Jian‐Guo Liu

activity

20052022

most citedOn the Random Batch Method for second order interacting particle systems

134 citations · 161 across the 18 of their papers we have counts for

collaborators

Showing math.PRShow all

3 papers · 1 filter

math.PR2021★ 3 cited

Investigating the integrate and fire model as the limit of a random discharge model: a stochastic analysis perspective

Jian-Guo Liu, Ziheng Wang, Yantong Xie +2

In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once th…

math.PR2018

On the rate of convergence of empirical measure in $\infty -$ Wasserstein distance for unbounded density function

Anning Liu, Jian-Guo Liu, Yulong Lu

We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establi…

math.PR2018★ 3 cited

Semi-groups of stochastic gradient descent and online principal component analysis: properties and diffusion approximations

Yuanyuan Feng, Lei Li, Jian-Guo Liu

We study the Markov semigroups for two important algorithms from machine learning: stochastic gradient descent (SGD) and online principal component analysis (PCA). We investigate t…

Investigating the integrate and fire model as the limit of a random discharge model: a stochastic analysis perspective

On the rate of convergence of empirical measure in ∞−Wasserstein distance for unbounded density function

Semi-groups of stochastic gradient descent and online principal component analysis: properties and diffusion approximations

On the rate of convergence of empirical measure in $\infty -$ Wasserstein distance for unbounded density function