483 citations · 760 across the 48 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
stat.ML2019★ 25 cited
Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond
Xuechen Li, Denny Wu, Lester Mackey +1
Sampling with Markov chain Monte Carlo methods often amounts to discretizing some continuous-time dynamics with numerical integration. In this paper, we establish the convergence r…
math.ST2019★ 5 cited
Normal Approximation for Stochastic Gradient Descent via Non-Asymptotic Rates of Martingale CLT
Andreas Anastasiou, Krishnakumar Balasubramanian, Murat A. Erdogdu
We provide non-asymptotic convergence rates of the Polyak-Ruppert averaged stochastic gradient descent (SGD) to a normal random vector for a class of twice-differentiable test func…