On uniform-in-time diffusion approximation for stochastic gradient descent

DOI10.4310/MAA.2023.V30.N3.A1MaRDI QIDQ6640765zbMATH OpenFDO

Authors Lei Li, Yuliang Wang

Publication date 20 November 2024

Published in Methods and Applications of Analysis (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationbackward Kolmogorov equationStroock-Varadhan support theoremsemigroup expansion

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic programming (90C15)

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Cited in

(1)

• Stochastic modified flows for Riemannian stochastic gradient descent

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