Real time computing 1

On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case Chau, N. H.; Moulines, É.; Rásonyi, M.; Sabanis, S.; Zhang, Y. 2018. In Print, SIAM Journal on Mathematics of Data Science. arXiv:1905.13142 [math.ST]

On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case. Barkhagen, M.; Chau, N. H.; Moulines, É.; Rásonyi, M.; Sabanis, S.; Zhang, Y. Bernoulli 27(1): 1-33. 2021. DOI: 10.3150/19-BEJ1187