Continuous-time stochastic Mirror Descent on a network: Variance reduction, consensus, convergence.

Maxim Raginsky Jake V. Bouvrie

Published in: CDC (2012)

Keyphrases

variance reduction
monte carlo
gradient estimation
sample size
markov processes
markov chain
network structure
importance sampling
training data
text mining
support vector
state space
optimal control
gaussian process
bias variance decomposition