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]

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