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20172022
most citedOn stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case

25 citations · 80 across the 7 of their papers we have counts for

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math.OC2022

Langevin dynamics based algorithm e-THO POULA for stochastic optimization problems with discontinuous stochastic gradient

Dong-Young Lim, Ariel Neufeld, Sotirios Sabanis +1

We introduce a new Langevin dynamics based algorithm, called e-THO POULA, to solve optimization problems with discontinuous stochastic gradients which naturally appear…