2 papers
stat.ML2026
Deterministic Envelopes for Tamed SGLD: Decoupling Stochastic Gradient Noise and Localizing Taming
Yiwei Zhou, Ziheng Chen
Stochastic gradient Langevin algorithms often use tamed denominators to stabilize superlinear drifts. This paper shows that when the denominator depends on the current stochastic g…
math.NA2026
Weak order one convergence of structure-preserving stochastic theta methods for stochastic differential algebraic equations with time-dependent singular matrices
Caiyuan Zhu, Ziheng Chen, Lin Chen +1
This paper studies the weak convergence order of structure-preserving stochastic theta methods for a class of index- stochastic differential algebraic equations with time-depend…