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]
@inproceedings{SatoN14,
title = {Approximation Analysis of Stochastic Gradient Langevin Dynamics by using Fokker-Planck Equation and Ito Process},
author = {Issei Sato and Hiroshi Nakagawa},
year = {2014},
url = {http://jmlr.org/proceedings/papers/v32/satoa14.html},
researchr = {https://researchr.org/publication/SatoN14},
cites = {0},
citedby = {0},
pages = {982-990},
booktitle = {Proceedings of the 31th International Conference on Machine Learning, ICML 2014, Beijing, China, 21-26 June 2014},
volume = {32},
series = {JMLR Proceedings},
publisher = {JMLR.org},
}