On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case

M. Barkhagen, N. H. Chau, É. Moulines +3

We study the problem of sampling from a probability distribution $\pi$ on $\rset^d$ which has a density \wrt\ the Lebesgue measure known up to a normalization factor $x \mapsto \rme^…