Stochastic gradient descent and fast relaxation to thermodynamic equilibrium: A stochastic control approach
Author:
Affiliation:
1. Institut für Mathematik, Technische Universität Berlin, Berlin, Germany
2. Institut für Mathematik, Brandenburgische Technische Universität Cottbus-Senftenberg, Cottbus, Germany
Funder
Deutsche Forschungsgemeinschaft
Alexander von Humboldt-Stiftung
Publisher
AIP Publishing
Subject
Mathematical Physics,Statistical and Nonlinear Physics
Link
https://aip.scitation.org/doi/pdf/10.1063/5.0051796
Reference53 articles.
1. Stochastic modified equations for the asynchronous stochastic gradient descent
2. Arnold, A. and Erb, J. “Sharp entropy decay for hypocoercive and non-symmetric Fokker-Planck equations with linear drift,” arXiv:1409.5425 (2014).
3. Enhanced sampling techniques in molecular dynamics simulations of biological systems
4. The Convergence of Markov Chain Monte Carlo Methods: From the Metropolis Method to Hamiltonian Monte Carlo
5. Distances between transition probabilities of diffusions and applications to nonlinear Fokker–Planck–Kolmogorov equations
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