3 papers
stat.ML2025
High-Order Langevin Monte Carlo Algorithms
Thanh Dang, Mert Gurbuzbalaban, Mohammad Rafiqul Islam +2
Langevin algorithms are popular Markov chain Monte Carlo (MCMC) methods for large-scale sampling problems that often arise in data science. We propose Monte Carlo algorithms based…
math.PR2025
Gradient estimates for semigroups associated with stochastic differential equations driven by cylindrical Lévy processes
Thanh Dang, Lingjiong Zhu
Via a Bismut-Elworthy-Li formula from [KPP23], we derive uniform gradient estimates for transition semigroups associated with stochastic differential equations driven by a large cl…
stat.ML2025
Algorithmic Stability of Stochastic Gradient Descent with Momentum under Heavy-Tailed Noise
Thanh Dang, Melih Barsbey, A K M Rokonuzzaman Sonet +3
Understanding the generalization properties of optimization algorithms under heavy-tailed noise has gained growing attention. However, the existing theoretical results mainly focus…