On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case NH Chau, É Moulines, M Rásonyi, S Sabanis, Y Zhang
SIAM Journal on Mathematics of Data Science 3 (3), 959-986, 2021
66 2021 Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization Y Zhang, ÖD Akyildiz, T Damoulas, S Sabanis
Applied Mathematics & Optimization 87 (2), 25, 2023
47 2023 On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case M Barkhagen, NH Chau, É Moulines, M Rásonyi, S Sabanis, Y Zhang
Bernoulli 27 (1), 1-33, 2021
43 2021 Higher order langevin monte carlo algorithm S Sabanis, Y Zhang
Electronic Journal of Statistics 13 (2), 3805-3850, 2019
23 2019 On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients S Sabanis, Y Zhang
Journal of Complexity 50, 84-115, 2019
20 2019 Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function DY Lim, A Neufeld, S Sabanis, Y Zhang
IMA Journal of Numerical Analysis, 2023
12 2023 Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting A Neufeld, M Ng, Y Zhang
arXiv preprint arXiv:2207.02600, 2022
5 2022 A fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating S Sabanis, Y Zhang
https://arxiv.org/abs/2007.01672, 0
5 * Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems A Neufeld, M Ng, Y Zhang
arXiv preprint arXiv:2403.09532, 2024
2024 On diffusion-based generative models and their error bounds: The log-concave case with full convergence estimates S Bruno, Y Zhang, DY Lim, ÖD Akyildiz, S Sabanis
arXiv preprint arXiv:2311.13584, 2023
2023 Langevin dynamics based algorithm e-TH O POULA for stochastic optimization problems with discontinuous stochastic gradient DY Lim, A Neufeld, S Sabanis, Y Zhang
arXiv preprint arXiv:2210.13193, 2022
2022