Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration

Xuefeng Gao, Mert Gürbüzbalaban, Lingjiong Zhu. Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration. Operations Research, 70(5):2931-2947, 2022. [doi]

Abstract

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