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Stochastic Gradient Richardson-Romberg Markov Chain Monte Carlo

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Academic year: 2021

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Figure 1: The performance of SGRRLD on synthetic data. (a) The true posterior and the estimated posteriors
Figure 3: Bias and MSE of SGRRLD with different rates for step size (α).
Figure 5 shows the comparison of SGLD and SGRRLD in terms of the root mean squared-errors (RMSE) that are obtained on the test sets as a function of wall-clock time

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