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Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering.
Infinite powers of matrices and characteristic roots
Rufus Oldenburger et al · 1940
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A stochastic approximation method
Herbert Robbins and Sutton Monro · 1951
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A convergence theorem for non negative almost supermartingales and some applications
Herbert Robbins and David Siegmund · 1971
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Eigenvalue bounds on convergence to stationarity for nonreversible markov chains, with an application to the exclusion process
James Allen Fill · 1991
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A mildly exponential time algorithm for approximating the number of solutions to a multidimensional knapsack problem
Martin Dyer, Alan Frieze, Ravi Kannan, Ajai Kapoor, Ljubomir Perkovic, and Umesh Vazirani · 1993
Earlier work this paper cites.
The markov chain monte carlo method: an approach to approximate counting and integration
Mark Jerrum and Alistair Sinclair · 1996
Cited alongside, same era.
Mathematical aspects of mixing times in markov chains
Ravi Montenegro, Prasad Tetali, et al · 2006
Cited alongside, same era.
A simple peer-to-peer algorithm for distributed optimization in sensor networks
Bjorn Johansson, Maben Rabi, and Mikael Johansson · 2007
Cited alongside, same era.
A randomized incremental subgradient method for distributed optimization in networked systems
Björn Johansson, Maben Rabi, and Mikael Johansson · 2009
Cited alongside, same era.
Incremental stochastic subgradient algorithms for convex optimization
S Sundhar Ram, A Nedić, and Venugopal V Veeravalli · 2009
Cited alongside, same era.
Irreversible monte carlo algorithms for efficient sampling
Konstantin S Turitsyn, Michael Chertkov, and Marija Vucelja · 2011
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Ergodic mirror descent
John C Duchi, Alekh Agarwal, Mikael Johansson, and Michael I Jordan · 2012
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Convex Analysis
Ralph Tyrell Rockafellar · 2015
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The landscape of empirical risk for nonconvex losses
Song Mei, Yu Bai, Andrea Montanari, et al · 2018
Closest in time.
On nonconvex decentralized gradient descent
Jinshan Zeng and Wotao Yin · 2018
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