Weak approximation of transformed stochastic gradient MCMC

DOI10.1007/s10994-020-05904-5OpenAlexW3083286917MaRDI QIDQ2217448

Soma Yokoi, Issei Sato, Takuma Otsuka

Publication date: 29 December 2020

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-020-05904-5

zbMATH Keywords

convergence analysistransformItô processstochastic gradient MCMC

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• Hyperopt
• Fashion-MNIST
• BinaryConnect

Cites Work

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• Stochastic methods. A handbook for the natural and social sciences
• Sampling from a log-concave distribution with projected Langevin Monte Carlo
• Simulation and inference for stochastic differential equations. With R examples.
• Proximal Markov chain Monte Carlo algorithms
• 10.1162/jmlr.2003.3.4-5.993
• Efficient Bayesian Computation by Proximal Markov Chain Monte Carlo: When Langevin Meets Moreau
• Stochastic integral

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