Stochastic Quasi-Newton Langevin Monte Carlo.

Umut Simsekli Roland Badeau A. Taylan Cemgil Gaël Richard

Published in: ICML (2016)

Keyphrases

monte carlo
quasi newton
step size
newton method
optimization method
optimization methods
markov chain
monte carlo methods
stochastic approximation
point processes
optimization procedure
monte carlo tree search
neural network training
decision trees
particle swarm optimization