4 papers
Stochastic Modified Equations for Stochastic Gradient Descent in Infinite-Dimensional Hilbert Spaces
Sandra Cerrai, Qin Li, Anjali Nair +1
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent…
Existence of periodic measure-valued solutions to the nonlocal continuity equation via optimal transport
Seung-Yeal Ha, Gyuyoung Hwang, Philippe Thieullen +1
We investigate the existence of periodic solutions for a class of nonlocal continuity equations, which include mean-field equations derived from systems of coupled oscillators. Whi…
CBO algorithm with average drift and applications to portfolio optimization
Hyeong-Ohk Bae, Seung-Yeal Ha, Chanho Min +2
We propose a consensus based optimization algorithm with average drift (in short Ad-CBO) and provide a theoretical framework for it. In the theoretical analysis, we show that parti…
Measure-valued death state and local sensitivity analysis for Winfree models with uncertain high-order couplings
Seung-Yeal Ha, Myeongju Kang, Jaeyoung Yoon +1
We study the measure-valued death state and local sensitivity analysis of the Winfree model and its mean-field counterpart with uncertain high-order couplings. The Winfree model is…