Global convergence of stochastic gradient hamiltonian monte carlo for nonconvex stochastic optimization : nonasymptotic performance bounds and momentum-based acceleration
Xuefeng Gao, Mert Gürbüzbalaban, Lingjiong Zhu
| Year of publication: |
2022
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|---|---|
| Authors: | Gao, Xuefeng ; Gürbüzbalaban, Mert ; Zhu, Lingjiong |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 5, p. 2931-2947
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| Subject: | Data Science | empirical risk minimization | Gibbs sampling | Langevin dynamics | momentum-based acceleration | nonconvex optimization | stochastic gradient methods | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.2162 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014307142