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stat.ML2018
Stochastic Gradient MCMC for State Space Models
Christopher Aicher, Yi-An Ma, Nicholas J. Foti +1
State space models (SSMs) are a flexible approach to modeling complex time series. However, inference in SSMs is often computationally prohibitive for long time series. Stochastic…
stat.ML2018
Approximate Collapsed Gibbs Clustering with Expectation Propagation
Christopher Aicher, Emily B. Fox
We develop a framework for approximating collapsed Gibbs sampling in generative latent variable cluster models. Collapsed Gibbs is a popular MCMC method, which integrates out varia…