65 citations · 97 across the 12 of their papers we have counts for
4 papers · 1 filter
MCMC Should Mix: Learning Energy-Based Model with Neural Transport Latent Space MCMC
Erik Nijkamp, Ruiqi Gao, Pavel Sountsov +4
Learning energy-based model (EBM) requires MCMC sampling of the learned model as an inner loop of the learning algorithm. However, MCMC sampling of EBMs in high-dimensional data sp…
Hamiltonian Monte Carlo Swindles
Dan Piponi, Matthew D. Hoffman, Pavel Sountsov
Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions…
tfp.mcmc: Modern Markov Chain Monte Carlo Tools Built for Modern Hardware
Junpeng Lao, Christopher Suter, Ian Langmore +7
Markov chain Monte Carlo (MCMC) is widely regarded as one of the most important algorithms of the 20th century. Its guarantees of asymptotic convergence, stability, and estimator-v…
FunMC: A functional API for building Markov Chains
Pavel Sountsov, Alexey Radul, Srinivas Vasudevan
Constant-memory algorithms, also loosely called Markov chains, power the vast majority of probabilistic inference and machine learning applications today. A lot of progress has bee…