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20132026
most citedOptimal investment with intermediate consumption under no unbounded profit with bounded risk

32 citations · 33 across the 11 of their papers we have counts for

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stat.ML2019

Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Learning

Huy N. Chau, Miklos Rasonyi

Stochastic Gradient Hamiltonian Monte Carlo (SGHMC) is a momentum version of stochastic gradient descent with properly injected Gaussian noise to find a global minimum. In this pap…