Relative entropy minimization over Hilbert spaces via Robbins-Monro

DOI10.3934/MATH.2019.3.359zbMath1484.60003arXiv1506.09150OpenAlexW2963639357WikidataQ128044574 ScholiaQ128044574MaRDI QIDQ2127747

Gideon Simpson, Daniel Watkins

Publication date: 21 April 2022

Published in: AIMS Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.09150

zbMATH Keywords

relative entropyHilbert spaceRobbins-Monro

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of mathematical programming (90C90) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Stochastic approximation (62L20) Probability theory on linear topological spaces (60B11)

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