Finite difference and simultaneous perturbation stochastic approximation with fixed step sizes in case of multiplicative noises.

Alexander Vakhitov

Published in: ECC (2014)

Keyphrases

image compression
stochastic approximation
finite difference
step size
cost function
convergence rate
numerical analysis
finite element
monte carlo
partial differential equations
numerical solution
machine learning
multiresolution
level set
convergence speed