Dynamic Bayesian Networks (DBNs) are a class of Probabilistic Graphical Models that enable the modeling of a Markovian dynamic process through defining the kernel transition by the DAG structure of the graph found to fit a dataset. There are a number of structure learners than enable one to find the structure of a DBN to fit data, each of which with its own set of particular advantages and disadvantages. The structure of a DBN itself presents transparent criteria in order to identify causal discovery between variables. However, without the presence of large quantities of data, identifying a ground truth causal structure becomes unrealistic in practice. However, one can consider a procedure by which a set of graphs identifying structure are computed as approximate noisy solutions, and subsequently amortized in a broader statistical procedure fitting a mixture of DBNs. Each component of the mixture presents an alternative hypothesis on the causal structure. From the mixture weights, one can also compute the Bayes Factors comparing the preponderance of evidence between different models. This presents a natural opportunity for the development of Empirical Bayesian methods.

Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical problems, parallelizing across several asynchronously running processors is a popular strategy for reducing the end-to-end computation time of stochastic optimization algorithms. In this paper, we are the first to investigate the effect of asynchronous computation, in particular, the evaluation of stochastic Langevin gradients at delayed iterates, on the convergence in measure. For this, we exploit recent results modeling Langevin dynamics as solving a convex optimization problem on the space of measures. We show that the rate of convergence in measure is not significantly affected by the error caused by the delayed gradient information used for computation, suggesting significant potential for speedup in wall clock time. We confirm our theoretical results with numerical experiments on some practical problems.