1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.ST2024★ 1 cited
Stochastic mirror descent for nonparametric adaptive importance sampling
Pascal Bianchi, Bernard Delyon, Victor Priser +1
This paper addresses the problem of approximating an unknown probability distribution with density -- which can only be evaluated up to an unknown scaling factor -- with the he…
math.OC2020
Stochastic optimization with momentum: convergence, fluctuations, and traps avoidance
A. Barakat, P. Bianchi, W. Hachem +1
In this paper, a general stochastic optimization procedure is studied, unifying several variants of the stochastic gradient descent such as, among others, the stochastic heavy ball…