scientific article; zbMATH DE number 7307488

MaRDI QIDQ5149258FDOQ5149258

Authors: Frederik Heber, Zofia Trstanova, Benedict Leimkuhler 

Publication date: 8 February 2021

Full work available at URL: https://jmlr.csail.mit.edu/papers/v21/19-339.html

Title of this publication is not available (Why is that?)

Recommendations

• Learning to optimize via posterior sampling
• Parametric Inference for Discretely Sampled Stochastic Differential Equations
• Variational Inference for Stochastic Differential Equations
• Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC
• Randomized maximum likelihood based posterior sampling
• Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
• Laplace based approximate posterior inference for differential equation models
• Discrete sample estimation for gaussian random fields generated by stochastic partial differential equations
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations

zbMATH Keywords

Markov chain Monte Carloneural network trainingBayesian posterior samplingensemble sampling strategiessoftware platforms for machine learning

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• Ensemble preconditioning for Markov chain Monte Carlo simulation
• Adaptive subgradient methods for online learning and stochastic optimization
• Numerical Optimization
• How to generate random matrices from the classical compact groups
• Ensemble samplers with affine invariance
• The concentration of measure phenomenon
• Free energy computations. A mathematical perspective
• The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
• Long-run accuracy of variational integrators in the stochastic context
• Are Loss Functions All the Same?
• Rational construction of stochastic numerical methods for molecular sampling
• Machine learning in computer vision.
• High-dimensional Bayesian inference via the unadjusted Langevin algorithm
• Molecular dynamics. With deterministic and stochastic numerical methods
• Computational complexity of Metropolis-Hastings methods in high dimensions
• Optimization methods for large-scale machine learning
• Entropy-SGD: biasing gradient descent into wide valleys
• Flat Minima
• Statistics in the big data era: failures of the machine
• Exploration of the (non-)asymptotic bias and variance of stochastic gradient Langevin dynamics
• Theoretical Insights Into the Optimization Landscape of Over-Parameterized Shallow Neural Networks
• The simulated tempering method in the infinite switch limit with adaptive weight learning
• Local and global perspectives on diffusion maps in the analysis of molecular systems

Cited In (3)

• Gibbs sampling the posterior of neural networks
• Efficient Bayes inference in neural networks through adaptive importance sampling
• Affine-invariant ensemble transform methods for logistic regression

Uses Software

• ImageNet
• RMSprop
• EnsembleQN
• AlexNet

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5149258)