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20172026
most citedOn a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients

22 citations · 27 across the 14 of their papers we have counts for

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math.OC2021

Sub-linear convergence of a tamed stochastic gradient descent method in Hilbert space

Monika Eisenmann, Tony Stillfjord

In this paper, we introduce the tamed stochastic gradient descent method (TSGD) for optimization problems. Inspired by the tamed Euler scheme, which is a commonly used method withi…