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Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconv…
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Gurbuzbalaban, MertZhu, LingjiongGao, Xuefeng

Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is a variant of stochastic gradients with momentum where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to …

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Operational Risk Management : A Stochastic Control Framework with Preventive …
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Pinedo, MichaelXu, YuqianZhu, Lingjiong


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