A Scalable Bayesian Sampling Method Based on Stochastic Gradient Descent Isotropization

A Scalable Bayesian Sampling Method Based on Stochastic Gradient Descent Isotropization

Stochastic gradient <span style="font-variant: small-caps;">sg</span>-based algorithms for Markov chain Monte Carlo sampling (<span style="font-variant: small-caps;">sgmcmc</span>) tackle large-scale Bayesian modeling problems by operating on mini-batches...

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Bibliographic Details
Main Authors: Giulio Franzese, Dimitrios Milios, Maurizio Filippone, Pietro Michiardi
Format: Article
Language:English
Published: MDPI AG 2021-10-01
Series:Entropy
Subjects:
Bayesian sampling
stochastic gradients
Monte Carlo integration
Online Access:https://www.mdpi.com/1099-4300/23/11/1426

Internet

https://www.mdpi.com/1099-4300/23/11/1426

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