Stochastic Quasi-Newton Langevin Monte Carlo

Stochastic Quasi-Newton Langevin Monte Carlo

10 February 2016

Papers citing "Stochastic Quasi-Newton Langevin Monte Carlo"

15 / 15 papers shown

Title
New affine invariant ensemble samplers and their dimensional scaling Yifan Chen 81 0 0 05 May 2025
On the Convergence of Stochastic Gradient MCMC Algorithms with High-Order Integrators Changyou Chen Nan Ding Lawrence Carin 66 161 0 21 Oct 2016
Preconditioned Stochastic Gradient Langevin Dynamics for Deep Neural Networks Chunyuan Li Changyou Chen David Carlson Lawrence Carin ODL BDL 79 325 0 23 Dec 2015
Covariance-Controlled Adaptive Langevin Thermostat for Large-Scale Bayesian Sampling Xiaocheng Shang Zhanxing Zhu Benedict Leimkuhler Amos J. Storkey 51 51 0 29 Oct 2015
A Complete Recipe for Stochastic Gradient MCMC Yian Ma Tianqi Chen E. Fox BDL SyDa 60 486 0 15 Jun 2015
Parallel Stochastic Gradient Markov Chain Monte Carlo for Matrix Factorisation Models Umut Simsekli Hazal Koptagel Hakan Güldaş taylan. cemgil Figen Oztoprak Ilker Birbil 60 12 0 03 Jun 2015
Large-Scale Distributed Bayesian Matrix Factorization using Stochastic Gradient MCMC Sungjin Ahn Anoop Korattikara Balan Nathan Liu Suju Rajan Max Welling BDL 81 59 0 05 Mar 2015
Privacy for Free: Posterior Sampling and Stochastic Gradient Monte Carlo Yu Wang S. Fienberg Alex Smola 59 248 0 26 Feb 2015
Quasi-Newton particle Metropolis-Hastings J. Dahlin Fredrik Lindsten Thomas B. Schon 121 9 0 12 Feb 2015
Consistency and fluctuations for stochastic gradient Langevin dynamics Yee Whye Teh Alexandre Hoang Thiery Sebastian J. Vollmer 66 234 0 01 Sep 2014
Stochastic Gradient Hamiltonian Monte Carlo Tianqi Chen E. Fox Carlos Guestrin BDL 104 908 0 17 Feb 2014
A Stochastic Quasi-Newton Method for Large-Scale Optimization R. Byrd Samantha Hansen J. Nocedal Y. Singer ODL 105 471 0 27 Jan 2014
Langevin diffusions and the Metropolis-adjusted Langevin algorithm Tatiana Xifara Chris Sherlock Samuel Livingstone Simon Byrne Mark Girolami 80 126 0 11 Sep 2013
Proximal Markov chain Monte Carlo algorithms Marcelo Pereyra 79 178 0 02 Jun 2013
Bayesian Posterior Sampling via Stochastic Gradient Fisher Scoring S. Ahn Anoop Korattikara Balan Max Welling 77 306 0 27 Jun 2012