Laplacian Smoothing Stochastic Gradient Markov Chain Monte Carlo
نویسندگان
چکیده
As an important Markov chain Monte Carlo (MCMC) method, the stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. However, S...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2021
ISSN: ['1095-7197', '1064-8275']
DOI: https://doi.org/10.1137/19m1294356