37 citations · 162 across the 25 of their papers we have counts for
4 papers · 2 filters
On the Global Convergence of Continuous-Time Stochastic Heavy-Ball Method for Nonconvex Optimization
Wenqing Hu, Chris Junchi Li, Xiang Zhou
We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differ…
Large deviations and averaging for systems of slow--fast stochastic reaction--diffusion equations
Wenqing Hu, Michael Salins, Konstantinos Spiliopoulos
We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow comp…
A convergence analysis of the perturbed compositional gradient flow: averaging principle and normal deviations
Wenqing Hu, Chris Junchi Li
We consider in this work a system of two stochastic differential equations named the perturbed compositional gradient flow. By introducing a separation of fast and slow scales of t…
On the fast convergence of random perturbations of the gradient flow
Jiaojiao Yang, Wenqing Hu, Chris Junchi Li
We consider in this work small random perturbations (of multiplicative noise type) of the gradient flow. We prove that under mild conditions, when the potential function is a Morse…