112 citations · 144 across the 40 of their papers we have counts for
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cs.LG2020★ 4 cited
Asymptotically Optimal Exact Minibatch Metropolis-Hastings
Ruqi Zhang, A. Feder Cooper, Christopher De Sa
Metropolis-Hastings (MH) is a commonly-used MCMC algorithm, but it can be intractable on large datasets due to requiring computations over the whole dataset. In this paper, we stud…
cs.LG2020★ 6 cited
AMAGOLD: Amortized Metropolis Adjustment for Efficient Stochastic Gradient MCMC
Ruqi Zhang, A. Feder Cooper, Christopher De Sa
Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is an efficient method for sampling from continuous distributions. It is a faster alternative to HMC: instead of using the whole…