We prove asymptotic bias bounds for stochastic gradient Langevin dynamics in Wasserstein distance of order two. We assume that the negative log-density is strongly convex with a Lipschitz gradient, and that the stochastic gradient estimator is unbiased with an error satisfying a mean-square Lipschitz condition. The bou...
Conditional density estimation targets the full distribution of a response given covariates, as required, for example, for per-galaxy photometric redshifts. We develop a scalable Bayesian estimator based on the logistic Gaussian process. The log conditional density has a separable covariance: a Mat\'ern kernel along th...
Daniel Paulin, Á. Jung, András A. Benczúr· 0 citations
Theoretical analysis demonstrates that the proposed estimator is unbiased, attains finite variance, and satisfies a central limit theorem, and the results demonstrate that in large-scale applications, the unbiased algorithm can be 2–3 orders of magnitude more efficient than the “gold-standard” randomized Hamiltonian Mo...
N. K. Chada, B. Leimkuhler, Daniel Paulin et al.· Annals of Statistics· 0 citations
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