Stochastic natural gradient descent draws posterior samples in function space. Smith, S. L, Duckworth, D., Le, Q. V, & Sohl-Dickstein, J. , 2018.
bibtex   
@Article{Smith2018,
author = {Smith, Samuel L and Duckworth, Daniel and Le, Quoc V and Sohl-Dickstein, Jascha}, 
title = {Stochastic natural gradient descent draws posterior samples in function space}, 
journal = {}, 
volume = {}, 
number = {}, 
pages = {}, 
year = {2018}, 
abstract = {}, 
location = {}, 
keywords = {}}

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