$Langevin dynamics based algorithm e-TH$\varepsilon$O POULA for stochastic optimization problems with discontinuous stochastic gradient$

Langevin dynamics based algorithm e-TH $\varepsilon$ O POULA for stochastic optimization problems with discontinuous stochastic gradient

24 October 2022

Sotirios Sabanis

Papers citing "Langevin dynamics based algorithm e-TH$\varepsilon$O POULA for stochastic optimization problems with discontinuous stochastic gradient"

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Title
Stable Neural Stochastic Differential Equations in Analyzing Irregular Time Series Data YongKyung Oh Dongyoung Lim Sungil Kim AI4TS 43 12 0 22 Feb 2024
Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics R. Frey Verena Köck 39 16 0 23 Sep 2021