Godichon-Baggioni, Antoine

1. 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
2. Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective
   2016/09/18 by Antoine Godichon‐Baggioni, Godichon-Baggioni, Antoine · 1 citation
   Computer Science · Mathematics · #Stochastic Gradient Optimization Techniques #Statistical Methods and Inference #Markov Chains and Monte Carlo Methods
3. 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 · 1 citation
   Computer Science · #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Neural Networks and Applications #Statistics Theory (math.ST) #Stochastic Gradient Optimization Techniques
4. On Adaptive Stochastic Optimization for Streaming Data: A Newton's Method with O(dN) Operations
   2023/11/29 by Antoine Godichon-Baggioni, Godichon-Baggioni, Antoine, Nicklas Werge +1 · 1 voice
   Mathematics · #FOS: Mathematics #Statistics Theory (math.ST) #math.ST
5. An efficient stochastic Newton algorithm for parameter estimation in logistic regressions
   2019/04/16 by Bernard Bercu, Antoine Godichon‐Baggioni, Bercu, Bernard +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Statistical Methods and Inference #Financial Risk and Volatility Modeling
6. 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)