Search Results for author: Pablo Jiménez

Found 2 papers, 0 papers with code

On Riemannian Stochastic Approximation Schemes with Fixed Step-Size

no code implementations15 Feb 2021 Alain Durmus, Pablo Jiménez, Éric Moulines, Salem Said

This result gives rise to a family of stationary distributions indexed by the step-size, which is further shown to converge to a Dirac measure, concentrated at the solution of the problem at hand, as the step-size goes to 0.

Convergence Analysis of Riemannian Stochastic Approximation Schemes

no code implementations27 May 2020 Alain Durmus, Pablo Jiménez, Éric Moulines, Salem Said, Hoi-To Wai

This paper analyzes the convergence for a large class of Riemannian stochastic approximation (SA) schemes, which aim at tackling stochastic optimization problems.

Stochastic Optimization

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