(Non-) asymptotic properties of Stochastic Gradient Langevin Dynamics
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Publication:2834489
zbMath1391.60178arXiv1501.00438MaRDI QIDQ2834489
Sebastian J. Vollmer, Konstantinos C. Zygalakis, Yee Whye Teh
Publication date: 22 November 2016
Full work available at URL: https://arxiv.org/abs/1501.00438
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05) Pattern recognition, speech recognition (68T10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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