activity
20172022
most citedQuasi-Monte Carlo Variational Inference

13 citations · 20 across the 4 of their papers we have counts for

collaborators

6 papers

cs.LG2022

Off-policy evaluation for learning-to-rank via interpolating the item-position model and the position-based model

Alexander Buchholz, Ben London, Giuseppe di Benedetto +1

A critical need for industrial recommender systems is the ability to evaluate recommendation policies offline, before deploying them to production. Unfortunately, widely used off-p…

stat.ML2022★ 1 cited

Low-variance estimation in the Plackett-Luce model via quasi-Monte Carlo sampling

Alexander Buchholz, Jan Malte Lichtenberg, Giuseppe Di Benedetto +3

The Plackett-Luce (PL) model is ubiquitous in learning-to-rank (LTR) because it provides a useful and intuitive probabilistic model for sampling ranked lists. Counterfactual offlin…

stat.CO2019★ 6 cited

Distributed Computation for Marginal Likelihood based Model Choice

Alexander Buchholz, Daniel Ahfock, Sylvia Richardson

We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only acces…

stat.CO2018

Adaptive Tuning Of Hamiltonian Monte Carlo Within Sequential Monte Carlo

Alexander Buchholz, Nicolas Chopin, Pierre E. Jacob

Sequential Monte Carlo (SMC) samplers form an attractive alternative to MCMC for Bayesian computation. However, their performance depends strongly on the Markov kernels used to rej…

stat.ML2018★ 13 cited

Quasi-Monte Carlo Variational Inference

Alexander Buchholz, Florian Wenzel, Stephan Mandt

Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance…

stat.CO2017

Improving approximate Bayesian computation via quasi-Monte Carlo

Alexander Buchholz, Nicolas Chopin

ABC (approximate Bayesian computation) is a general approach for dealing with models with an intractable likelihood. In this work, we derive ABC algorithms based on QMC (quasi- Mon…