3 papers
math.PR2026
First-Exit Time Analysis for Truncated Heavy-Tailed Dynamical Systems
Xingyu Wang, Chang-Han Rhee
In this paper, we study the first-exit time of stochastic difference equation and its…
cs.LG2025
Global Dynamics of Heavy-Tailed SGDs in Nonconvex Loss Landscape: Characterization and Control
Xingyu Wang, Chang-Han Rhee
Stochastic gradient descent (SGD) and its variants enable modern artificial intelligence. However, theoretical understanding lags far behind their empirical success. It is widely b…
math.PR2024
Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems
Xingyu Wang, Chang-Han Rhee
This paper introduces novel frameworks for large deviations and metastability analysis in heavy-tailed stochastic dynamical systems. We develop and apply these frameworks within th…