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diffusion approximation

4 papers

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Co-occurring keywords · papers mentioning both

stochastic gradient descent (3) markov chain (2) online pca (1) oja's iteration (1) tail index (1) ojas iteration (1) oja iteration (1) trajectory averaging (1) finite-sample error bound (1) optimal convergence rate (1)

Papers

Emergence of heavy tails in homogenized stochastic gradient descent NeurIPS 2024 Ito Diffusion Approximation of Universal Ito Chains for Sampling, Optimization and Boosting ICLR 2024 Statistical Sparse Online Regression: A Diffusion Approximation Perspective AISTATS 2018 Diffusion Approximations for Online Principal Component Estimation and Global Convergence NeurIPS 2017