Tony Stillfjord
- A randomized operator splitting scheme inspired by stochastic optimization methods
2022/10/11 by Monika Eisenmann, Eisenmann, Monika, Tony Stillfjord +1 · 4 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #65M12 (Primary) 65C99 #65M55 (Secondary) #90C15 #FOS: Mathematics #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Stochastic Gradient Optimization Techniques #Stochastic processes and financial applications
- Sub-linear convergence of a stochastic proximal iteration method in Hilbert space
2020/10/23 by Monika Eisenmann, Eisenmann, Monika, Tony Stillfjord +3 · 1 citation
Computer Science · Engineering · Decision Sciences · #Stochastic Gradient Optimization Techniques #Sparse and Compressive Sensing Techniques #Risk and Portfolio Optimization