"Big Data"

Consistency and fluctuations for stochastic gradient Langevin dynamics
Applying standard Markov chain Monte Carlo (MCMC) algorithms to large data sets is computationally expensive. Both the calculation of …
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Consistency and fluctuations for stochastic gradient Langevin dynamics
Applying standard Markov chain Monte Carlo (MCMC) algorithms to large data sets is computationally expensive. Both the calculation of …
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Exploration of the (non-)asymptotic bias and variance of stochastic gradient langevin dynamics
Applying standard Markov chain Monte Carlo (MCMC) algorithms to large data sets is computationally infeasible. The recently proposed …
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