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2007.07704
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On stochastic mirror descent with interacting particles: convergence properties and variance reduction
15 July 2020
Anastasia Borovykh
N. Kantas
P. Parpas
G. Pavliotis
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Papers citing
"On stochastic mirror descent with interacting particles: convergence properties and variance reduction"
3 / 3 papers shown
Stochastic Mirror Descent in Average Ensemble Models
Taylan Kargin
Fariborz Salehi
B. Hassibi
158
1
0
27 Oct 2022
Large deviations for interacting particle dynamics for finding mixed equilibria in zero-sum games
Viktor Nilsson
Pierre Nyquist
353
1
0
30 Jun 2022
Two-Timescale Stochastic Approximation for Bilevel Optimisation Problems in Continuous-Time Models
Louis Sharrock
268
2
0
14 Jun 2022
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