Pages that link to "Item:Q1739038"

The following pages link to On variance reduction for stochastic smooth convex optimization with multiplicative noise (Q1739038):

Displaying 13 items.

• A unified convergence analysis of stochastic Bregman proximal gradient and extragradient methods (Q2031928) (← links)
• Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces (Q2082546) (← links)
• A hybrid stochastic optimization framework for composite nonconvex optimization (Q2118109) (← links)
• On the computation of equilibria in monotone and potential stochastic hierarchical games (Q2693642) (← links)
• Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes (Q5038180) (← links)
• Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration (Q5058053) (← links)
• A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization (Q5076721) (← links)
• Minibatch Forward-Backward-Forward Methods for Solving Stochastic Variational Inequalities (Q5084485) (← links)
• Open Problem—Iterative Schemes for Stochastic Optimization: Convergence Statements and Limit Theorems (Q5113905) (← links)
• Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization (Q5144794) (← links)
• Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem (Q5867625) (← links)
• A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems (Q6051310) (← links)
• Stochastic Fixed-Point Iterations for Nonexpansive Maps: Convergence and Error Bounds (Q6180255) (← links)