Point process estimation with Mirror Prox algorithms
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Cites work
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A descent lemma beyond Lipschitz gradient continuity: first-order methods revisited and applications
- A first-order primal-dual algorithm for convex problems with applications to imaging
- An accelerated HPE-type algorithm for a class of composite convex-concave saddle-point problems
- An efficient primal dual prox method for non-smooth optimization
- Bregman Monotone Optimization Algorithms
- Composite self-concordant minimization
- Convex analysis and monotone operator theory in Hilbert spaces
- Derivatives pricing with marked point processes using tick-by-tick data
- Efficiency of coordinate descent methods on huge-scale optimization problems
- Entropic Proximal Mappings with Applications to Nonlinear Programming
- Fast Gradient-Based Algorithms for Constrained Total Variation Image Denoising and Deblurring Problems
- First-order methods in optimization
- Gradient methods for minimizing composite functions
- Image deblurring with Poisson data: from cells to galaxies
- Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Minimizing finite sums with the stochastic average gradient
- Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
- On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
- On the ergodic convergence rates of a first-order primal-dual algorithm
- Optimal primal-dual methods for a class of saddle point problems
- Optimization with sparsity-inducing penalties
- Option pricing with a general marked point process.
- Proximité et dualité dans un espace hilbertien
- Randomized primal-dual proximal block coordinate updates
- Relatively smooth convex optimization by first-order methods, and applications
- Restoration of Poissonian Images Using Alternating Direction Optimization
- Robust Stochastic Approximation Approach to Stochastic Programming
- Self-exciting point process modeling of crime
- Smooth minimization of non-smooth functions
- Smoothing proximal gradient method for general structured sparse regression
- Stochastic block mirror descent methods for nonsmooth and stochastic optimization
- Stochastic dual coordinate ascent methods for regularized loss minimization
- Stochastic primal-dual coordinate method for regularized empirical risk minimization
- The ordered subsets mirror descent optimization method with applications to tomography
- This is SPIRAL-TAP: Sparse Poisson Intensity Reconstruction ALgorithms—Theory and Practice
- Tracking Dynamic Point Processes on Networks
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