Bridging the Gap between Stochastic Gradient MCMC and Stochastic Optimization.
Changyou ChenDavid E. CarlsonZhe GanChunyuan LiLawrence CarinPublished in: AISTATS (2016)
Keyphrases
- stochastic optimization
- stochastic gradient
- markov chain monte carlo
- markov chain
- monte carlo
- multistage
- step size
- nearest neighbor classifier
- posterior distribution
- stochastic gradient descent
- bayesian inference
- generative model
- robust optimization
- linear combination
- importance sampling
- posterior probability
- particle filtering
- genetic algorithm