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20192021
most citedInformation-Theoretic Generalization Bounds for SGLD via Data-Dependent Estimates

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math.PR2019

Optimal Scaling and Shaping of Random Walk Metropolis via Diffusion Limits of Block-I.I.D. Targets

Jeffrey Negrea

This work extends Roberts et al. (1997) by considering limits of Random Walk Metropolis (RWM) applied to block IID target distributions, with corresponding block-independent propos…