scientific article; zbMATH DE number 7255099
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Publication:4969117
zbMath1502.60125arXiv1904.13016MaRDI QIDQ4969117
Simon S. Du, Xi Chen, Xin Thomson Tong
Publication date: 5 October 2020
Full work available at URL: https://arxiv.org/abs/1904.13016
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Stochastic programming (90C15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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Cites Work
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
- Markov chains and stochastic stability
- Sampling from a log-concave distribution with projected Langevin Monte Carlo
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- Cubic regularization of Newton method and its global performance
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Inverse problems: A Bayesian perspective
- Complete Dictionary Recovery Over the Sphere I: Overview and the Geometric Picture
- Accelerated Methods for NonConvex Optimization
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
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