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math.OC2024
Nonasymptotic Analysis of Stochastic Gradient Descent with the Richardson-Romberg Extrapolation
Marina Sheshukova, Denis Belomestny, Alain Durmus +3
We address the problem of solving strongly convex and smooth minimization problems using stochastic gradient descent (SGD) algorithm with a constant step size. Previous works sugge…
math.PR2024
A New Bound on the Cumulant Generating Function of Dirichlet Processes
Pierre Perrault, Denis Belomestny, Pierre Ménard +4
In this paper, we introduce a novel approach for bounding the cumulant generating function (CGF) of a Dirichlet process (DP) , using superadditivity. In par…