P-SGLD : Stochastic Gradient Langevin Dynamics with control variates

Abstract

Year after years, the amount of data that we continuously generate is increasing. When this situation started the main challenge was to find a way to store the huge quantity of information. Nowadays, with the increasing availability of storage facilities, this problem is solved but it gives us a new issue to deal with: find tools that allow us to learn from… (More)

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