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Stochastic Gradient Riemannian Langevin Dynamics on the Probability Simplex
Published on Nov 07, 20143630 Views
In this paper we investigate the use of Langevin Monte Carlo methods on the probability simplex and propose a new method, Stochastic gradient Riemannian Langevin dynamics, which is simple to implement
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Stochastic gradient Riemannian Langevin dynamics on the Probability Simplex00:00
Big Data and Bayesian Learning00:06
SGLD on Probability Simplices02:20
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