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math.OC2025
Stochastic gradient with least-squares control variates
Fabio Nobile, Matteo Raviola, Nathan Schaeffer
The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduct…
math.NA2025
A function approximation algorithm using multilevel active subspaces
Fabio Nobile, Matteo Raviola, Raul Tempone
The Active Subspace (AS) method is a widely used technique for identifying the most influential directions in high-dimensional input spaces that affect the output of a computationa…