Stochastic Gradient Hamiltonian Monte Carlo Methods with Recursive Variance Reduction

Difan Zou, Pan Xu 0002, Quanquan Gu. Stochastic Gradient Hamiltonian Monte Carlo Methods with Recursive Variance Reduction. In Hanna M. Wallach, Hugo Larochelle, Alina Beygelzimer, Florence d'Alché-Buc, Edward A. Fox, Roman Garnett, editors, Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, NeurIPS 2019, 8-14 December 2019, Vancouver, BC, Canada. pages 3830-3841, 2019. [doi]

Abstract

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