Semigroups of stochastic gradient descent and online principal component analysis: properties and diffusion approximations

DOI10.4310/CMS.2018.v16.n3.a8zbMath1417.60065arXiv1712.06509WikidataQ129321966 ScholiaQ129321966MaRDI QIDQ1990549

Publication date: 25 October 2018

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.06509

zbMATH Keywords

semigroup stochastic differential equations Markov chain stochastic gradient descent online principle component analysis

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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