Stochastic Variance-Reduced Hamilton Monte Carlo Methods

StochasticVariance-ReducedHamiltonMonteCarloMethodsDifanZou1PanXu1QuanquanGu1Abstractconvergestoitsstationarydistribution,a.k.a.,theGibbsmeasure⇡/exp(f(x)).Notethat⇡issmoothandWeproposeafaststoch...