A Probabilistic Approach to Gradient Estimates
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Publication:4024779
DOI10.4153/CMB-1992-007-6zbMATH Open0788.60089MaRDI QIDQ4024779FDOQ4024779
Authors: Michael Craig Cranston 
Publication date: 16 February 1993
Published in: Canadian Mathematical Bulletin (Search for Journal in Brave)
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- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes
- A stochastic target approach to Ricci flow on surfaces
- Coupling in the Heisenberg group and its applications to gradient estimates
- On maximum a posteriori estimation with Plug \& Play priors and stochastic gradient descent
- Hybridization of the probability perturbation method with gradient information
- Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
- Non-uniform gradient estimates for SDEs with local monotonicity conditions
- Functional gradient ascent for probit regression
- Gradient estimation for smooth stopping criteria
- Examples of simply-connected Liouville manifolds with positive spectrum
- Estimation of exponential-polynomial distribution by holonomic gradient descent
- Gradient estimates for diffusion semigroups with singular coefficients
- Finite state mean field games with Wright-Fisher common noise
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
- Gradient estimates for perturbed Ornstein-Uhlenbeck semigroups on infinite-dimensional convex domains
- Coupling by reflection and Hölder regularity for non-local operators of variable order
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