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Strong error analysis for stochastic gradient descent optimization algorithms
Arnulf Jentzen, Benno Kuckuck, Ariel Neufeld and Philippe von Wurstemberger IMA Journal of Numerical Analysis 41(1) 455 (2021) https://doi.org/10.1093/imanum/drz055
On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case
Ngoc Huy Chau, Éric Moulines, Miklós Rásonyi, Sotirios Sabanis and Ying Zhang SIAM Journal on Mathematics of Data Science 3(3) 959 (2021) https://doi.org/10.1137/20M1355392
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case