Copertina

Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Neufeld, Ariel, En, Matthew Ng Cheng, Zhang, Ying
Natura:	Preprint
Pubblicazione:	2022
Soggetti:	Probability Numerical Analysis Optimization and Control Statistics Theory Computation
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Non-asymptotic convergence analysis of the stochastic gradient Hamiltonian Monte Carlo algorithm with discontinuous stochastic gradient with applications to training of ReLU neural networks
di: Liang, Luxu, et al.
Pubblicazione: (2024)

Provably convergent stochastic fixed-point algorithm for free-support Wasserstein barycenter of continuous non-parametric measures
di: Chen, Zeyi, et al.
Pubblicazione: (2025)

Langevin dynamics based algorithm e-TH$\varepsilon$O POULA for stochastic optimization problems with discontinuous stochastic gradient
di: Lim, Dong-Young, et al.
Pubblicazione: (2022)

Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems
di: Neufeld, Ariel, et al.
Pubblicazione: (2024)

Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints
di: Neufeld, Ariel, et al.
Pubblicazione: (2022)

Numerical method for feasible and approximately optimal solutions of multi-marginal optimal transport beyond discrete measures
di: Neufeld, Ariel, et al.
Pubblicazione: (2022)

Feasible approximation of matching equilibria for large-scale matching for teams problems
di: Neufeld, Ariel, et al.
Pubblicazione: (2023)

Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis
di: Bartl, Daniel, et al.
Pubblicazione: (2024)

Error analysis for stochastic gradient optimization schemes using modified equations
di: Bréhier, Charles-Edouard, et al.
Pubblicazione: (2024)

Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
di: Hinds, P. D., et al.
Pubblicazione: (2024)

Quantifying uncertainty in inverse scattering problems set in layered environments
di: Abugattas, Carolina, et al.
Pubblicazione: (2025)

Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids
di: Alasseur, Clémence, et al.
Pubblicazione: (2024)

Non-exchangeable evolutionary and mean field games and their applications
di: Yoshioka, H., et al.
Pubblicazione: (2025)

Contributions to Robust and Efficient Methods for Analysis of High Dimensional Data
di: Yang, Kai
Pubblicazione: (2025)

A New Look at the Ensemble Kalman Filter for Inverse Problems: Duality, Non-Asymptotic Analysis and Convergence Acceleration
di: Krishnanunni, C G, et al.
Pubblicazione: (2026)

Non-asymptotic estimates for accelerated high order Langevin Monte Carlo algorithms
di: Neufeld, Ariel, et al.
Pubblicazione: (2024)

Stochastic convergence of a class of greedy-type algorithms for Configuration Optimization Problems
di: Nielen, Evie, et al.
Pubblicazione: (2026)

Complexity of Zeroth- and First-order Stochastic Trust-Region Algorithms
di: Ha, Yunsoo, et al.
Pubblicazione: (2024)

Wasserstein Gradient Flows of the Discrepancy with Distance Kernel on the Line
di: Hertrich, Johannes, et al.
Pubblicazione: (2023)

Wasserstein Steepest Descent Flows of Discrepancies with Riesz Kernels
di: Hertrich, Johannes, et al.
Pubblicazione: (2022)

Linking PageRank, Time Reversal, and Policy Evaluation
di: Avrachenkov, Konstantin, et al.
Pubblicazione: (2026)

DeepMartingale: Duality of the Optimal Stopping Problem with Expressivity and High-Dimensional Hedging
di: Ye, Junyan, et al.
Pubblicazione: (2025)

An iterative process for the feasibility-seeking problem with sets that are unions of convex sets
di: Censor, Yair, et al.
Pubblicazione: (2025)

Linear convergence of forward-backward accelerated algorithms without knowledge of the modulus of strong convexity
di: Li, Bowen, et al.
Pubblicazione: (2023)

Frank--Wolfe algorithms for piecewise star-convex functions with a nonsmooth difference-of-convex structure
di: Millán, R. Díaz, et al.
Pubblicazione: (2023)

What are You Weighting For? Improved Weights for Gaussian Mixture Filtering With Application to Cislunar Orbit Determination
di: Durant, Dalton, et al.
Pubblicazione: (2024)

Multilevel Picard scheme for solving high-dimensional drift control problems with state constraints
di: Zhong, Yuan
Pubblicazione: (2025)

Convergence analysis for an implementable scheme to solve the linear-quadratic stochastic optimal control problem with stochastic wave equation
di: Chaudhary, Abhishek
Pubblicazione: (2025)

A preconditioned second-order convex splitting algorithm with extrapolation
di: Shen, Xinhua, et al.
Pubblicazione: (2025)

Assigning Stationary Distributions to Sparse Stochastic Matrices
di: Gillis, Nicolas, et al.
Pubblicazione: (2023)

Primal-Dual algorithms for Abstract convex functions with respect to quadratic functions
di: Bednarczuk, Ewa, et al.
Pubblicazione: (2026)

Primal-dual algorithm for weakly convex functions under sharpness conditions
di: Bednarczuk, Ewa, et al.
Pubblicazione: (2024)

Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo
di: Camrud, Evan, et al.
Pubblicazione: (2023)

Multilevel Picard approximation algorithm for semilinear partial integro-differential equations and its complexity analysis
di: Neufeld, Ariel, et al.
Pubblicazione: (2022)

A boosted second-order convex splitting algorithm based on gradient flows
di: Shen, Xinhua, et al.
Pubblicazione: (2024)

Multilevel Picard algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities
di: Neufeld, Ariel, et al.
Pubblicazione: (2023)

Augmented Lagrangian methods for infeasible convex optimization problems and diverging proximal-point algorithms
di: Andrews, Roland, et al.
Pubblicazione: (2025)

Interval straight line fitting
di: Gutowski, Marek W.
Pubblicazione: (2001)

Bounding the Difference between the Values of Robust and Non-Robust Markov Decision Problems
di: Neufeld, Ariel, et al.
Pubblicazione: (2023)

On the non-convexity issue in the radial Calderón problem
di: Alberti, Giovanni S., et al.
Pubblicazione: (2025)