Stochastic Gradient MCMC in Jax
This repository contains SGMCMC samplers for Jax.
SGMCMC
SGMCMCJax: a lightweight JAX library for stochastic gradient Markov chain Monte Carlo algorithms
Journal of Open Source Software
Stochastic Gradient Markov Chain Monte Carlo
Journal of the American Statistical Association
sgmcmc: An R package for stochastic gradient Markov chain Monte Carlo
Journal of Statistical Software
Control variates for stochastic gradient MCMC
Statistics and Computing
Large-Scale Stochastic Sampling from the Probability Simplex
Neural Information Processing Systems (NeurIPS)