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math.PR2026
Central limit theorem for the averaged Adam optimizer
Steffen Dereich, Arnulf Jentzen
In this article, we analyse convergence of the averaged Adam optimizer to an attracting zero of the Adam vector field. We provide a central limit theorem that, in particular, quant…
math.PR2026
Controlled fields, rough stochastic calculus, and Itô-Wentzell-Alekseev-Gröbner identities
Jannis R. Dause, Peter K. Friz, Arnulf Jentzen +1
We develop a calculus of space-time controlled fields for rough stochastic systems. This approach provides a unified composition rule for evaluating random fields along rough semim…