Sampling Sparse Representations with Randomized Measurement Langevin Dynamics
Sampling Sparse Representations with Randomized Measurement Langevin Dynamics
Stochastic Gradient Langevin Dynamics (SGLD) have been widely used for Bayesian sampling from certain probability distributions, incorporating derivatives of the log-posterior. With the derivative evaluation of the log-posterior distribution, SGLD methods generate samples from the distribution through performing as a thermostats dynamics that traverses over gradient flows of the log-posterior …