4 papers
Ensemble Control Variates
Long M. Nguyen, Christopher Drovandi, Leah F. South
Control variates have become an increasingly popular variance-reduction technique in Bayesian inference. Many broadly applicable control variates are based on the Langevin-Stein op…
The Polynomial Stein Discrepancy for Assessing Moment Convergence
Narayan Srinivasan, Matthew Sutton, Christopher Drovandi +1
We propose a novel method for measuring the discrepancy between a set of samples and a desired posterior distribution for Bayesian inference. Classical methods for assessing sample…
Dynamic Learning Rate for Deep Reinforcement Learning: A Bandit Approach
Henrique Donâncio, Antoine Barrier, Leah F. South +1
In deep Reinforcement Learning (RL), the learning rate critically influences both stability and performance, yet its optimal value shifts during training as the environment and pol…
Control Variates for MCMC
Leah South, Matthew Sutton
This chapter describes several control variate methods for improving estimates of expectations from MCMC.