Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization
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Publication:6506350
zbMatharXiv:2208.00441MaRDI QIDQ6506350
Raúl Tempone, L. F. R. Espath, A. G. Carlon
Publication date: 1 January 1
Bayesian inference (62F15) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Methods of quasi-Newton type (90C53)
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