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cs.LG2022
Non-reversible Parallel Tempering for Deep Posterior Approximation
Wei Deng, Qian Zhang, Qi Feng +2
Parallel tempering (PT), also known as replica exchange, is the go-to workhorse for simulations of multi-modal distributions. The key to the success of PT is to adopt efficient swa…
stat.ML2022★ 5 cited
Interacting Contour Stochastic Gradient Langevin Dynamics
Wei Deng, Siqi Liang, Botao Hao +2
We propose an interacting contour stochastic gradient Langevin dynamics (ICSGLD) sampler, an embarrassingly parallel multiple-chain contour stochastic gradient Langevin dynamics (C…