A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction.

Andre Milzarek Fabian Schaipp Michael Ulbrich

Published in: SIAM J. Optim. (2024)

Keyphrases

variance reduction
monte carlo
proximal point algorithm
gradient estimation
sample size
importance sampling
basis pursuit
bias variance decomposition
naive bayes classifier
markov chain
reinforcement learning
convex optimization
newton method