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Showing 1 to 3 of 3 for “"Stochastic Newton"”.

  1. Row-Action Methods for Massive Inverse Problems

    … These row-action methods can be interpreted as stochastic Newton and stochastic quasi-Newton approaches on a reformulation of the least squares problem, and they can be analyzed as limited memory variants of the recursive least squares algorithm. For ill-posed problems, we introduce sampled …

    vt Repository record for Row-Action Methods for Massive Inverse Problems (opens in a new tab)

  2. Reciprocal classes of Markov processes : an approach with duality formulae

    … with the characterization of certain classes of stochastic processes via duality formulae. In particular we consider reciprocal processes with jumps, a subject up to now neglected in the literature. In the first part we introduce a new formulation of a characterization of processes with …

    potsdam-diss Repository record for Reciprocal classes of Markov processes : an approach with duality formulae (opens in a new tab)

  3. A computational framework for the solution of infinite-dimensional Bayesian statistical inverse problems with application to global seismic inversion

    Quantifying uncertainties in large-scale forward and inverse PDE simulations has emerged as a central challenge facing the field of computational science and engineering. The promise of modeling and simulation for prediction, design, and control cannot be fully realized unless uncertainties in …

    texas Repository record for A computational framework for the solution of infinite-dimensional Bayesian statistical inverse problems with application to global seismic inversion (opens in a new tab)