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20222026
most citedNon-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting

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math.OC2024

Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems

Ariel Neufeld, Matthew Ng Cheng En, Ying Zhang

In this paper we develop a Stochastic Gradient Langevin Dynamics (SGLD) algorithm tailored for solving a certain class of non-convex distributionally robust optimisation (DRO) prob…