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A convergence analysis for a class of practical variance-reduction stochastic gradient MCMC.

Changyou ChenWenlin WangYizhe ZhangQinliang SuLawrence Carin
Published in: Sci. China Inf. Sci. (2019)
Keyphrases
  • convergence analysis
  • stochastic gradient
  • variance reduction
  • monte carlo
  • importance sampling
  • markov chain
  • markov chain monte carlo
  • sample size
  • machine learning
  • least squares