18 citations · 37 across the 25 of their papers we have counts for
32 papers
Uniform-in-time quantitative fluctuations of large scale interacting particle systems
Solesne Bourguin, Konstantinos Spiliopoulos
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem fo…
Quantitative Fluctuation Analysis for Continuous-Time Stochastic Gradient Descent via Malliavin Calculus
Solesne Bourguin, Shivam Singh Dhama, Konstantinos Spiliopoulos
In this paper, we establish a Quantitative Central Limit Theorem (QCLT) for the Stochastic Gradient Descent in Continuous Time (SGDCT) algorithm, whose parameter updates are govern…
Gaussian approximation on the Skorokhod space via Malliavin calculus and regularization
Solesne Bourguin, Simon Campese
We introduce a carré du champ operator for Banach-valued random elements, taking values in the projective tensor product, and use it to control the bounded Lipschitz distance betwe…
A Caveat on Metrizing Convergence in Distribution on Hilbert Spaces
Federico Bassetti, Solesne Bourguin, Simon Campese +1
We consider Sobolev-type distances on probability measures over separable Hilbert spaces involving the Schatten- norms, which include as special cases a distance first introduce…
Quantitative Error Bounds for Scaling Limits of Stochastic Iterative Algorithms
Xiaoyu Wang, Mikolaj J. Kasprzak, Jeffrey Negrea +2
Stochastic iterative algorithms, including stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD), are widely utilized for optimization and sampling in…
Non-central limit of densities of some functionals of Gaussian processes
Solesne Bourguin, Thanh Dang, Yaozhong Hu
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our w…