scientific article; zbMATH DE number 7306890

MaRDI QIDQ5148992FDOQ5148992

Yazhen Wang, Shang Wu

Publication date: 5 February 2021

Full work available at URL: https://arxiv.org/abs/1711.09514

Title of this publication is not available (Why is that?)

zbMATH Keywords

optimizationstochastic differential equationweak convergenceordinary differential equationaccelerationgradient descentstochastic gradient descentmini-batchgradient flow central limit theoremjoint asymptotic analysisjoint computational and statistical analysisLagrangian flow central limit theorem

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Title not available (Why is that?)
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Title not available (Why is that?)
• Introductory lectures on convex optimization. A basic course.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Acceleration of Stochastic Approximation by Averaging
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust Stochastic Approximation Approach to Stochastic Programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Cube root asymptotics
• Nonlinear optimization.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Accelerated gradient methods for nonconvex nonlinear and stochastic programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• Ergodicity for Infinite Dimensional Systems
• Numerical Methods for Ordinary Differential Equations
• Bootstrapping empirical functions
• Stochastic methods. A handbook for the natural and social sciences
• A differential equation for modeling Nesterov's accelerated gradient method: theory and insights
• Strong approximation for multivariate empirical and related processes, via KMT constructions
• Strong approximation for set-indexed partial sum processes via KMT constructions. I
• Approximation for bootstrapped empirical processes
• The exit problem for small random perturbations of dynamical systems with a hyperbolic fixed point
• Lectures on white noise functionals.
• Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
• Strong approximation for set-indexed partial-sum processes, via KMT constructions. II
• Scalable estimation strategies based on stochastic approximations: classical results and new insights
• Title not available (Why is that?)
• A variational perspective on accelerated methods in optimization
• Stochastic Gradient Descent in Continuous Time
• Asymptotic and finite-sample properties of estimators based on stochastic gradients
• User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
• Statistical inference for model parameters in stochastic gradient descent

Cited In (5)

• Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
• Analysis of stochastic gradient descent in continuous time
• Central limit theorems for stochastic gradient descent with averaging for stable manifolds
• Discrete-time simulated annealing: a convergence analysis via the Eyring-Kramers law
• Asymptotic bias of stochastic gradient search

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5148992)