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Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variance


Feb 20, 2021
Hongjian Wang, Mert G├╝rb├╝zbalaban, Lingjiong Zhu, Umut ┼×im┼čekli, Murat A. Erdogdu


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On the Ergodicity, Bias and Asymptotic Normality of Randomized Midpoint Sampling Method


Nov 06, 2020
Ye He, Krishnakumar Balasubramanian, Murat A. Erdogdu


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Riemannian Langevin Algorithm for Solving Semidefinite Programs


Oct 22, 2020
Mufan Bill Li, Murat A. Erdogdu


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A Brief Note on the Convergence of Langevin Monte Carlo in Chi-Square Divergence


Jul 30, 2020
Murat A. Erdogdu, Rasa Hosseinzadeh

* Authors would like to thank Andre Wibisono for pointing out an error in the proof of Lemma 1 in the previous version of this note 

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Convergence Analysis of Langevin Monte Carlo in Chi-Square Divergence


Jul 22, 2020
Murat A. Erdogdu, Rasa Hosseinzadeh

* 18 pages, 2 figures 

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Hausdorff Dimension, Stochastic Differential Equations, and Generalization in Neural Networks


Jun 16, 2020
Umut ┼×im┼čekli, Ozan Sener, George Deligiannidis, Murat A. Erdogdu

* 34 Pages 

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An Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias


Jun 14, 2020
Lu Yu, Krishnakumar Balasubramanian, Stanislav Volgushev, Murat A. Erdogdu


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On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness


May 27, 2020
Murat A. Erdogdu, Rasa Hosseinzadeh

* 51 pages, 2 figures 

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Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond


Jun 19, 2019
Xuechen Li, Denny Wu, Lester Mackey, Murat A. Erdogdu

* 55 pages 

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Normal Approximation for Stochastic Gradient Descent via Non-Asymptotic Rates of Martingale CLT


Apr 03, 2019
Andreas Anastasiou, Krishnakumar Balasubramanian, Murat A. Erdogdu


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Global Non-convex Optimization with Discretized Diffusions


Oct 29, 2018
Murat A. Erdogdu, Lester Mackey, Ohad Shamir

* 39 pages 

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Convergence Rate of Block-Coordinate Maximization Burer-Monteiro Method for Solving Large SDPs


Jul 12, 2018
Murat A. Erdogdu, Asuman Ozdaglar, Pablo A. Parrilo, Nuri Denizcan Vanli


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Inference in Graphical Models via Semidefinite Programming Hierarchies


Sep 19, 2017
Murat A. Erdogdu, Yash Deshpande, Andrea Montanari


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Scalable Approximations for Generalized Linear Problems


Nov 21, 2016
Murat A. Erdogdu, Mohsen Bayati, Lee H. Dicker


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Convergence rates of sub-sampled Newton methods


Dec 02, 2015
Murat A. Erdogdu, Andrea Montanari


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Newton-Stein Method: An optimization method for GLMs via Stein's Lemma


Nov 28, 2015
Murat A. Erdogdu


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