284 citations · 535 across the 21 of their papers we have counts for
3 papers · 2 filters
An Interpretable and Sparse Neural Network Model for Nonlinear Granger Causality Discovery
Alex Tank, Ian Cover, Nicholas J. Foti +2
While most classical approaches to Granger causality detection repose upon linear time series assumptions, many interactions in neuroscience and economics applications are nonlinea…
Stochastic Gradient MCMC Methods for Hidden Markov Models
Yi-An Ma, Nicholas J. Foti, Emily B. Fox
Stochastic gradient MCMC (SG-MCMC) algorithms have proven useful in scaling Bayesian inference to large datasets under an assumption of i.i.d data. We instead develop an SG-MCMC al…
Reducing Reparameterization Gradient Variance
Andrew C. Miller, Nicholas J. Foti, Alexander D'Amour +1
Optimization with noisy gradients has become ubiquitous in statistics and machine learning. Reparameterization gradients, or gradient estimates computed via the "reparameterization…