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Central limit theorem and self-normalized moderate deviation for stochastic Langevin algorithm

2020-10-14 09:23

报告人: 徐礼虎

报告人单位: 澳门大学

时间: 9:30-10:30, October 14(Wednesday), 2020

地点: 腾讯会议 ID：683 248 073

开始时间: 9:30-10:30, October 14(Wednesday), 2020

报告人简介:

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In this talk, we shall use the idea developed in the paper 'PTRF 174 (3-4), 945-979' to prove a central limit theorem for the stochastic Langevin algorithm (or EM algorithm). We also prove that self-normalized moderate deviation also holds. This is a joint work with Jianya Lu (a PhD student at UMacau).

Add:Building 58, The School of Mathematics, Tianjin University Beiyangyuan Campus,

No. 135, Ya Guan Road, Jinnan District, Tianjin, PRC

Tel:022-27402850 Mail:math@tju.edu.cn