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math.PR2018
On the rate of convergence of empirical measure in 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…