Issei Sato, Hiroshi Nakagawa. Approximation Analysis of Stochastic Gradient Langevin Dynamics by using Fokker-Planck Equation and Ito Process. In Proceedings of the 31th International Conference on Machine Learning, ICML 2014, Beijing, China, 21-26 June 2014. Volume 32 of JMLR Proceedings, pages 982-990, JMLR.org, 2014. [doi]
Abstract is missing.