Pages that link to "Item:Q2329787"
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The following pages link to Control variates for stochastic gradient MCMC (Q2329787):
Displaying 17 items.
- On sampling from a log-concave density using kinetic Langevin diffusions (Q2174987) (← links)
- Nonasymptotic bounds for sampling algorithms without log-concavity (Q2657917) (← links)
- Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC (Q4995114) (← links)
- Stochastic Gradient MCMC for State Space Models (Q5025790) (← links)
- Parallel Markov chain Monte Carlo for Bayesian hierarchical models with big data, in two stages (Q5034158) (← links)
- (Q5053193) (← links)
- (Q5214185) (← links)
- Stochastic Gradient Markov Chain Monte Carlo (Q5857155) (← links)
- Adaptive step size rules for stochastic optimization in large-scale learning (Q6116586) (← links)
- Improving sampling accuracy of stochastic gradient MCMC methods via non-uniform subsampling of gradients (Q6160667) (← links)
- Multi-index antithetic stochastic gradient algorithm (Q6171790) (← links)
- Efficient and generalizable tuning strategies for stochastic gradient MCMC (Q6172924) (← links)
- Optimal friction matrix for underdamped Langevin sampling (Q6181262) (← links)
- Computing Bayes: from then `til now (Q6540226) (← links)
- SwISS: a scalable Markov chain Monte Carlo divide-and-conquer strategy (Q6548764) (← links)
- Regularized zero-variance control variates (Q6650957) (← links)
- Contraction rate estimates of stochastic gradient kinetic Langevin integrators (Q6667313) (← links)
