A Scalable Bayesian Sampling Method Based on Stochastic Gradient Descent Isotropization

Stochastic gradient <span style="font-variant: small-caps;">sg</span>-based algorithms for Markov chain Monte Carlo sampling (<span style="font-variant: small-caps;">sgmcmc</span>) tackle large-scale Bayesian modeling problems by operating on mini-batches...

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Bibliographic Details
Main Authors: Giulio Franzese, Dimitrios Milios, Maurizio Filippone, Pietro Michiardi
Format: article
Language:EN
Published: MDPI AG 2021
Subjects:
Q
Online Access:https://doaj.org/article/ce4b43b8d50f4f07bbae919563d8ebfd
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