430 citations · 995 across the 30 of their papers we have counts for
4 papers · 1 filter
-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…
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…
Bayesian Models for Heterogeneous Personalized Health Data
Kai Fan, Allison E. Aiello, Katherine A. Heller
The purpose of this study is to leverage modern technology (such as mobile or web apps in Beckman et al. (2014)) to enrich epidemiology data and infer the transmission of disease.…
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…