Search Results for author: Nicolas Brosse

Found 2 papers, 1 papers with code

The promises and pitfalls of Stochastic Gradient Langevin Dynamics

no code implementations NeurIPS 2018 Nicolas Brosse, Alain Durmus, Eric Moulines

As $N$ becomes large, we show that the SGLD algorithm has an invariant probability measure which significantly departs from the target posterior and behaves like Stochastic Gradient Descent (SGD).

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