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Accelerating Convergence of Replica Exchange Stochastic Gradient MCMC via Variance Reduction.
Wei Deng
Qi Feng
Georgios Karagiannis
Guang Lin
Faming Liang
Published in:
ICLR (2021)
Keyphrases
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stochastic gradient
variance reduction
monte carlo
importance sampling
stochastic gradient descent
markov chain
markov chain monte carlo
sample size
step size
convergence rate
nearest neighbor classifier
convergence speed
kalman filter
confidence intervals
generative model
approximate inference