Nonasymptotic Estimates for Stochastic Gradient Langevin Dynamics Under Local Conditions in Nonconvex Optimization
Author:
Funder
Engineering and Physical Sciences Research Council
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
https://link.springer.com/content/pdf/10.1007/s00245-022-09932-6.pdf
Reference29 articles.
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4. Durmus, A., Moulines, E.: High-dimensional Bayesian inference via the unadjusted Langevin algorithm. Bernoulli 25(4A), 2854–2882 (2019)
5. Brosse, N., Durmus, A., Moulines, É., Sabanis, S.: The tamed unadjusted Langevin algorithm. Stoch. Process. Appl. 129(10), 3638–3663 (2019)
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