Dongjae Lim

activity

20122022

most citedEvaluating Callable and Putable Bonds: An Eigenfunction Expansion Approach

1 citations · 2 across the 4 of their papers we have counts for

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math.OC2022

Langevin dynamics based algorithm e-TH $ε$ O POULA for stochastic optimization problems with discontinuous stochastic gradient

Dong-Young Lim, Ariel Neufeld, Sotirios Sabanis +1

We introduce a new Langevin dynamics based algorithm, called e-TH $ε$ O POULA, to solve optimization problems with discontinuous stochastic gradients which naturally appear…

math.OC2021★ 1 cited

Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function

Dong-Young Lim, Ariel Neufeld, Sotirios Sabanis +1

We consider non-convex stochastic optimization problems where the objective functions have super-linearly growing and discontinuous stochastic gradients. In such a setting, we prov…

Langevin dynamics based algorithm e-THεO POULA for stochastic optimization problems with discontinuous stochastic gradient

Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function

Langevin dynamics based algorithm e-TH $ε$ O POULA for stochastic optimization problems with discontinuous stochastic gradient