Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with Variance Reduction and its Application to Optimization

30 March 2022

Papers citing "Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with Variance Reduction and its Application to Optimization"

5 / 5 papers shown

Title
Langevin Multiplicative Weights Update with Applications in Polynomial Portfolio Management Yi-Hu Feng Tianlin Li Tian Xie 62 0 0 26 Feb 2025
Provably Fast Finite Particle Variants of SVGD via Virtual Particle Stochastic Approximation Aniket Das Dheeraj M. Nagaraj 41 7 0 27 May 2023
Algorithmic Stability of Heavy-Tailed SGD with General Loss Functions Anant Raj Lingjiong Zhu Mert Gurbuzbalaban Umut Simsekli 31 15 0 27 Jan 2023
Utilising the CLT Structure in Stochastic Gradient based Sampling : Improved Analysis and Faster Algorithms Aniket Das Dheeraj M. Nagaraj Anant Raj 54 6 0 08 Jun 2022
Faster Convergence of Stochastic Gradient Langevin Dynamics for Non-Log-Concave Sampling Difan Zou Pan Xu Quanquan Gu 41 35 0 19 Oct 2020