Variance reduction for distributed stochastic gradient MCMC.
Khaoula el MekkaouiDiego P. P. MesquitaPaul BlomstedtSamuel KaskiPublished in: CoRR (2020)
Keyphrases
- stochastic gradient
- variance reduction
- monte carlo
- importance sampling
- stochastic gradient descent
- markov chain
- nearest neighbor classifier
- markov chain monte carlo
- sample size
- particle filter
- posterior distribution
- posterior probability
- step size
- high dimensional
- closed form
- loss function
- generative model
- graphical models