Instructor: Yazhen Wang

Quantum computation and quantum information are of great current interest in computer science, mathematics, physical sciences and engineering. They will likely lead to a new wave of technological innovations in communication, computation and cryptography. As the theory of quantum physics is fundamentally stochastic, randomness and uncertainty are deeply rooted in …

This paper investigates asymptotic behaviors of gradient descent algorithms (particularly stochastic gradient descent and accelerated gradient descent) in the context of stochastic optimization arose in statistics and machine learning where objective functions are estimated from available data. We show that these algorithms can be modeled by continuous-time ordinary or stochastic …