Bridging the Gap between Stochastic Gradient MCMC and Stochastic Optimization.
Changyou ChenDavid E. CarlsonZhe GanChunyuan LiLawrence CarinPublished in: CoRR (2015)
Keyphrases
- stochastic optimization
- stochastic gradient
- markov chain monte carlo
- markov chain
- multistage
- monte carlo
- nearest neighbor classifier
- posterior distribution
- generative model
- bayesian inference
- step size
- stochastic gradient descent
- approximate inference
- particle filter
- genetic algorithm
- particle filtering
- robust optimization
- posterior probability
- linear programming
- support vector machine