69 citations · 281 across the 19 of their papers we have counts for
4 papers · 1 filter
A probabilistic incremental proximal gradient method
Ömer Deniz Akyildiz, Émilie Chouzenoux, Víctor Elvira +1
In this paper, we propose a probabilistic optimization method, named probabilistic incremental proximal gradient (PIPG) method, by developing a probabilistic interpretation of the…
Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization
Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez
We introduce and analyze a parallel sequential Monte Carlo methodology for the numerical solution of optimization problems that involve the minimization of a cost function that con…
Stable approximation schemes for optimal filters
Dan Crisan, Alberto Lopez-Yela, Joaquin Miguez
A stable filter has the property that it asymptotically `forgets' initial perturbations. As a result of this property, it is possible to construct approximations of such filters wh…
The Incremental Proximal Method: A Probabilistic Perspective
Ömer Deniz Akyildiz, Victor Elvira, Joaquin Miguez
In this work, we highlight a connection between the incremental proximal method and stochastic filters. We begin by showing that the proximal operators coincide, and hence can be r…