Closed wilsoncai1992 closed 7 years ago
Good question! Right now I think it is safer to just say SGD is a new way to do sampling. Whether it is better shall be examined using some simulations, yet I have not run at this point...
Thanks for the timely reply! I am now just jogging down ideas here to help me writing.
Don't need immediate answer on any of these
Sure, thanks! Keep in touch!
compare with gibbs/ Metropolis hastings SGD as sampling method
Q: how is SGD better than existing methods? find mode at same time as sampling?