On the Theory of Variance Reduction for Stochastic Gradient Monte Carlo

Niladri S. Chatterji, Nicolas Flammarion, Yi-An Ma, Peter L. Bartlett, Michael I. Jordan. On the Theory of Variance Reduction for Stochastic Gradient Monte Carlo. In Jennifer G. Dy, Andreas Krause 0001, editors, Proceedings of the 35th International Conference on Machine Learning, ICML 2018, Stockholmsmässan, Stockholm, Sweden, July 10-15, 2018. Volume 80 of JMLR Workshop and Conference Proceedings, pages 763-772, JMLR.org, 2018. [doi]

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