Hybrid deterministic-stochastic gradient Langevin dynamics for Bayesian learning

DOI10.4310/CIS.2012.v12.n3.a3zbMath1329.60260MaRDI QIDQ2253745

Jack X. Xin, Qi He

Publication date: 12 February 2015

Published in: Communications in Information and Systems (Search for Journal in Brave)

zbMATH Keywords

Bayesian learningLangevin dynamicsstochastic gradient method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical analysis or methods applied to Markov chains (65C40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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