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Stochastic gradient Hamiltonian Monte Carlo with variance reduction for Bayesian inference |
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| Authors: | Li Zhize Zhang Tianyi Cheng Shuyu Zhu Jun Li Jian |
| Affiliation: | 1.Tsinghua University, Beijing, 100084, China ; |
| Abstract: | Machine Learning - Gradient-based Monte Carlo sampling algorithms, like Langevin dynamics and Hamiltonian Monte Carlo, are important methods for Bayesian inference. In large-scale settings,... |
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