Accelerating Convergence of Replica Exchange Stochastic Gradient MCMC via Variance Reduction.
Wei DengQi FengGeorgios KaragiannisGuang LinFaming LiangPublished in: CoRR (2020)
Keyphrases
- stochastic gradient
- variance reduction
- monte carlo
- importance sampling
- stochastic gradient descent
- markov chain monte carlo
- sample size
- markov chain
- convergence rate
- step size
- nearest neighbor classifier
- confidence intervals
- convergence speed
- posterior distribution
- loss function
- generative model
- model selection
- training data
- particle filtering
- approximate inference
- data association