IEEE - Institute of Electrical and Electronics Engineers, Inc. - A Probabilistic Incremental Proximal Gradient Method

Author(s): Omer Deniz Akyildiz ; Emilie Chouzenoux ; Victor Elvira ; Joaquin Miguez
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 August 2019
Volume: 26
Page(s): 1,257 - 1,261
ISSN (Electronic): 1558-2361
ISSN (Paper): 1070-9908
DOI: 10.1109/LSP.2019.2926926
Regular:

In this letter, we propose a probabilistic optimization method, named probabilistic incremental proximal gradient (PIPG) method, by developing a probabilistic interpretation of the incremental... View More

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