95 citations · 155 across the 23 of their papers we have counts for
3 papers · 1 filter
On Riemannian Stochastic Approximation Schemes with Fixed Step-Size
Alain Durmus, Pablo Jiménez, Éric Moulines +1
This paper studies fixed step-size stochastic approximation (SA) schemes, including stochastic gradient schemes, in a Riemannian framework. It is motivated by several applications,…
Riemannian geometry for Compound Gaussian distributions: application to recursive change detection
Florent Bouchard, Ammar Mian, Jialun Zhou +3
A new Riemannian geometry for the Compound Gaussian distribution is proposed. In particular, the Fisher information metric is obtained, along with corresponding geodesics and dista…
Convergence Analysis of Riemannian Stochastic Approximation Schemes
Alain Durmus, Pablo Jiménez, Éric Moulines +2
This paper analyzes the convergence for a large class of Riemannian stochastic approximation (SA) schemes, which aim at tackling stochastic optimization problems. In particular, th…