no code implementations • 15 Sep 2016 • Mike Giles, Tigran Nagapetyan, Lukasz Szpruch, Sebastian Vollmer, Konstantinos Zygalakis
In contrast to MCMC methods, Stochastic Gradient MCMC (SGMCMC) algorithms such as the Stochastic Gradient Langevin Dynamics (SGLD) only require access to a batch of the data set at every step.
