Asymptotic analysis via stochastic differential equations of gradient descent algorithms in statistical and computational paradigms
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Publication:5148992
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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
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