313 citations · 462 across the 11 of their papers we have counts for
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stat.ML2018
Parallel-tempered Stochastic Gradient Hamiltonian Monte Carlo for Approximate Multimodal Posterior Sampling
Rui Luo, Qiang Zhang, Yuanyuan Liu
We propose a new sampler that integrates the protocol of parallel tempering with the Nosé-Hoover (NH) dynamics. The proposed method can efficiently draw representative samples from…
cs.LG2018★ 5 cited
Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series
Qiang Zhang, Rui Luo, Yaodong Yang +1
Volatility is a quantity of measurement for the price movements of stocks or options which indicates the uncertainty within financial markets. As an indicator of the level of risk…
cs.MA2018★ 313 cited
Mean Field Multi-Agent Reinforcement Learning
Yaodong Yang, Rui Luo, Minne Li +3
Existing multi-agent reinforcement learning methods are limited typically to a small number of agents. When the agent number increases largely, the learning becomes intractable due…