6 papers
DC-LA: Difference-of-Convex Langevin Algorithm
Hoang Phuc Hau Luu, Zhongjian Wang
We study a sampling problem whose target distribution is where the data fidelity term is Lipschitz smooth while the regularizer term is a non…
Investigation of Using Non-Contact Electrodes for Fetal ECG Monitoring
Tai Le, Hau Luu, Loan Pham-Nguyen +7
Regular physiological monitoring of maternal and fetal parameters is indispensable for ensuring safe outcomes during pregnancy and parturition. Fetal electrocardiogram (fECG) asses…
GRADSTOP: Early Stopping of Gradient Descent via Posterior Sampling
Arash Jamshidi, Lauri Seppäläinen, Katsiaryna Haitsiukevich +3
Machine learning models are often learned by minimising a loss function on the training data using a gradient descent algorithm. These models often suffer from overfitting, leading…
Geodesic Slice Sampler for Multimodal Distributions with Strong Curvature
Bernardo Williams, Hanlin Yu, Hoang Phuc Hau Luu +2
Traditional Markov Chain Monte Carlo sampling methods often struggle with sharp curvatures, intricate geometries, and multimodal distributions. Slice sampling can resolve local exp…
Stochastic variance-reduced Gaussian variational inference on the Bures-Wasserstein manifold
Hoang Phuc Hau Luu, Hanlin Yu, Bernardo Williams +2
Optimization in the Bures-Wasserstein space has been gaining popularity in the machine learning community since it draws connections between variational inference and Wasserstein g…
Non-geodesically-convex optimization in the Wasserstein space
Hoang Phuc Hau Luu, Hanlin Yu, Bernardo Williams +4
We study a class of optimization problems in the Wasserstein space (the space of probability measures) where the objective function is nonconvex along generalized geodesics. Specif…