Control variates for stochastic gradient MCMC (Q2329787)

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Control variates for stochastic gradient MCMC
scientific article

    Statements

    title
    Control variates for stochastic gradient MCMC (English)
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    author
    Jack Baker
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    Paul Fearnhead
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    Emily B. Fox
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    Christopher Nemeth
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    publication date
    18 October 2019
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    zbMATH Keywords
    stochastic gradient MCMC
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    Langevin dynamics
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    scalable MCMC
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    control variates
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    computational cost
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    big data
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    describes a project that uses
    sgmcmc
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    Edward
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    Identifiers

    zbMATH DE Number
    7119342
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    OpenAlex ID
    W2962760547
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    arXiv ID
    1706.05439
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