Nonasymptotic Estimates for Stochastic Gradient Langevin Dynamics Under Local Conditions in Nonconvex Optimization
Ying Zhang, Ömer Deniz Akyıldız, Theodoros Damoulas, Sotirios Sabanis
Topics & Concepts
Lipschitz continuityMathematicsLangevin dynamicsConvergence (economics)Applied mathematicsRelaxation (psychology)Mathematical optimizationClass (philosophy)Mathematical analysisComputer scienceStatisticsEconomic growthArtificial intelligenceSocial psychologyEconomicsPsychologyMarkov Chains and Monte Carlo MethodsSparse and Compressive Sensing TechniquesAdvanced Neuroimaging Techniques and Applications