My homepage has been moved to here.
Teaching
WS 2021/22 Exercise classes: Stochastic Analysis SS 2021 Exercise classes: Stochastic Approximation WS 2020/21 Exercise classes: Stochastic Analysis SS 2020 Exercise classes: Rough paths and their applications in machine learning WS 2019/20 Exercise classes: Financial Mathematics
Programming course: Statistical Programming with R
SS 2019 Seminar: BSc Seminar Probabilistic Machine Learning and Financial Mathematics
Programming course: Statistical Programming with R
WS 2018/19 Exercise classes: Stochastic Calculus
Publications
Preprints
- Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapes
joint work with Steffen Dereich
arXiv:2102.09385 [cs.LG]
Preprint
- Central limit theorems for stochastic gradient descent with averaging for stable manifold
joint work with Steffen Dereich
arXiv:1912.09187 [math.PR]
Preprint
Publications
- Cooling down stochastic differential equations: almost sure convergence
joint work with Steffen Dereich
Stochastic Process. Appl. 152, 289-311 (2022), https://doi.org/10.1016/j.spa.2022.06.020
Preprint - On minimal representations of shallow ReLU networks
joint work with Steffen Dereich
Neural Networks 148, p. 121-128 (2022), https://doi.org/10.1016/j.neunet.2022.01.006
Preprint
- Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapes