37 citations · 39 across the 5 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
stat.ML2018★ 1 cited
Targeted stochastic gradient Markov chain Monte Carlo for hidden Markov models with rare latent states
Rihui Ou, Deborshee Sen, Alexander L Young +1
Markov chain Monte Carlo (MCMC) algorithms for hidden Markov models often rely on the forward-backward sampler. This makes them computationally slow as the length of the time serie…
stat.ME2018
Bayesian Constraint Relaxation
Leo L Duan, Alexander L Young, Akihiko Nishimura +1
Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterio…