We examine the question of solving the extinction probability of a particular class of continuous-time multi-type branching processes, named Markovian binary trees (MBT). The exti...
Sophie Hautphenne, Guy Latouche, Marie-Ange Remich...
In this note we show how the implicit filtering algorithm can be coupled with the BFGS quasi-Newton update to obtain a superlinearly convergent iteration if the noise in the object...
We consider sequential quadratic programming (SQP) methods for solving constrained nonlinear programming problems. It is generally believed that SQP methods are sensitive to the a...
We propose a probabilistic model for the Independent Vector Analysis approach to blind deconvolution and derive an asymptotic Newton method to estimate the model by Maximum Likelih...
Jason A. Palmer, Kenneth Kreutz-Delgado, Scott Mak...
The BFGS quasi-Newton method is benchmarked on the noiseless BBOB-2009 testbed. A multistart strategy is applied with a maximum number of function evaluations of 105 times the sea...