Ying Zhang

activity

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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Showing 2022Show all

2 papers · 1 filter

math.OC2022

Langevin dynamics based algorithm e-TH $ε$ O 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-TH $ε$ O POULA, to solve optimization problems with discontinuous stochastic gradients which naturally appear…

math.PR2022★ 2 cited

Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting

Ariel Neufeld, Matthew Ng Cheng En, Ying Zhang

We consider the problem of sampling from a high-dimensional target distribution $π_{β}$ on $R^{d}$ with density proportional to $θ \mapsto e^{- β U (θ)}$ using explicit numerical…

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

Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting

Langevin dynamics based algorithm e-TH $ε$ O POULA for stochastic optimization problems with discontinuous stochastic gradient