Levenberg-Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation

El Houcine Bergou, Serge Gratton, Luís Nunes Vicente. Levenberg-Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation. SIAM/ASA J. Uncertain. Quantification, 4(1):924-951, 2016. [doi]

@article{BergouGV16,
  title = {Levenberg-Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation},
  author = {El Houcine Bergou and Serge Gratton and Luís Nunes Vicente},
  year = {2016},
  doi = {10.1137/140974687},
  url = {https://doi.org/10.1137/140974687},
  researchr = {https://researchr.org/publication/BergouGV16},
  cites = {0},
  citedby = {0},
  journal = {SIAM/ASA J. Uncertain. Quantification},
  volume = {4},
  number = {1},
  pages = {924-951},
}