報告時間：2024年12月24日（星期二） 14:30-15:30
報告地點：翡翠湖校區科教樓B座1710室
報 告 人：徐禮虎 副教授
工作單位：University of Macau
舉辦單位：數學學院
報告簡介：
Stochastic gradient descent with momentum is a popular variant of stochastic gradient descent, which has recently been reported to have a close relationship with the underdamped Langevin diffusion. In this paper, we establish a quantitative error estimate between them in the 1-Wasserstein and total variation distances.
報告人簡介：
徐禮虎，2008年博士畢業于Imperial College London，2007-2011在Bonn University做博士后；2014年至今，澳門大學科技學院副教授。主持兩項國自然科學面上基金，研究方向主要包括：（1）Applied Probability (analysis of stochastic algorithms in machine learning, heavy tailed distribution, rare events analysis)；（2）Statistics and Data Science (high dimensional robust estimation, high dimensional distribution estimation via DNN, Stein’s method in data science)；（3）Stochastic Dynamical Systems (ergodic theory of SPDEs, numerical methods for SDEs, Malliavin calculus)；在Annals of Statistics, Journal of Machine Learning Research, Annals of Applied Probability, Bernoulli, Mathematics of Operations Research, Probability Theory and Related Fields, Transactions in American Mathematical Society, Stochastic Processes and Their Applications, Electronic Journal of Statistics, Electronic Journal of Probability等期刊共計發表50余篇論文。
