Risk optimization using the Chernoff bound and stochastic gradient descent. - André Gustavo Carlon; Henrique Machado Kroetz; André Jacomel Torii; Rafael Holdorf Lopez; Leandro Fleck Fadel Miguel (Reliab. Eng. Syst. Saf., 2022)

Double-loop quasi-Monte Carlo estimator for nested integration. - Arved Bartuska; André Gustavo Carlon; Luis Espath; Sebastian Krumscheid; Raúl Tempone (CoRR, 2023)

Multilevel randomized quasi-Monte Carlo estimator for nested integration. - Arved Bartuska; André Gustavo Carlon; Luis Espath; Sebastian Krumscheid; Raúl Tempone (CoRR, 2024)

Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization. - André Gustavo Carlon; Luis Espath; Raúl Tempone (Optim. Methods Softw., 2024)