most citedAdaSub: Stochastic Optimization Using Second-Order Information in Low-Dimensional Subspaces

2 citations · 2 across the 2 of their papers we have counts for

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2 papers

math.OC2023★ 2 cited

AdaSub: Stochastic Optimization Using Second-Order Information in Low-Dimensional Subspaces

João Victor Galvão da Mata, Martin S. Andersen

We introduce AdaSub, a stochastic optimization algorithm that computes a search direction based on second-order information in a low-dimensional subspace that is defined adaptively…

math.ST2023

Sparse Bayesian Inference with Regularized Gaussian Distributions

Jasper Marijn Everink, Yiqiu Dong, Martin Skovgaard Andersen

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted…