Uniform-in-time weak error analysis for stochastic gradient descent algorithms via diffusion approximation (Q1984706)

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Uniform-in-time weak error analysis for stochastic gradient descent algorithms via diffusion approximation
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    Uniform-in-time weak error analysis for stochastic gradient descent algorithms via diffusion approximation (English)
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    7 April 2020
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    stochastic gradient descent
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    weak error analysis
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    diffusion approximation
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    stochastic differential equation
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    backward Kolmogorov equation
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