Is there an analog of Nesterov acceleration for gradient-based MCMC?
From MaRDI portal
Publication:2040101
DOI10.3150/20-BEJ1297zbMath1475.62123arXiv1902.00996OpenAlexW3163522496MaRDI QIDQ2040101
Michael I. Jordan, Xiang Cheng, Yi-An Ma, Niladri S. Chatterji, Nicolas Flammarion, Bartlett, Peter L.
Publication date: 9 July 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.00996
Bayesian inference (62F15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)
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