48 citations · 153 across the 26 of their papers we have counts for
3 papers · 1 filter
Extended Stochastic Gradient MCMC for Large-Scale Bayesian Variable Selection
Qifan Song, Yan Sun, Mao Ye +1
Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small cla…
Stochastic Approximation Hamiltonian Monte Carlo
Jonghyun Yun, Minsuk Shin, Ick Hoon Jin +1
Recently, the Hamilton Monte Carlo (HMC) has become widespread as one of the more reliable approaches to efficient sample generation processes. However, HMC is difficult to sample…
Parallel and Interacting Stochastic Approximation Annealing algorithms for global optimisation
Georgios Karagiannis, Bledar A. Konomi, Guang Lin +1
We present the parallel and interacting stochastic approximation annealing (PISAA) algorithm, a stochastic simulation procedure for global optimisation, that extends and improves t…