55 citations · 148 across the 16 of their papers we have counts for
16 papers
Why SGD is not Brownian Motion: A New Perspective on Stochastic Dynamics
Igor Ignashin, Anna Radovskaya, Andrew Semenov +7
Stochastic Gradient Descent (SGD) is commonly modeled as a Langevin process, assuming that minibatch noise acts as Brownian motion. However, this approximation relies on a continuo…
The -flip Ising game
Aleksandr Kovalenko, Andrey Leonidov
The game-theoretic view on the classical Ising model - the noisy binary choice Ising game, - is a well-known conceptual framework that, on the one hand, highlights similar patterns…
Likelihood Equilibria in the Ising Game
Andrey Leonidov
A description of static equilibria in the noisy binary choice (Ising) game on complete and random graphs resulting from maximisation of the likelihood of system configurations is p…
Transition between metastable equilibria: applications to binary-choice games
A. Antonov, A. Leonidov, A. Semenov
Transitions between metastable equilibria in the low-temperature phase of dynamical Ising game with activity spillover are studied in the infinite time limit. It is shown that expo…
Ising Game on Graphs
Andrey Leonidov, Alexey Savvateev, Andrew G. Semenov
Static and dynamic equilibria in noisy binary choice (Ising) games on complete and random graphs in the annealed approximation are analysed. Two versions, an Ising game with intera…
On Evaluation of Risky Investment Projects. Investment Certainty Equivalence
Andrey Leonidov, Ilya Tipunin, Ekaterina Serebryannikova
The purpose of the study is to propose a methodology for evaluation and ranking of risky investment projects.An investment certainty equivalence approach dual to the conventional s…