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04/10/2023
On the strong stability of ergodic iterations
We revisit processes generated by iterated random functions driven by a ...
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10/05/2022
Functional Central Limit Theorem and Strong Law of Large Numbers for Stochastic Gradient Langevin Dynamics
We study the mixing properties of an important optimization algorithm of...
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05/04/2021
On the stability of the stochastic gradient Langevin algorithm with dependent data stream
We prove, under mild conditions, that the stochastic gradient Langevin d...
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06/25/2020
Taming neural networks with TUSLA: Non-convex learning via adaptive stochastic gradient Langevin algorithms
Artificial neural networks (ANNs) are typically highly nonlinear systems...
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11/11/2019
Markov chains in random environment with applications in queueing theory and machine learning
We prove the existence of limiting distributions for a large class of Ma...
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05/30/2019
On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case
We consider the problem of sampling from a target distribution which is ...
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03/25/2019