Utilising the CLT Structure in Stochastic Gradient based Sampling : Improved Analysis and Faster Algorithms

Aniket Das, Dheeraj Nagaraj, Anant Raj

We consider stochastic approximations of sampling algorithms, such as Stochastic Gradient Langevin Dynamics (SGLD) and the Random Batch Method (RBM) for Interacting Particle Dynamc…