2 papers
stat.ML2022
Preferential Subsampling for Stochastic Gradient Langevin Dynamics
Srshti Putcha, Christopher Nemeth, Paul Fearnhead
Stochastic gradient MCMC (SGMCMC) offers a scalable alternative to traditional MCMC, by constructing an unbiased estimate of the gradient of the log-posterior with a small, uniform…
stat.ML2019
Stochastic Gradient MCMC for Nonlinear State Space Models
Christopher Aicher, Srshti Putcha, Christopher Nemeth +2
State space models (SSMs) provide a flexible framework for modeling complex time series via a latent stochastic process. Inference for nonlinear, non-Gaussian SSMs is often tackled…