Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration (Q5058053): Difference between revisions

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scientific article; zbMATH DE number 7625927

Language	Label	Description	Also known as
English	Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration	scientific article; zbMATH DE number 7625927

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instance of

scholarly article

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title

Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration (English)

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1 December 2022

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full work available at URL

https://arxiv.org/abs/1809.04618

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zbMATH Keywords

Langevin dynamics

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stochastic gradient methods

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momentum-based acceleration

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nonconvex optimization

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empirical risk minimization

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Gibbs sampling

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MaRDI profile type

MaRDI publication profile

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cites work

The geometric foundations of Hamiltonian Monte Carlo

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Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities

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A strong approximation theorem for stochastic recursive algorithms

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Metastability in reversible diffusion processes. II: Precise asymptotics for small eigenvalues

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Accelerated Methods for NonConvex Optimization

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Entropy-SGD: biasing gradient descent into wide valleys

0 references

Diffusion for Global Optimization in $\mathbb{R}^n $

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Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities

0 references

User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient

0 references

On sampling from a log-concave density using kinetic Langevin diffusions

0 references

Couplings and quantitative contraction rates for Langevin dynamics

0 references

Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $

0 references

Accelerated gradient methods for nonconvex nonlinear and stochastic programming

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Nonstationary Markov chains and convergence of the annealing algorithm

0 references

Q4039920

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Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential

0 references

Ridge Regression: Biased Estimation for Nonorthogonal Problems

0 references

Asymptotics of the spectral gap with applications to the theory of simulated annealing

0 references

An Introduction to Statistical Learning

0 references

On variance reduction for stochastic smooth convex optimization with multiplicative noise

0 references

Choosing Regularization Parameters in Iterative Methods for Ill-Posed Problems

0 references

Optimization by Simulated Annealing

0 references

Brownian motion in a field of force and the diffusion model of chemical reactions

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Convergence rate of Riemannian Hamiltonian Monte Carlo and faster polytope volume computation

0 references

The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics

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Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.

0 references

The landscape of empirical risk for nonconvex losses

0 references

Q3172405

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Q3320132

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Behavior of accelerated gradient methods near critical points of nonconvex functions

0 references

Stochastic Processes and Applications

0 references

Complete Dictionary Recovery Over the Sphere I: Overview and the Geometric Picture

0 references

Q2810765

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Robust Variable Selection With Exponential Squared Loss

0 references

Robust Truncated Hinge Loss Support Vector Machines

0 references

Q4637073

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Identifiers

Mathematics Subject Classification ID

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10.1287/OPRE.2021.2162

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Sitelinks

Mathematics(1 entry)

mardi Publication:5058053

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+The geometric foundations of Hamiltonian Monte Carlo
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@@ Property / cites work @@
+Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
+Normal rank
@@ Property / cites work @@
+A strong approximation theorem for stochastic recursive algorithms
+Normal rank
@@ Property / cites work @@
+Metastability in reversible diffusion processes. II: Precise asymptotics for small eigenvalues
+Normal rank
@@ Property / cites work @@
+Accelerated Methods for NonConvex Optimization
@@ Property / cites work: Accelerated Methods for NonConvex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Entropy-SGD: biasing gradient descent into wide valleys
+Normal rank
@@ Property / cites work @@
+Diffusion for Global Optimization in $\mathbb{R}^n $
+Normal rank
@@ Property / cites work @@
+Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
+Normal rank
@@ Property / cites work @@
+User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
+Normal rank
@@ Property / cites work @@
+On sampling from a log-concave density using kinetic Langevin diffusions
+Normal rank
@@ Property / cites work @@
+Couplings and quantitative contraction rates for Langevin dynamics
+Normal rank
@@ Property / cites work @@
+Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
+Normal rank
@@ Property / cites work @@
+Accelerated gradient methods for nonconvex nonlinear and stochastic programming
+Normal rank
@@ Property / cites work @@
+Nonstationary Markov chains and convergence of the annealing algorithm
+Normal rank
@@ Property / cites work @@
+Q4039920
@@ Property / cites work: Q4039920 / rank @@
+Normal rank
@@ Property / cites work @@
+Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential
+Normal rank
@@ Property / cites work @@
+Ridge Regression: Biased Estimation for Nonorthogonal Problems
+Normal rank
@@ Property / cites work @@
+Asymptotics of the spectral gap with applications to the theory of simulated annealing
+Normal rank
@@ Property / cites work @@
+An Introduction to Statistical Learning
@@ Property / cites work: An Introduction to Statistical Learning / rank @@
+Normal rank
@@ Property / cites work @@
+On variance reduction for stochastic smooth convex optimization with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Choosing Regularization Parameters in Iterative Methods for Ill-Posed Problems
+Normal rank
@@ Property / cites work @@
+Optimization by Simulated Annealing
@@ Property / cites work: Optimization by Simulated Annealing / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian motion in a field of force and the diffusion model of chemical reactions
+Normal rank
@@ Property / cites work @@
+Convergence rate of Riemannian Hamiltonian Monte Carlo and faster polytope volume computation
+Normal rank
@@ Property / cites work @@
+The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
+Normal rank
@@ Property / cites work @@
+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
+Normal rank
@@ Property / cites work @@
+The landscape of empirical risk for nonconvex losses
+Normal rank
@@ Property / cites work @@
+Q3172405
@@ Property / cites work: Q3172405 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3320132
@@ Property / cites work: Q3320132 / rank @@
+Normal rank
@@ Property / cites work @@
+Behavior of accelerated gradient methods near critical points of nonconvex functions
+Normal rank
@@ Property / cites work @@
+Stochastic Processes and Applications
@@ Property / cites work: Stochastic Processes and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Complete Dictionary Recovery Over the Sphere I: Overview and the Geometric Picture
+Normal rank
@@ Property / cites work @@
+Q2810765
@@ Property / cites work: Q2810765 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Variable Selection With Exponential Squared Loss
+Normal rank
@@ Property / cites work @@
+Robust Truncated Hinge Loss Support Vector Machines
+Normal rank
@@ Property / cites work @@
+Q4637073
@@ Property / cites work: Q4637073 / rank @@
+Normal rank
@@ Property / DOI @@
+.1287/OPRE.2021.2162
@@ Property / DOI: 10.1287/OPRE.2021.2162 / rank @@
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