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Levenberg-Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation.
El Houcine Bergou
Serge Gratton
Luís Nunes Vicente
Published in:
SIAM/ASA J. Uncertain. Quantification (2016)
Keyphrases
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probabilistic model
levenberg marquardt
least squares
feature selection
decision making
training set
dynamic programming