VarianceReductionandQuasi-NewtonforParticle-BasedVariationalInferenceMichaelH.Zhu1ChangLiu2JunZhu3AbstractexactestimatorofEp[f(X)]asM→∞.Variationalin-ference(VI)methods(Wainwrightetal.,2008;Bleie...
AsynchronousStochasticQuasi-NewtonMCMCforNon-ConvexOptimizationUmutS¸ims¸ekli1C¸ag˘atayYıldız2ThanhHuyNguyen1Gae¨lRichard1A.TaylanCemgil3AbstractwhereUisatwicecontinuouslydifferentiablefunct...
StochasticAdaptiveQuasi-NewtonMethodsforMinimizingExpectedValuesChaoxuZhou∗1WenboGao∗1DonaldGoldfarb1AbstractinfeasibletoanalyticallycomputeEf(x,ξ).ThiscanberesolvedbyreplacingtheexpectationEf(x...