Stochastic Gradient Descent in Continuous Time: A Central...

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Stochastic Systems 2020 / 06

Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem

Sirignano, Justin, Spiliopoulos, Konstantinos
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Journal:
Stochastic Systems
DOI:
10.1287/stsy.2019.0050
Date:
June, 2020
File:
PDF, 858 KB
2020
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