Related papers: An Alternate Method for Minimizing $\chi^2$

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We present algorithms (a) for nested neural likelihood-to-evidence ratio estimation, and (b) for simulation reuse via an inhomogeneous Poisson point process cache of parameters and corresponding simulations. Together, these algorithms…

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Recently, the prediction-correction method has been developed to solve nonlinear convex optimization problems. However, its convergence rate is often poor since large regularization parameters are set to ensure convergence conditions. In…

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For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…