On stochastic optimization and the Adam optimizer: Divergence, convergence rates, and acceleration techniques
approximation algorithms, computational stochastics, numerical analysis for high dimensional partial differential equations (PDEs), stochastic analysis, and computational finance. Currently, he serves in the [...] Journal of Machine Learning, the SIAM Journal on Scientific Computing, the SIAM Journal on Numerical Analysis, and the SIAM/ASA Journal on Uncertainty Quantification. His research activities have been recognized …