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Licenses: License Not Specified Groups: Restricted Access Tags: 19999 Mathematical Sciences not elsewhere classified 80699 Information Systems not elsewhere classified Cancer Pharmacology keywords.Statistics and Probability

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    Mini-Batch Metropolis–Hastings With Reversible SGLD Proposal

    Traditional Markov chain Monte Carlo (MCMC) algorithms are computationally intensive and do not scale well to large data. In particular, the Metropolis–Hastings (MH) algorithm...