2024
Robust Approximate Sampling via Stochastic Gradient Barker Dynamics
AISTATS 2024poster
Stochastic Gradient (SG) Markov Chain Monte Carlo algorithms (MCMC) are popular algorithms for Bayesian sampling in the presence of large datasets. However, they come with little theoretical guarantees and assessing their empirical performances is non-trivial. In such context, it is crucial to devel…