On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case
From MaRDI portal
Publication:5162623
DOI10.1137/20M1355392MaRDI QIDQ5162623
Miklós Rásonyi, Sotirios Sabanis, Ying Zhang, N. H. Chau, Eric Moulines
Publication date: 3 November 2021
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.13142
Monte Carlo methods (65C05) Stochastic learning and adaptive control (93E35) Sequential statistical analysis (62L10)
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