From the 1 of 9 linked papers with an AI index.
9 papers
RELTA-SGLD: Relative-Growth Localized Taming for Nonconvex Stochastic-Gradient Langevin Learning
Yiwei Zhou, Ziheng Chen
We introduce RELTA-SGLD, a taming scheme that stabilizes superlinear stochastic-gradient updates while reducing unnecessary suppression of the original learning drift. A threshold…
Strong order one-half convergence of a coupled tamed Euler--Peano scheme for reflected stochastic differential equations with super-linearly growing coefficients
Ziheng Chen, Caiyun Hua, Meng Cai
The paper proposes a coupled tamed Euler–Peano method for reflected stochastic differential equations with super‑linearly growing drift and diffusion, and proves it achieves strong…
Deterministic Envelopes for Tamed SGLD: Decoupling Stochastic Gradient Noise and Localizing Taming
Yiwei Zhou, Ziheng Chen
Stochastic gradient Langevin algorithms often use tamed denominators to stabilize superlinear drifts. This paper shows that when the denominator depends on the current stochastic g…
Weak order one convergence of structure-preserving stochastic theta methods for stochastic differential algebraic equations with time-dependent singular matrices
Caiyuan Zhu, Ziheng Chen, Lin Chen +1
This paper studies the weak convergence order of structure-preserving stochastic theta methods for a class of index- stochastic differential algebraic equations with time-depend…
Stress Amplified Resilience: ESG and Joint Fragility in Equity Markets
Minxuan Hu, Jiayu Yi, Ziheng Chen +2
Market stress rarely harms investors through one channel alone. Losses, volatility spikes, and deteriorating tradability often arrive together. We examine whether ESG is associated…
Weak convergence order of stochastic theta method for SDEs driven by time-changed Lévy noise
Ziheng Chen, Jiao Liu, Meng Cai
This paper studies the weak convergence order of the stochastic theta method for stochastic differential equations (SDEs) driven by time-changed Lévy noise under global Lipschitz…