(Non-) asymptotic properties of Stochastic Gradient Langevin Dynamics

2 January 2015

Papers citing "(Non-) asymptotic properties of Stochastic Gradient Langevin Dynamics"

10 / 10 papers shown

Title
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 11 155 0 24 Jul 2018
Control Variates for Stochastic Gradient MCMC Jack Baker Paul Fearnhead E. Fox Christopher Nemeth BDL 17 101 0 16 Jun 2017
Multilevel Monte Carlo for Scalable Bayesian Computations M. Giles Tigran Nagapetyan Lukasz Szpruch Sebastian J. Vollmer K. Zygalakis 21 9 0 15 Sep 2016
Quantifying the accuracy of approximate diffusions and Markov chains Jonathan H. Huggins James Y. Zou 44 29 0 20 May 2016
Covariance-Controlled Adaptive Langevin Thermostat for Large-Scale Bayesian Sampling Xiaocheng Shang Zhanxing Zhu B. Leimkuhler Amos J. Storkey 22 51 0 29 Oct 2015
Provable Bayesian Inference via Particle Mirror Descent Bo Dai Niao He H. Dai Le Song 26 70 0 09 Jun 2015
Fast Differentially Private Matrix Factorization Ziqi Liu Yu-Xiang Wang Alex Smola FedML 37 124 0 06 May 2015
Privacy for Free: Posterior Sampling and Stochastic Gradient Monte Carlo Yu-Xiang Wang S. Fienberg Alex Smola 22 248 0 26 Feb 2015
Enabling scalable stochastic gradient-based inference for Gaussian processes by employing the Unbiased LInear System SolvEr (ULISSE) Maurizio Filippone Raphael Engler 24 31 0 22 Jan 2015
MCMC using Hamiltonian dynamics Radford M. Neal 170 3,260 0 09 Jun 2012