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Found 4 papers, 0 papers with code
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds
In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient).
Probability Statistics Theory Statistics Theory
On the cost of Bayesian posterior mean strategy for log-concave models
To answer this question, we establish some quantitative statistical bounds related to the underlying Poincar\'e constant of the model and establish new results about the numerical approximation of Gibbs measures by Cesaro averages of Euler schemes of (over-damped) Langevin diffusions.
Stochastic Heavy Ball
This paper deals with a natural stochastic optimization procedure derived from the so-called Heavy-ball method differential equation, which was introduced by Polyak in the 1960s with his seminal contribution [Pol64].
Regret bounds for Narendra-Shapiro bandit algorithms
Narendra-Shapiro (NS) algorithms are bandit-type algorithms that have been introduced in the sixties (with a view to applications in Psychology or learning automata), whose convergence has been intensively studied in the stochastic algorithm literature.
