Consistency and fluctuations for stochastic gradient Langevin dynamics
zbMATH Open1360.60144arXiv1409.0578MaRDI QIDQ2810765FDOQ2810765
Yee Whye Teh, Alexandre Thiery, Sebastian J. Vollmer
Publication date: 6 June 2016
Published in: Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.0578
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic approximation (62L20)
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