Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems (Q7405673)

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scientific article; zbMATH DE number 8273908
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    Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems
    scientific article; zbMATH DE number 8273908

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      Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems (English)
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      2026
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      stochastic gradient Langevin dynamics (SGLD)
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      distributionally robust optimisation (DRO)
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      algorithms for stochastic optimisation
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      expected excess risk
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      nonlinear regression involving neural networks
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      data-driven optimisation
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