Relative entropy minimization over Hilbert spaces via Robbins-Monro
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Publication:2127747
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
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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