![](https://dblp.uni-trier.de./img/logo.ua.320x120.png)
![](https://dblp.uni-trier.de./img/dropdown.dark.16x16.png)
![](https://dblp.uni-trier.de./img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.uni-trier.de./img/search.dark.16x16.png)
![search dblp](https://dblp.uni-trier.de./img/search.dark.16x16.png)
default search action
Lingjiong Zhu
Person information
Refine list
![note](https://dblp.uni-trier.de./img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
Journal Articles
- 2023
- [j16]Dan Pirjol
, Lingjiong Zhu:
Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion. Oper. Res. Lett. 51(3): 346-352 (2023) - [j15]Mert Gürbüzbalaban, Yuanhan Hu, Umut Simsekli, Lingjiong Zhu:
Cyclic and Randomized Stepsizes Invoke Heavier Tails in SGD than Constant Stepsize. Trans. Mach. Learn. Res. 2023 (2023) - 2022
- [j14]Xuefeng Gao
, Mert Gürbüzbalaban
, Lingjiong Zhu:
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration. Oper. Res. 70(5): 2931-2947 (2022) - [j13]Alireza Fallah, Mert Gürbüzbalaban, Asuman E. Ozdaglar, Umut Simsekli, Lingjiong Zhu:
Robust Distributed Accelerated Stochastic Gradient Methods for Multi-Agent Networks. J. Mach. Learn. Res. 23: 220:1-220:96 (2022) - 2021
- [j12]Mert Gürbüzbalaban, Xuefeng Gao, Yuanhan Hu, Lingjiong Zhu:
Decentralized Stochastic Gradient Langevin Dynamics and Hamiltonian Monte Carlo. J. Mach. Learn. Res. 22: 239:1-239:69 (2021) - [j11]Zhenyu Cui, Chihoon Lee
, Lingjiong Zhu, Yunfan Zhu:
On the optimal design of the randomized unbiased Monte Carlo estimators. Oper. Res. Lett. 49(4): 477-484 (2021) - 2020
- [j10]Zhenyu Cui, Michael C. Fu, Yijie Peng, Lingjiong Zhu:
Optimal unbiased estimation for expected cumulative discounted cost. Eur. J. Oper. Res. 286(2): 604-618 (2020) - [j9]Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu:
On the Variance of Single-Run Unbiased Stochastic Derivative Estimators. INFORMS J. Comput. 32(2): 390-407 (2020) - [j8]Yuqian Xu
, Lingjiong Zhu
, Michael L. Pinedo:
Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls. Oper. Res. 68(6): 1804-1825 (2020) - 2019
- [j7]Zhijian He, Lingjiong Zhu:
Asymptotic normality of extensible grid sampling. Stat. Comput. 29(1): 53-65 (2019) - 2018
- [j6]Dan Pirjol, Lingjiong Zhu:
Explosion in the quasi-Gaussian HJM model. Finance Stochastics 22(3): 643-666 (2018) - [j5]Xuefeng Gao
, Lingjiong Zhu:
Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues. Queueing Syst. Theory Appl. 90(1-2): 161-206 (2018) - 2017
- [j4]Dan Pirjol, Lingjiong Zhu:
Small-noise limit of the quasi-Gaussian log-normal HJM model. Oper. Res. Lett. 45(1): 6-11 (2017) - 2016
- [j3]Dan Pirjol, Lingjiong Zhu:
Short Maturity Asian Options in Local Volatility Models. SIAM J. Financial Math. 7(1): 947-992 (2016) - 2014
- [j2]Lingjiong Zhu:
Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps. J. Appl. Probab. 51(3): 699-712 (2014) - 2013
- [j1]Lingjiong Zhu:
Central Limit Theorem for Nonlinear Hawkes Processes. J. Appl. Probab. 50(3): 760-771 (2013)
Conference and Workshop Papers
- 2023
- [c10]Anant Raj, Melih Barsbey, Mert Gürbüzbalaban, Lingjiong Zhu, Umut Simsekli:
Algorithmic Stability of Heavy-Tailed Stochastic Gradient Descent on Least Squares. ALT 2023: 1292-1342 - [c9]Anant Raj, Lingjiong Zhu, Mert Gürbüzbalaban, Umut Simsekli:
Algorithmic Stability of Heavy-Tailed SGD with General Loss Functions. ICML 2023: 28578-28597 - [c8]Lingjiong Zhu, Mert Gürbüzbalaban, Anant Raj, Umut Simsekli:
Uniform-in-Time Wasserstein Stability Bounds for (Noisy) Stochastic Gradient Descent. NeurIPS 2023 - 2021
- [c7]Alexander Camuto, Xiaoyu Wang, Lingjiong Zhu, Chris C. Holmes, Mert Gürbüzbalaban, Umut Simsekli:
Asymmetric Heavy Tails and Implicit Bias in Gaussian Noise Injections. ICML 2021: 1249-1260 - [c6]Mert Gürbüzbalaban, Umut Simsekli, Lingjiong Zhu:
The Heavy-Tail Phenomenon in SGD. ICML 2021: 3964-3975 - [c5]Alexander Camuto, George Deligiannidis, Murat A. Erdogdu, Mert Gürbüzbalaban, Umut Simsekli, Lingjiong Zhu:
Fractal Structure and Generalization Properties of Stochastic Optimization Algorithms. NeurIPS 2021: 18774-18788 - [c4]Hongjian Wang, Mert Gürbüzbalaban, Lingjiong Zhu, Umut Simsekli, Murat A. Erdogdu:
Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variance. NeurIPS 2021: 18866-18877 - 2020
- [c3]Umut Simsekli, Lingjiong Zhu, Yee Whye Teh, Mert Gürbüzbalaban:
Fractional Underdamped Langevin Dynamics: Retargeting SGD with Momentum under Heavy-Tailed Gradient Noise. ICML 2020: 8970-8980 - [c2]Xuefeng Gao, Mert Gürbüzbalaban, Lingjiong Zhu:
Breaking Reversibility Accelerates Langevin Dynamics for Non-Convex Optimization. NeurIPS 2020 - 2019
- [c1]Bugra Can, Mert Gürbüzbalaban, Lingjiong Zhu:
Accelerated Linear Convergence of Stochastic Momentum Methods in Wasserstein Distances. ICML 2019: 891-901
Informal and Other Publications
- 2024
- [i19]Xuefeng Gao
, Lingjiong Zhu:
Convergence Analysis for General Probability Flow ODEs of Diffusion Models in Wasserstein Distances. CoRR abs/2401.17958 (2024) - [i18]Shaeke Salman, Md Montasir Bin Shams, Xiuwen Liu, Lingjiong Zhu:
Intriguing Differences Between Zero-Shot and Systematic Evaluations of Vision-Language Transformer Models. CoRR abs/2402.08473 (2024) - [i17]Umut Simsekli, Mert Gürbüzbalaban, Sinan Yildirim, Lingjiong Zhu:
Differential Privacy of Noisy (S)GD under Heavy-Tailed Perturbations. CoRR abs/2403.02051 (2024) - 2023
- [i16]Anant Raj
, Lingjiong Zhu, Mert Gürbüzbalaban, Umut Simsekli:
Algorithmic Stability of Heavy-Tailed SGD with General Loss Functions. CoRR abs/2301.11885 (2023) - [i15]Mert Gürbüzbalaban, Yuanhan Hu, Umut Simsekli, Lingjiong Zhu:
Cyclic and Randomized Stepsizes Invoke Heavier Tails in SGD. CoRR abs/2302.05516 (2023) - [i14]Lingjiong Zhu, Mert Gürbüzbalaban, Anant Raj
, Umut Simsekli:
Uniform-in-Time Wasserstein Stability Bounds for (Noisy) Stochastic Gradient Descent. CoRR abs/2305.12056 (2023) - [i13]Xuefeng Gao
, Hoang M. Nguyen, Lingjiong Zhu:
Wasserstein Convergence Guarantees for a General Class of Score-Based Generative Models. CoRR abs/2311.11003 (2023) - 2022
- [i12]Mert Gürbüzbalaban, Yuanhan Hu, Umut Simsekli, Kun Yuan, Lingjiong Zhu:
Heavy-Tail Phenomenon in Decentralized SGD. CoRR abs/2205.06689 (2022) - [i11]Anant Raj
, Melih Barsbey, Mert Gürbüzbalaban, Lingjiong Zhu, Umut Simsekli:
Algorithmic Stability of Heavy-Tailed Stochastic Gradient Descent on Least Squares. CoRR abs/2206.01274 (2022) - [i10]Mert Gürbüzbalaban, Yuanhan Hu, Lingjiong Zhu:
Penalized Langevin and Hamiltonian Monte Carlo Algorithms for Constrained Sampling. CoRR abs/2212.00570 (2022) - 2021
- [i9]Alexander Camuto, Xiaoyu Wang, Lingjiong Zhu, Chris C. Holmes, Mert Gürbüzbalaban, Umut Simsekli:
Asymmetric Heavy Tails and Implicit Bias in Gaussian Noise Injections. CoRR abs/2102.07006 (2021) - [i8]Alexander Camuto, George Deligiannidis, Murat A. Erdogdu, Mert Gürbüzbalaban, Umut Simsekli, Lingjiong Zhu:
Fractal Structure and Generalization Properties of Stochastic Optimization Algorithms. CoRR abs/2106.04881 (2021) - 2020
- [i7]Umut Simsekli, Lingjiong Zhu, Yee Whye Teh, Mert Gürbüzbalaban:
Fractional Underdamped Langevin Dynamics: Retargeting SGD with Momentum under Heavy-Tailed Gradient Noise. CoRR abs/2002.05685 (2020) - [i6]Mert Gürbüzbalaban, Umut Simsekli, Lingjiong Zhu:
The Heavy-Tail Phenomenon in SGD. CoRR abs/2006.04740 (2020) - [i5]Mert Gürbüzbalaban, Xuefeng Gao, Yuanhan Hu, Lingjiong Zhu:
Decentralized Stochastic Gradient Langevin Dynamics and Hamiltonian Monte Carlo. CoRR abs/2007.00590 (2020) - 2019
- [i4]Bugra Can, Mert Gürbüzbalaban, Lingjiong Zhu:
Accelerated Linear Convergence of Stochastic Momentum Methods in Wasserstein Distances. CoRR abs/1901.07445 (2019) - [i3]Alireza Fallah, Mert Gürbüzbalaban, Asuman E. Ozdaglar, Umut Simsekli, Lingjiong Zhu:
Robust Distributed Accelerated Stochastic Gradient Methods for Multi-Agent Networks. CoRR abs/1910.08701 (2019) - 2018
- [i2]Xuefeng Gao, Mert Gürbüzbalaban, Lingjiong Zhu:
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization: Non-Asymptotic Performance Bounds and Momentum-Based Acceleration. CoRR abs/1809.04618 (2018) - [i1]Xuefeng Gao, Mert Gürbüzbalaban, Lingjiong Zhu:
Breaking Reversibility Accelerates Langevin Dynamics for Global Non-Convex Optimization. CoRR abs/1812.07725 (2018)
Coauthor Index
![](https://dblp.uni-trier.de./img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-08-05 21:11 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint