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Volumn 2, Issue , 2012, Pages 1591-1598

Bayesian posterior sampling via stochastic gradient fisher scoring

Author keywords

[No Author keywords available]

Indexed keywords

BURN-IN; CENTRAL LIMIT THEOREM; LANGEVIN EQUATION; MIXING RATES; NORMAL APPROXIMATION; OPTIMIZERS; POSTERIOR DISTRIBUTIONS; STOCHASTIC GRADIENT;

EID: 84867125855     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (166)

References (11)
  • 1
    • 57849088168 scopus 로고    scopus 로고
    • A tutorial on adaptive mcmc
    • Andrieu, C. and Thorns, J. A tutorial on adaptive mcmc. Statistics and Computing, 18(4):343-373, 2009.
    • (2009) Statistics and Computing , vol.18 , Issue.4 , pp. 343-373
    • Andrieu, C.1    Thorns, J.2
  • 2
    • 0031076413 scopus 로고    scopus 로고
    • Stochastic approximation with two time scales
    • Borkar, V.S. Stochastic approximation with two time scales. Systems and Control Letters, 29(5):291-294, 1997.
    • (1997) Systems and Control Letters , vol.29 , Issue.5 , pp. 291-294
    • Borkar, V.S.1
  • 9
    • 0036374022 scopus 로고    scopus 로고
    • Maximum likelihood estimation using the empirical fisher information matrix
    • Scott, W.A. Maximum likelihood estimation using the empirical fisher information matrix. Journal of Statistical Computation and Simulation, 72(8):599-611, 2002.
    • (2002) Journal of Statistical Computation and Simulation , vol.72 , Issue.8 , pp. 599-611
    • Scott, W.A.1
  • 10
    • 33745769310 scopus 로고    scopus 로고
    • Technical report, University of California Berkeley
    • Seeger, M. Low rank updates for the cholesky decomposition. Technical report, University of California Berkeley, 2004. URL http://lapma1.epfl.ch/ papers/cholupdate.shtml.
    • (2004) Low Rank Updates for the Cholesky Decomposition
    • Seeger, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.