8 citations · 13 across the 8 of their papers we have counts for
3 papers · 1 filter
High-dimensional scaling limits and fluctuations of online least-squares SGD with smooth covariance
Krishnakumar Balasubramanian, Promit Ghosal, Ye He
We derive high-dimensional scaling limits and fluctuations for the online least-squares Stochastic Gradient Descent (SGD) algorithm by taking the properties of the data generating…
Towards a Complete Analysis of Langevin Monte Carlo: Beyond Poincaré Inequality
Alireza Mousavi-Hosseini, Tyler Farghly, Ye He +2
Langevin diffusions are rapidly convergent under appropriate functional inequality assumptions. Hence, it is natural to expect that with additional smoothness conditions to handle…
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling
Ye He, Tyler Farghly, Krishnakumar Balasubramanian +1
We analyze the complexity of sampling from a class of heavy-tailed distributions by discretizing a natural class of Itô diffusions associated with weighted Poincaré inequalities. B…