Improving sampling accuracy of stochastic gradient MCMC methods via non-uniform subsampling of gradients (Q6160667): Difference between revisions

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Property / DOI: 10.3934/dcdss.2021157 / rank
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Latest revision as of 20:01, 30 December 2024

scientific article; zbMATH DE number 7701143
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English
Improving sampling accuracy of stochastic gradient MCMC methods via non-uniform subsampling of gradients
scientific article; zbMATH DE number 7701143

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    Improving sampling accuracy of stochastic gradient MCMC methods via non-uniform subsampling of gradients (English)
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    26 June 2023
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    MCMC sampling and Bayesian inference
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    non-uniform weighted stochastic gradient
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    transition kernel matching
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    nonasymptotic sampling error bound
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    bias-variance trade-off
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