2.1k citations · 9.2k across the 77 of their papers we have counts for
5 papers · 1 filter
Adaptive Hamiltonian and Riemann Manifold Monte Carlo Samplers
ziyu wang, Shakir Mohamed, Nando de Freitas
In this paper we address the widely-experienced difficulty in tuning Hamiltonian-based Monte Carlo samplers. We develop an algorithm that allows for the adaptation of Hamiltonian a…
From Fields to Trees
Firas Hamze, Nando de Freitas
We present new MCMC algorithms for computing the posterior distributions and expectations of the unknown variables in undirected graphical models with regular structure. For demons…
Toward Practical N2 Monte Carlo: the Marginal Particle Filter
Mike Klaas, Nando de Freitas, Arnaud Doucet
Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution…
Self-Avoiding Random Dynamics on Integer Complex Systems
Firas Hamze, Ziyu Wang, Nando de Freitas
This paper introduces a new specialized algorithm for equilibrium Monte Carlo sampling of binary-valued systems, which allows for large moves in the state space. This is achieved b…
Bayesian Optimization for Adaptive MCMC
Nimalan Mahendran, Ziyu Wang, Firas Hamze +1
This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to non-differentiable objective functions and trades off explorat…