Portier, Bruno
- An efficient Averaged Stochastic Gauss-Newton algorithm for estimating parameters of non linear regressions models
2020/06/23 by Peggy Cénac, Antoine Godichon‐Baggioni, Cénac, Peggy +3 · 2 citations
Computer Science · #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Neural Networks and Applications #Statistics Theory (math.ST) #Stochastic Gradient Optimization Techniques
- An averaged projected Robbins-Monro algorithm for estimating the\n parameters of a truncated spherical distribution
2016/06/14 by Antoine Godichon‐Baggioni, Bruno Portier, Godichon-Baggioni, Antoine +1 · 3 citations
Engineering · Environmental Science · #Robotics and Sensor-Based Localization #3D Shape Modeling and Analysis #Remote Sensing and LiDAR Applications
- An efficient stochastic Newton algorithm for parameter estimation in logistic regressions
2019/04/16 by Bernard Bercu, Antoine Godichon‐Baggioni, Bercu, Bernard +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Statistical Methods and Inference #Financial Risk and Volatility Modeling
- Online estimation of the inverse of the Hessian for stochastic optimization with application to universal stochastic Newton algorithms
2024/01/15 by Godichon-Baggioni, Antoine, Lu, Wei, Portier, Bruno · 1 citation
#FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC)