2 papers
cs.LG2017
Adaptive Bayesian Sampling with Monte Carlo EM
Anirban Roychowdhury, Srinivasan Parthasarathy
We present a novel technique for learning the mass matrices in samplers obtained from discretized dynamics that preserve some energy function. Existing adaptive samplers use Rieman…
math.OC2017
Accelerated Stochastic Quasi-Newton Optimization on Riemann Manifolds
Anirban Roychowdhury
We propose an L-BFGS optimization algorithm on Riemannian manifolds using minibatched stochastic variance reduction techniques for fast convergence with constant step sizes, withou…