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math.NA2017
Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory
Peter Richtárik, Martin Takáč
We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive…
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…