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Stochastic Gradient Hamiltonian Monte Carlo

TianQi Chen, Emily B. Fox, Carlos Guestrin. Stochastic Gradient Hamiltonian Monte Carlo. In Proceedings of the 31th International Conference on Machine Learning, ICML 2014, Beijing, China, 21-26 June 2014. Volume 32 of JMLR Proceedings, pages 1683-1691, JMLR.org, 2014. [doi]

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