Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions
DOI10.1007/S11590-022-01895-5OpenAlexW4287200304MaRDI QIDQ2693789FDOQ2693789
Authors: Michael C. Burkhart 
Publication date: 24 March 2023
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.12949
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sequential Bayesian inferencediscriminative Bayesian filteringmomentum in optimizationstochastic Newton method
Convex programming (90C25) Inference from stochastic processes and prediction (62M20) Stochastic programming (90C15) Newton-type methods (49M15)
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