An Efficient Stochastic Newton Algorithm for Parameter Estimation in Logistic Regressions

Bernard Bercu, Antoine Godichon, Bruno Portier. An Efficient Stochastic Newton Algorithm for Parameter Estimation in Logistic Regressions. SIAM J. Control and Optimization, 58(1):348-367, 2020. [doi]

@article{BercuGP20,
  title = {An Efficient Stochastic Newton Algorithm for Parameter Estimation in Logistic Regressions},
  author = {Bernard Bercu and Antoine Godichon and Bruno Portier},
  year = {2020},
  doi = {10.1137/19M1261717},
  url = {https://doi.org/10.1137/19M1261717},
  researchr = {https://researchr.org/publication/BercuGP20},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {58},
  number = {1},
  pages = {348-367},
}