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math.NA2019★ 5 cited
Convergence Analysis of Block Coordinate Algorithms with Determinantal Sampling
Mojmír Mutný, Michał Dereziński, Andreas Krause
We analyze the convergence rate of the randomized Newton-like method introduced by Qu et. al. (2016) for smooth and convex objectives, which uses random coordinate blocks of a Hess…
math.NA2017★ 3 cited
Parallel Stochastic Newton Method
Mojmír Mutný, Peter Richtárik
We propose a parallel stochastic Newton method (PSN) for minimizing unconstrained smooth convex functions. We analyze the method in the strongly convex case, and give conditions un…