no code implementations • 14 Feb 2023 • Benjamin Gess, Sebastian Kassing, Vitalii Konarovskyi
We propose new limiting dynamics for stochastic gradient descent in the small learning rate regime called stochastic modified flows.
no code implementations • 12 Jul 2022 • Benjamin Gess, Rishabh S. Gvalani, Vitalii Konarovskyi
The convergence of stochastic interacting particle systems in the mean-field limit to solutions of conservative stochastic partial differential equations is established, with optimal rate of convergence.
no code implementations • 22 Feb 2021 • Vitalii Konarovskyi
The model is a modification of the Howitt-Warren flow but now the diffusion rate of particles is inversely proportional to the mass which they transfer.
Probability 60K35, 60H05, 60H05, 60G44
