Parallel-tempered Stochastic Gradient Hamiltonian Monte Carlo for Approximate Multimodal Posterior Sampling.
Rui LuoQiang ZhangYuanyuan LiuPublished in: CoRR (2018)
Keyphrases
- monte carlo
- stochastic gradient
- markov chain monte carlo
- importance sampling
- stochastic gradient descent
- markov chain
- adaptive sampling
- monte carlo tree search
- particle filter
- nearest neighbor classifier
- matrix inversion
- probabilistic model
- step size
- least squares
- nearest neighbor
- machine learning
- markov random field
- loss function
- bayesian framework
- probability distribution
- cost function
- variance reduction
- decision trees