Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization

DOI10.1007/s00245-022-09932-6zbMath1512.90185arXiv1910.02008MaRDI QIDQ6326572

Theodoros Damoulas, Sotirios Sabanis, Ömer Deniz Akyildiz, Ying Zhang

Publication date: 4 October 2019

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Nonconvex programming, global optimization (90C26) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40)