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A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations.
Abdul-Lateef Haji-Ali
Håkon Hoel
Raúl Tempone
Published in:
CoRR (2021)
Keyphrases
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convergence rate
learning rate
convergence speed
gaussian kernels
machine learning
sufficient conditions
optimization algorithm
step size
global convergence
stopping criterion
conjugate gradient
number of iterations required