Author Info
Name
Affiliation
Papers
LINGJIONG ZHU
Univ Minnesota Twin Cities, Sch Math, 206 Church St SE, Minneapolis, MN 55455 USA
19
Collaborators
Citations 
PageRank 
26
19
7.41
Referers 
Referees 
References 
38
98
46
Title
Citations
PageRank
Year
Decentralized Stochastic Gradient Langevin Dynamics and Hamiltonian Monte Carlo00.342021
On The Optimal Design Of The Randomized Unbiased Monte Carlo Estimators00.342021
Asymmetric Heavy Tails And Implicit Bias In Gaussian Noise Injections00.342021
The Heavy-Tail Phenomenon In Sgd00.342021
Fractal Structure and Generalization Properties of Stochastic Optimization Algorithms.00.342021
Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls10.352020
Breaking Reversibility Accelerates Langevin Dynamics for Non-Convex Optimization00.342020
On the Variance of Single-Run Unbiased Stochastic Derivative Estimators00.342020
Fractional Underdamped Langevin Dynamics: Retargeting SGD with Momentum under Heavy-Tailed Gradient Noise00.342020
Asymptotic normality of extensible grid sampling.00.342019
Accelerated Linear Convergence of Stochastic Momentum Methods in Wasserstein Distances.20.362019
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization: Non-Asymptotic Performance Bounds and Momentum-Based Acceleration.40.402018
Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues.20.582018
Breaking Reversibility Accelerates Langevin Dynamics for Global Non-Convex Optimization.30.392018
Explosion in the quasi-Gaussian HJM model.00.342018
Small-noise limit of the quasi-Gaussian log-normal HJM model.10.482017
Short Maturity Asian Options in Local Volatility Models.00.342016
Limit Theorems For A Cox-Ingersoll-Ross Process With Hawkes Jumps20.392014
Central Limit Theorem For Nonlinear Hawkes Processes40.742013