37 citations · 60 across the 12 of their papers we have counts for
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math.ST2020★ 1 cited
Double-Loop Unadjusted Langevin Algorithm
Paul Rolland, Armin Eftekhari, Ali Kavis +1
A well-known first-order method for sampling from log-concave probability distributions is the Unadjusted Langevin Algorithm (ULA). This work proposes a new annealing step-size sch…
math.OC2020★ 37 cited
On the Almost Sure Convergence of Stochastic Gradient Descent in Non-Convex Problems
Panayotis Mertikopoulos, Nadav Hallak, Ali Kavis +1
This paper analyzes the trajectories of stochastic gradient descent (SGD) to help understand the algorithm's convergence properties in non-convex problems. We first show that the s…