Stochastic Gradient Hamiltonian Monte Carlo with Variance Reduction for Bayesian Inference.

Zhize Li Tianyi Zhang Jian Li

Published in: CoRR (2018)

Keyphrases

bayesian inference
variance reduction
monte carlo
particle filter
importance sampling
probabilistic model
prior information
markov chain
quasi monte carlo
hyperparameters
hidden variables
particle filtering
markov chain monte carlo
object tracking
kalman filter
learning algorithm
text classification
state space