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math.OC2019
A Randomized Coordinate Descent Method with Volume Sampling
Anton Rodomanov, Dmitry Kropotov
We analyze the coordinate descent method with a new coordinate selection strategy, called volume sampling. This strategy prescribes selecting subsets of variables of certain size p…
stat.ML2019
Hamiltonian Monte-Carlo for Orthogonal Matrices
Viktor Yanush, Dmitry Kropotov
We consider the problem of sampling from posterior distributions for Bayesian models where some parameters are restricted to be orthogonal matrices. Such matrices are sometimes use…