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 | 71 | 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 | 55 | 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 | 46 | 2021 |
Higher order langevin monte carlo algorithm S Sabanis, Y Zhang Electronic Journal of Statistics 13 (2), 3805-3850, 2019 | 27 | 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 | 22 | 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 | 14 | 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 | 7 | 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 | 6* | |
Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems A Neufeld, M Ng, Y Zhang arXiv preprint arXiv:2403.09532, 2024 | 2 | 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 | 2 | 2023 |
Non-asymptotic estimates for accelerated high order Langevin Monte Carlo algorithms A Neufeld, Y Zhang arXiv preprint arXiv:2405.05679, 2024 | | 2024 |
Langevin dynamics based algorithm e-THO POULA for stochastic optimization problems with discontinuous stochastic gradient DY Lim, A Neufeld, S Sabanis, Y Zhang arXiv preprint arXiv:2210.13193, 2022 | | 2022 |