Sebastian Mentemeier
- Precise Large Deviation Results for Products of Random Matrices
2014/05/26 by Dariusz Buraczewski, Sebastian Mentemeier, Buraczewski, Dariusz +1 · 1 citation
Mathematics · #FOS: Mathematics #Primary 60F10 #Probability (math.PR) #math.PR #msc:60F10 #msc:60H25 #secondary 60H25
- Analysing heavy-tail properties of Stochastic Gradient Descent by means of Stochastic Recurrence Equations
2024/03/20 by Ewa Damek, Damek, Ewa, Sebastian Mentemeier +1 · 2 citations
Engineering · Physics and Astronomy · #60B20 #60J05 #90C15 #Advanced Numerical Analysis Techniques #Advanced Numerical Methods in Computational Mathematics #Electromagnetic Scattering and Analysis #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probability (math.PR) #Statistics Theory (math.ST)
- Heavy tailed solutions of multivariate smoothing transforms
2012/06/30 by Dariusz Buraczewski, Ewa Damek, Sebastian Mentemeier +1 · 1 citation
Mathematics · #math.PR #msc:60E05 #msc:60K05 #msc:60J80