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Estimate Sequences for Stochastic Composite Optimization: Variance Reduction, Acceleration, and Robustness to Noise.
Andrei Kulunchakov
Julien Mairal
Published in:
CoRR (2019)
Keyphrases
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variance reduction
gradient estimation
monte carlo
confidence intervals
random numbers
sample size
bias variance decomposition
estimation error
hidden markov models
noise level
quasi monte carlo
bayesian networks
importance sampling
missing data
error rate
particle filter
trade off