References
- Book: Analysis and geometry of Markov diffusion operators
- C. Villani. Topics in Optimal Transportation, volume 58 of Graduate Studies in Mathematics
- [OV14] GENERALIZATION OF AN INEQUALITY BY TALAGRAND, AND LINKS WITH THE LOGARITHMIC SOBOLEV INEQUALITY
- [GM90] Recursive stochastic algorithms for global optimization in R^d
- [RT96] Exponential convergence of Langevin distributions and their discrete
- [D14] Theoretical guarantees for approximate sampling from smooth and log-concave densities
- [ZLC17] A Hitting Time Analysis of Stochastic Gradient Langevin Dynamics
- [RRT17] Non-Convex Learning via Stochastic Gradient Langevin Dynamics - A Nonasymptotic Analysis
See also: Stochastic calculus, Brownian motion, [AH] on sampling
Other
- E. Hazan, K. Levi, and S. Shalev-Shwartz. On graduated optimization for stochastic non-convex problems