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Langevin dynamics (LD) has been proven to be a powerful technique for optimizing a non-convex objective as an efficient algorithm to find local minima while eventually visiting a global minimum on longer time-scales.
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Theory of Convex Optimization for Machine Learning
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Dimitri P. Bertsekas · 2015
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A Hitting Time Analysis of Stochastic Gradient Langevin Dynamics
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Sharp Convergence Rates for Langevin Dynamics in the Nonconvex Setting
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