Stochastic gradient Hamiltonian Monte Carlo with variance reduction for Bayesian inference

DOI10.1007/s10994-019-05825-yzbMath1494.68222arXiv1803.11159OpenAlexW2968044004WikidataQ127539877 ScholiaQ127539877MaRDI QIDQ2320597

Shuyu Cheng, Jian Li, Zhize Li, Jun Zhu, Tianyi Zhang

Publication date: 23 August 2019

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

Full work available at URL: https://arxiv.org/abs/1803.11159

zbMATH Keywords

variance reductionBayesian inferenceHamiltonian Monte Carlo

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• Saga

Cites Work

• Unnamed Item
• Adaptive Thermostats for Noisy Gradient Systems
• Geodesic Monte Carlo on Embedded Manifolds
• Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
• A Stochastic Approximation Method

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