Laplacian Smoothing Stochastic Gradient Markov Chain Monte Carlo

DOI10.1137/19M1294356zbMath1464.65007arXiv1911.00782OpenAlexW3119047492MaRDI QIDQ5856684

Difan Zou, Quanquan Gu, Bao Wang, Stanley J. Osher

Publication date: 29 March 2021

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.00782

zbMATH Keywords

Markov chain Monte Carlo methodLangevin dynamicsstochastic gradient methodLaplacian smoothing

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05)

Related Items (3)

LS-MCMC ⋮ Stochastic gradient descent with Polyak's learning rate ⋮ Unnamed Item

Uses Software

• GitHub
• LaplacianSmoothing-GradientDescent

Cites Work

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