Cite
Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization
MLA
Carlon, Andre, et al. Approximating Hessian Matrices Using Bayesian Inference: A New Approach for Quasi-Newton Methods in Stochastic Optimization. 2022. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2208.00441&authtype=sso&custid=ns315887.
APA
Carlon, A., Espath, L., & Tempone, R. (2022). Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization.
Chicago
Carlon, Andre, Luis Espath, and Raul Tempone. 2022. “Approximating Hessian Matrices Using Bayesian Inference: A New Approach for Quasi-Newton Methods in Stochastic Optimization.” http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2208.00441&authtype=sso&custid=ns315887.