430 citations · 995 across the 30 of their papers we have counts for
Showing 2015 · stat.MLShow all
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stat.ML2015
-means: Fighting against Degeneracy in Sequential Monte Carlo with an Application to Tracking
Kai Fan, Katherine Heller
For regular particle filter algorithm or Sequential Monte Carlo (SMC) methods, the initial weights are traditionally dependent on the proposed distribution, the posterior distribut…
stat.ML2015★ 19 cited
Fast Second-Order Stochastic Backpropagation for Variational Inference
Kai Fan, Ziteng Wang, Jeff Beck +2
We propose a second-order (Hessian or Hessian-free) based optimization method for variational inference inspired by Gaussian backpropagation, and argue that quasi-Newton optimizati…
stat.ML2015★ 50 cited
Parallelizing MCMC with Random Partition Trees
Xiangyu Wang, Fangjian Guo, Katherine A. Heller +1
The modern scale of data has brought new challenges to Bayesian inference. In particular, conventional MCMC algorithms are computationally very expensive for large data sets. A pro…