9 citations · 18 across the 5 of their papers we have counts for
3 papers · 1 filter
Statistical Distance Based Deterministic Offspring Selection in SMC Methods
Oskar Kviman, Hazal Koptagel, Harald Melin +1
Over the years, sequential Monte Carlo (SMC) and, equivalently, particle filter (PF) theory has gained substantial attention from researchers. However, the performance of the resam…
HAMSI: A Parallel Incremental Optimization Algorithm Using Quadratic Approximations for Solving Partially Separable Problems
Kamer Kaya, Figen Öztoprak, Ş. İlker Birbil +5
We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable o…
Parallel Stochastic Gradient Markov Chain Monte Carlo for Matrix Factorisation Models
Umut Şimşekli, Hazal Koptagel, Hakan Güldaş +3
For large matrix factorisation problems, we develop a distributed Markov Chain Monte Carlo (MCMC) method based on stochastic gradient Langevin dynamics (SGLD) that we call Parallel…