One method for sampling weight vectors
In standard backpropagation we keep moving the
weights in the direction that decreases the cost
i.e. the direction that increases the log
likelihood plus the log prior, summed over all
training cases.
Suppose we add some Gaussian noise to the
weight vector after each update.
So the weight vector never settles down.
It keeps wandering around, but it tends to
prefer low cost regions of the weight space.