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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…