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20152026
most citedNonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization

16 citations · 40 across the 18 of their papers we have counts for

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math.OC2020★ 11 cited

Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization

Ömer Deniz Akyildiz, Sotirios Sabanis

We provide a nonasymptotic analysis of the convergence of the stochastic gradient Hamiltonian Monte Carlo (SGHMC) to a target measure in Wasserstein-2 distance without assuming log…

math.OC2018

A probabilistic incremental proximal gradient method

Ömer Deniz Akyildiz, Émilie Chouzenoux, Víctor Elvira +1

In this paper, we propose a probabilistic optimization method, named probabilistic incremental proximal gradient (PIPG) method, by developing a probabilistic interpretation of the…