no code implementations • 28 Dec 2020 • Gilles Pages, Fabien Panloup
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
no code implementations • NeurIPS 2021 • Louis Leconte, Aymeric Dieuleveut, Edouard Oyallon, Eric Moulines, Gilles Pages
The growing size of models and datasets have made distributed implementation of stochastic gradient descent (SGD) an active field of research.