle; Huang, Wei; Chang, Xiangyu Variance reduced Shapley value estimation for trustworthy data valuation. (English) Zbl 1543.91012 Comput. Oper. Res. 159, Article ID 106305, 9 p. (2023). MSC: 91A12 62P20 68T05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pavliotis, Grigorios A.; Stoltz, Gabriel; Vaes, Urbain Mobility estimation for Langevin dynamics using control variates. (English) Zbl 1518.65015 Multiscale Model. Simul. 21, No. 2, 680-715 (2023). MSC: 65C30 35Q84 82C31 82M22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fedin, Nikita; Gorbunov, Eduard Byzantine-robust loopless stochastic variance-reduced gradient. (English) Zbl 1528.90189 Khachay, Michael (ed.) et al., Mathematical optimization theory and operations research. 22nd international conference, MOTOR 2023, Ekaterinburg, Russia, July 2–8, 2023. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13930, 39-53 (2023). MSC: 90C25 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Demange-Chryst, Julien; Bachoc, François; Morio, Jérôme Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates. (English) Zbl 1517.62013 Stat. Comput. 33, No. 5, Paper No. 103, 15 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Feng, Junkai; Yang, Ruiqi; Zhang, Haibin; Zhang, Zhenning Online non-monotone DR-submodular maximization: 1/4 approximation ratio and sublinear regret. (English) Zbl 07724738 Zhang, Yong (ed.) et al., Computing and combinatorics. 28th international conference, COCOON 2022, Shenzhen, China, October 22–24, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13595, 118-125 (2023). MSC: 68Rxx × Cite Format Result Cite Review PDF Full Text: DOI
Pan, Qingquan; Lv, Huanwen; Tang, Songqian; Xiong, Jinbiao; Liu, Xiaojing Pointing probability driven semi-analytic Monte Carlo method (PDMC). I: Global variance reduction for large-scale radiation transport analysis. (English) Zbl 07723521 Comput. Phys. Commun. 291, Article ID 108850, 13 p. (2023). MSC: 82-XX 80-XX × Cite Format Result Cite Review PDF Full Text: DOI
Berahas, Albert S.; Shi, Jiahao; Yi, Zihong; Zhou, Baoyu Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction. (English) Zbl 1532.90058 Comput. Optim. Appl. 86, No. 1, 79-116 (2023). MSC: 90C15 90C55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Song, Chenxiao; Kawai, Reiichiro Batching adaptive variance reduction. (English) Zbl 1515.65015 ACM Trans. Model. Comput. Simul. 33, No. 1-2, Article No. 3, 24 p. (2023). MSC: 65C05 62L20 93E35 × Cite Format Result Cite Review PDF Full Text: DOI
Alfonsi, Aurélien; Lapeyre, Bernard; Lelong, Jérôme How many inner simulations to compute conditional expectations with least-square Monte Carlo? (English) Zbl 1517.65005 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 71, 25 p. (2023). MSC: 65C05 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Wang, Lei; Liu, Xin A variance-reduced stochastic gradient tracking algorithm for decentralized optimization with orthogonality constraints. (English) Zbl 1524.90221 J. Ind. Manag. Optim. 19, No. 10, 7753-7776 (2023). MSC: 90C06 90C30 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fort, Gersende; Moulines, Eric Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization. (English) Zbl 1517.62017 Stat. Comput. 33, No. 3, Paper No. 65, 30 p. (2023). MSC: 62-08 90C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Pratiwi, Bunga C.; Dusseldorp, Elise; Karch, Julian D.; de Rooij, Mark Predictive performance of psychological tests: is it better to use items than subscales? (English) Zbl 1543.62176 Comput. Stat. Data Anal. 185, Article ID 107767, 22 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Jiajun; Sen, Suvrajeet Compromise policy for multi-stage stochastic linear programming: variance and bias reduction. (English) Zbl 1542.90172 Comput. Oper. Res. 153, Article ID 106132, 15 p. (2023). MSC: 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Ben Alaya, Mohamed; Hajji, Kaouther; Kebaier, Ahmed Adaptive importance sampling for multilevel Monte Carlo Euler method. (English) Zbl 1517.60024 Stochastics 95, No. 2, 303-327 (2023). MSC: 60E07 60G51 60F05 62L20 65C05 60H35 × Cite Format Result Cite Review PDF Full Text: DOI
Lykkegaard, M. B.; Dodwell, T. J.; Fox, C.; Mingas, G.; Scheichl, R. Multilevel delayed acceptance MCMC. (English) Zbl 1515.62045 SIAM/ASA J. Uncertain. Quantif. 11, 1-30 (2023). MSC: 62F15 62M05 65C05 65C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Abbaspour, Manijeh; Vajargah, Kianoush Fathi; Azhdari, Parvin An efficient algorithm for pricing reinsurance contract under the regime-switching model. (English) Zbl 1540.91084 Math. Comput. Simul. 211, 278-300 (2023). MSC: 91G60 65C05 91G05 91G20 × Cite Format Result Cite Review PDF Full Text: DOI
Pan, Qingquan; Wang, Lianjie; Cai, Yun; Liu, Xiaojing; Xiong, Jinbiao Density-extrapolation global variance reduction (DeGVR) method for large-scale radiation field calculation. (English) Zbl 1538.80015 Comput. Math. Appl. 143, 10-22 (2023). MSC: 80M31 65C05 80A21 82D75 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Qingsong; Cui, Chunfeng; Han, Deren Accelerated doubly stochastic gradient descent for tensor CP decomposition. (English) Zbl 1515.65110 J. Optim. Theory Appl. 197, No. 2, 665-704 (2023). MSC: 65F99 15A69 90C26 90C30 × Cite Format Result Cite Review PDF Full Text: DOI
Nguyen, Van Dung; Vũ, Băng Công A stochastic variance reduction algorithm with Bregman distances for structured composite problems. (English) Zbl 1519.90140 Optimization 72, No. 6, 1463-1484 (2023). MSC: 90C15 65K10 65Y20 90C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hamedani, Erfan Yazdandoost; Jalilzadeh, Afrooz A stochastic variance-reduced accelerated primal-dual method for finite-sum saddle-point problems. (English) Zbl 1519.90258 Comput. Optim. Appl. 85, No. 2, 653-679 (2023). MSC: 90C47 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Plaskota, Leszek; Przybyłowicz, Paweł; Stȩpień, Łukasz Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis. (English) Zbl 1515.65014 BIT 63, No. 2, Paper No. 32, 24 p. (2023). MSC: 65C05 65D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Gen; Shi, Laixi; Chen, Yuxin; Chi, Yuejie Breaking the sample complexity barrier to regret-optimal model-free reinforcement learning. (English) Zbl 1522.68473 Inf. Inference 12, No. 2, 969-1043 (2023). MSC: 68T05 68T09 68W27 90C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Beznosikov, A. N.; Gasnikov, A. V.; Zainullina, K. E.; Maslovskii, A. Yu.; Pasechnyuk, D. A. A unified analysis of variational inequality methods: variance reduction, sampling, quantization, and coordinate descent. (English. Russian original) Zbl 1531.49008 Comput. Math. Math. Phys. 63, No. 2, 147-174 (2023); translation from Zh. Vychisl. Mat. Mat. Fiz. 63, No. 2, 189-217 (2023). MSC: 49J40 90C52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
He, Lulu; Ye, Jimin; Jianwei, E. Accelerated stochastic variance reduction for a class of convex optimization problems. (English) Zbl 1517.90102 J. Optim. Theory Appl. 196, No. 3, 810-828 (2023). MSC: 90C25 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Tianjiao; Lan, Guanghui; Pananjady, Ashwin Accelerated and instance-optimal policy evaluation with linear function approximation. (English) Zbl 07669892 SIAM J. Math. Data Sci. 5, No. 1, 174-200 (2023). MSC: 62M20 68Q25 90C15 90C60 93E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Horváth, Samuel; Kovalev, Dmitry; Mishchenko, Konstantin; Richtárik, Peter; Stich, Sebastian Stochastic distributed learning with gradient quantization and double-variance reduction. (English) Zbl 1515.90081 Optim. Methods Softw. 38, No. 1, 91-106 (2023). MSC: 90C15 90C06 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hu, Jia; Han, Congying; Guo, Tiande; Zhao, Tong On inexact stochastic splitting methods for a class of nonconvex composite optimization problems with relative error. (English) Zbl 07663249 Optim. Methods Softw. 38, No. 1, 1-33 (2023). MSC: 47N10 65K10 × Cite Format Result Cite Review PDF Full Text: DOI
Davis, Damek Variance reduction for root-finding problems. (English) Zbl 1514.90184 Math. Program. 197, No. 1 (A), 375-410 (2023). MSC: 90C25 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Junpeng; Jin, Shi; Li, Jinglai; Zhang, Lei On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems. (English) Zbl 1531.65010 J. Comput. Phys. 475, Article ID 111847, 30 p. (2023). MSC: 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Dewei; Davanloo Tajbakhsh, Sam Riemannian stochastic variance-reduced cubic regularized Newton method for submanifold optimization. (English) Zbl 1511.90419 J. Optim. Theory Appl. 196, No. 1, 324-361 (2023). MSC: 90C48 90C15 90C53 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xu, Yangyang; Xu, Yibo Momentum-based variance-reduced proximal stochastic gradient method for composite nonconvex stochastic optimization. (English) Zbl 1511.90313 J. Optim. Theory Appl. 196, No. 1, 266-297 (2023). MSC: 90C15 90C26 65K05 68Q25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sadr, Mohsen; Hadjiconstantinou, Nicolas G. A variance-reduced direct Monte Carlo simulation method for solving the Boltzmann equation over a wide range of rarefaction. (English) Zbl 07620361 J. Comput. Phys. 472, Article ID 111677, 17 p. (2023). MSC: 76Pxx 82Cxx 76Mxx × Cite Format Result Cite Review PDF Full Text: DOI
Long, Xian-Jun; He, Yue-Hong A fast stochastic approximation-based subgradient extragradient algorithm with variance reduction for solving stochastic variational inequality problems. (English) Zbl 1497.65102 J. Comput. Appl. Math. 420, Article ID 114786, 14 p. (2023). MSC: 65K15 90C33 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Xiong, Meixin; Chen, Liuhong; Ming, Ju Quantify uncertainty by estimating the probability density function of the output of interest using MLMC based Bayes method. (English) Zbl 07599034 Discrete Contin. Dyn. Syst., Ser. B 28, No. 1, 707-721 (2023). MSC: 62F15 62G07 65C05 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Dunn, William L.; Shultis, J. Kenneth Exploring Monte Carlo methods. 2nd edition. (English) Zbl 1491.65002 Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-819739-4/pbk; 978-0-12-819745-5/ebook). xxii, 570 p. (2023). MSC: 65-01 65C05 65C10 65C40 65J10 × Cite Format Result Cite Review PDF Full Text: DOI
Bai, Yuanlu; Huang, Zhiyuan; Lam, Henry; Zhao, Ding Rare-event simulation for neural network and random forest predictors. (English) Zbl 1548.62033 ACM Trans. Model. Comput. Simul. 32, No. 3, Article No. 18, 33 p. (2022). MSC: 62D05 × Cite Format Result Cite Review PDF Full Text: DOI
Peng, Jie; Wu, Zhaoxian; Ling, Qing; Chen, Tianyi Byzantine-robust variance-reduced federated learning over distributed non-i.i.d. data. (English) Zbl 07830629 Inf. Sci. 616, 367-391 (2022). MSC: 68T05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Si, Shijing; Oates, Chris. J.; Duncan, Andrew B.; Carin, Lawrence; Briol, François-Xavier Scalable control variates for Monte Carlo methods via stochastic optimization. (English) Zbl 1534.65018 Keller, Alexander (ed.), Monte Carlo and quasi-Monte Carlo methods. Revised papers of the 14th international conference in Monte Carlo and quasi-Monte Carlo methods in scientific computing, MCQMC 2020, Oxford, United Kingdom, August 10–14, 2020. Cham: Springer. Springer Proc. Math. Stat. 387, 205-221 (2022). MSC: 65C05 65K05 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Binder, Nikolaus; Fricke, Sascha; Keller, Alexander Massively parallel path space filtering. (English) Zbl 1534.65006 Keller, Alexander (ed.), Monte Carlo and quasi-Monte Carlo methods. Revised papers of the 14th international conference in Monte Carlo and quasi-Monte Carlo methods in scientific computing, MCQMC 2020, Oxford, United Kingdom, August 10–14, 2020. Cham: Springer. Springer Proc. Math. Stat. 387, 149-168 (2022). MSC: 65C05 65Y05 45G15 45F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gallego Torromé, Ricardo On Penrose’s theory of objective gravitationally induced wave function reduction. (English) Zbl 1539.81067 Int. J. Geom. Methods Mod. Phys. 19, No. 2, Article ID 2250020, 10 p. (2022). MSC: 81Q65 83C35 62J10 70H33 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cancela, Héctor; Murray, Leslie; Robledo, Franco; Romero, Pablo; Sartor, Pablo On the reliability estimation of stochastic binary systems. (English) Zbl 07771174 Int. Trans. Oper. Res. 29, No. 3, 1688-1722 (2022). MSC: 90-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Lei, Jinlong; Yi, Peng; Chen, Jie; Hong, Yiguang Distributed variable sample-size stochastic optimization with fixed step-sizes. (English) Zbl 1541.93384 IEEE Trans. Autom. Control 67, No. 10, 5630-5637 (2022). MSC: 93E20 93A16 93B70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xin, Ran; Khan, Usman A.; Kar, Soummya A fast randomized incremental gradient method for decentralized nonconvex optimization. (English) Zbl 1537.93030 IEEE Trans. Autom. Control 67, No. 10, 5150-5165 (2022). MSC: 93A14 93A15 93B70 90C26 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Backenköhler, Michael; Bortolussi, Luca; Wolf, Verena Variance reduction in stochastic reaction networks using control variates. (English) Zbl 1528.68108 Raskin, Jean-François (ed.) et al., Principles of systems design. Essays dedicated to Thomas A. Henzinger on the occasion of his 60th birthday. Cham: Springer. Lect. Notes Comput. Sci. 13660, 456-474 (2022). MSC: 68Q07 60J28 68Q87 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Wenjie; Wang, Zhanyu; Zhang, Yichen; Cheng, Guang Variance reduction on general adaptive stochastic mirror descent. (English) Zbl 07694475 Mach. Learn. 111, No. 12, 4639-4677 (2022). MSC: 68T05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dubois-Taine, Benjamin; Vaswani, Sharan; Babanezhad, Reza; Schmidt, Mark; Lacoste-Julien, Simon SVRG meets AdaGrad: painless variance reduction. (English) Zbl 07694467 Mach. Learn. 111, No. 12, 4359-4409 (2022). MSC: 68T05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
He, Yue-Hong; Long, Xian-Jun A variance-based proximal backward-forward algorithm with line search for stochastic mixed variational inequalities. (English) Zbl 1504.65137 Pac. J. Optim. 18, No. 4, 713-735 (2022). MSC: 65K15 90C33 90C15 × Cite Format Result Cite Review PDF Full Text: Link
Wang, Bingcan; Zhang, Baoxue; Yan, Haibo Functional sufficient dimension reduction based on weighted method. (English) Zbl 07632244 Commun. Stat., Simulation Comput. 51, No. 11, 6902-6923 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Driggs, Derek; Liang, Jingwei; Schönlieb, Carola-Bibiane On biased stochastic gradient estimation. (English) Zbl 07625177 J. Mach. Learn. Res. 23, Paper No. 24, 43 p. (2022). MSC: 68T05 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Ghosh, Tomojit; Kirby, Michael Supervised dimensionality reduction and visualization using centroid-encoder. (English) Zbl 07625173 J. Mach. Learn. Res. 23, Paper No. 20, 34 p. (2022). MSC: 68T05 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Verma, Bhisham Dev; Pratap, Rameshwar; Thakur, Manoj Variance reduction in feature hashing using MLE and control variate method. (English) Zbl 07624251 Mach. Learn. 111, No. 7, 2631-2662 (2022). MSC: 68T05 × Cite Format Result Cite Review PDF Full Text: DOI