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Article
Lu, Jianya and Tan, Yuzhen and Xu, Lihu (2022) Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme. Bernoulli, 28 (2). pp. 937-964. DOI https://doi.org/10.3150/21-bej1372
Chen, Peng and Lu, Jianya and Xu, Lihu (2022) Approximation to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations. Applied Mathematics and Optimization, 85 (2). DOI https://doi.org/10.1007/s00245-022-09854-3
Conference or Workshop Item
Wang, Yafei and Pan, Bo and Li, Mei and Lu, Jianya and Kong, Lingchen and Jiang, Bei and Kong, Linglong (2024) Sample Average Approximation for Conditional Stochastic Optimization with Dependent Data. In: 41st International Conference on Machine Learning (ICML), 2024-07-21 - 2024-07-27, Vienna, Austria.