On Markov Chain Gradient Descent.

Tao Sun Yuejiao Sun Wotao Yin

Published in: NeurIPS (2018)

Keyphrases

markov chain
steady state
finite state
markov process
monte carlo method
random walk
monte carlo
stationary distribution
transition probabilities
monte carlo simulation
stochastic process
objective function
markov model
state space
transition matrix
pairwise