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math.OC2022★ 43 cited
Neural parameter calibration for large-scale multi-agent models
Thomas Gaskin, Grigorios A. Pavliotis, Mark Girolami
Computational models have become a powerful tool in the quantitative sciences to understand the behaviour of complex systems that evolve in time. However, they often contain a pote…
math.OC2022★ 2 cited
Stochastic Mirror Descent for Convex Optimization with Consensus Constraints
Anastasia Borovykh, Nikolas Kantas, Panos Parpas +1
The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, th…