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Sabanis, Sotirios

  1. Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization
    2019/10/04 by Ying Zhang, Zhang, Ying, Ömer Deniz Akyıldız +5 · 9 citations
    Engineering · Mathematics · #60J20 #60J22 #62D05 #65C05 #65C40 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Point processes and geometric inequalities #Probability (math.PR) #Sparse and Compressive Sensing Techniques #Statistics Theory (math.ST)
  2. The Tamed Unadjusted Langevin Algorithm
    2017/10/16 by Brosse, Nicolas, Durmus, Alain, Moulines, Éric +1 · 6 citations
    #FOS: Computer and information sciences #Methodology (stat.ME)
  3. On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations
    2014/03/03 by Dareiotis, Konstantinos, Kumar, Chaman, Sabanis, Sotirios · 4 citations
    #FOS: Mathematics #Numerical Analysis (math.NA) #Primary 60H35 #Probability (math.PR) #secondary 65C30
  4. On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case
    2019/05/30 by Ngọc Huy Châu, Chau, Ngoc Huy, Éric Moulines +7 · 5 citations
    Mathematics · Medicine · #62L10 #65C05 #93E35 #Advanced Neuroimaging Techniques and Applications #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST)
  5. On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients
    2016/01/11 by Kumar, Chaman, Sabanis, Sotirios · 3 citations
    #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
  6. On diffusion-based generative models and their error bounds: The log-concave case with full convergence estimates
    2023/11/22 by Stefano Bruno, Bruno, Stefano, Ying Zhang +7 · 6 citations
    Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Point processes and geometric inequalities #Probability (math.PR) #Statistical Methods and Inference
  7. On Tamed Milstein Schemes of SDEs Driven by Lévy Noise
    2014/07/20 by Kumar, Chaman, Sabanis, Sotirios · 2 citations
    #FOS: Mathematics #Primary 60H35 #Probability (math.PR) #secondary 65C30
  8. Model-Independent Price Bounds for Catastrophic Mortality Bonds
    2016/07/24 by Bahl, Raj Kumari, Sabanis, Sotirios · 2 citations
    #60G44 #91G20 #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR)
  9. On Explicit Approximations for Lévy Driven SDEs with Super-linear Diffusion Coefficients
    2016/11/10 by Chaman Kumar, Sotirios Sabanis, Kumar, Chaman +1 · 2 citations
    Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Mathematics #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Primary 60H35 #Probability (math.PR) #Stochastic processes and financial applications #secondary 65C30
  10. On fixed gain recursive estimators with discontinuity in the parameters
    2016/09/16 by Chau, Huy N., Kumar, Chaman, Rásonyi, Miklós +1 · 2 citations
    #62L20 (Primary) #93E15 #93E35 (Secondary) #FOS: Mathematics #Probability (math.PR)
  11. Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation
    2023/03/23 by Akyildiz, Ö. Deniz, Crucinio, Francesca Romana, Girolami, Mark +2 · 3 citations
    #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Probability (math.PR)
  12. Taming under isoperimetry
    2023/11/15 by Iosif Lytras, Lytras, Iosif, Sotirios Sabanis +1 · 4 citations
    Engineering · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR) #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST)
  13. Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function
    2021/07/19 by Dong‐Young Lim, Lim, Dong-Young, Ariel Neufeld +5 · 2 citations
    Computer Science · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR) #Statistical Methods and Inference #Stochastic Gradient Optimization Techniques
  14. Taming neural networks with TUSLA: Non-convex learning via adaptive stochastic gradient Langevin algorithms
    2020/06/25 by Attila Lovas, Lovas, Attila, Iosif Lytras +5 · 2 citations
    Computer Science · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Neural Networks and Applications #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic Gradient Optimization Techniques
  15. Kinetic Langevin MCMC Sampling Without Gradient Lipschitz Continuity -- the Strongly Convex Case
    2023/01/19 by Tim R. Johnston, Iosif Lytras, Johnston, Tim +3 · 2 citations
    Mathematics · Medicine · #Advanced MRI Techniques and Applications #Advanced Neuroimaging Techniques and Applications #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR)
  16. Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization
    2020/02/13 by Akyildiz, Ömer Deniz, Sabanis, Sotirios · 1 citation
    #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC)
  17. Statistical Finite Elements via Langevin Dynamics
    2021/10/21 by Ömer Deniz Akyıldız, Connor Duffin, Akyildiz, Ömer Deniz +5 · 1 citation
    Decision Sciences · Mathematics · Physics and Astronomy · #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design
  18. A Strongly Monotonic Polygonal Euler Scheme
    2021/12/31 by Johnston, Tim, Sabanis, Sotirios · 1 citation
    #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
  19. The Performance Of The Unadjusted Langevin Algorithm Without Smoothness Assumptions
    2025/02/05 by Johnston, Tim, Lytras, Iosif, Makras, Nikolaos +1 · 2 citations
    #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probability (math.PR)
  20. Taming the Interacting Particle Langevin Algorithm: The Superlinear case
    2024/03/28 by Johnston, Tim, Makras, Nikolaos, Sabanis, Sotirios · 1 citation
    #60H35 (Primary) #62D05 (Secondary) #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Probability (math.PR)
  21. Wasserstein Convergence of Score-based Generative Models under Semiconvexity and Discontinuous Gradients
    2025/05/06 by Stefano Bruno, Bruno, Stefano, Sotirios Sabanis +1 · 3 citations
    Computer Science · Mathematics · Medicine · #Advanced Neuroimaging Techniques and Applications #FOS: Computer and information sciences #FOS: Mathematics #Geometric Analysis and Curvature Flows #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic Gradient Optimization Techniques
  22. Langevin dynamics based algorithm e-THεO POULA for stochastic optimization problems with discontinuous stochastic gradient
    2022/10/24 by Lim, Dong-Young, Neufeld, Ariel, Sabanis, Sotirios +1 · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR)