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Convergence Error Analysis of Reflected Gradient Langevin Dynamics for
  Globally Optimizing Non-Convex Constrained Problems
v1v2 (latest)

Convergence Error Analysis of Reflected Gradient Langevin Dynamics for Globally Optimizing Non-Convex Constrained Problems

19 March 2022
Kanji Sato
Akiko Takeda
Reiichiro Kawai
Taiji Suzuki
ArXiv (abs)PDFHTML

Papers citing "Convergence Error Analysis of Reflected Gradient Langevin Dynamics for Globally Optimizing Non-Convex Constrained Problems"

3 / 3 papers shown
Title
Langevin Multiplicative Weights Update with Applications in Polynomial Portfolio Management
Langevin Multiplicative Weights Update with Applications in Polynomial Portfolio Management
Yi-Hu Feng
Tianlin Li
Tian Xie
112
0
0
26 Feb 2025
Sampling and estimation on manifolds using the Langevin diffusion
Sampling and estimation on manifolds using the Langevin diffusion
Karthik Bharath
Alexander Lewis
Akash Sharma
M. Tretyakov
DiffM
156
5
0
22 Dec 2023
Constrained Langevin Algorithms with L-mixing External Random Variables
Constrained Langevin Algorithms with L-mixing External Random Variables
Yu Zheng
Andrew G. Lamperski
74
6
0
27 May 2022
1