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Fokker-Planck analysis and invariant laws for a continuous-time stochastic model inspired by Adam

Nyström, Kaj
arXiv (All) · Papers
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35q8460h1090c15analysis-of-pdes
We study a degenerate stochastic system inspired by bias-corrected Adam. The system arises as the continuous-time limit of an explicitly modified recursion in which the squared-gradient update is replaced by a prescribed second-moment closure. We construct an entrance solution at the singular initia
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