We show that approximate maximum likelihood inference can be achieved via a variational algorithm for which gradient descent easily applies. We show that this setting enables us to account for ...

Yoshihiro Tawada proposes using variational inference – a technique widely used in machine learning – to obtain foreign exchange implied volatilities with nonlinear constraints for strike-order ...

The fixed point technique is used to prove the existence of a solution for a class of variational inequalities related with odd order boundary value problems and to suggest a general algorithm. We ...