5 citations · 12 across the 6 of their papers we have counts for
3 papers · 2 filters
Breaking Reversibility Accelerates Langevin Dynamics for Global Non-Convex Optimization
Xuefeng Gao, Mert Gurbuzbalaban, Lingjiong Zhu
Langevin dynamics (LD) has been proven to be a powerful technique for optimizing a non-convex objective as an efficient algorithm to find local minima while eventually visiting a g…
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization: Non-Asymptotic Performance Bounds and Momentum-Based Acceleration
Xuefeng Gao, Mert Gürbüzbalaban, Lingjiong Zhu
Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is a variant of stochastic gradient with momentum where a controlled and properly scaled Gaussian noise is added to the stochast…
Bounded-Velocity Stochastic Control for Dynamic Resource Allocation
Xuefeng Gao, Yingdong Lu, Mayank Sharma +2
We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications,…