Consistency and fluctuations for stochastic gradient Langevin dynamics
Applying standard Markov chain Monte Carlo (MCMC) algorithms to large data sets is computationally expensive. Both the calculation of the acceptance probability and the creation of informed proposals usually require an iteration through the whole data set. The recently proposed stochastic gradient L...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Journal of Machine Learning Research
2016
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