Proximal diffusion for stochastic costs with non-differentiable regularizers.

Stefan Vlaski Ali H. Sayed

Published in: ICASSP (2015)

Keyphrases

jump diffusion process
anisotropic diffusion
objective function
stochastic optimization
monte carlo
loss function
cost savings
total cost
total variation
optic flow
stochastic model
expected cost
pairwise
nonlinear diffusion
stochastic programming
heavy tailed
base stock policies
bayesian networks