Online MCMC Thinning with Kernelized Stein Discrepancy

DOI10.1137/22M1510108MaRDI QIDQ6151668zbMATH OpenOpenAlexWikidataFDO

Authors Alec Koppel, Sujay Bhatt, Cole Hawkins, Sumitra Ganesh

Publication date 12 February 2024

Published in SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/22m1510108

zbMATH Keywords

Bayesian inferenceStein discrepancyBayesian neural networkonline thinning

Mathematics Subject Classification ID

Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05) Computational aspects of data analysis and big data (68T09) Reasoning under uncertainty in the context of artificial intelligence (68T37)

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Cites work

• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• scientific article; zbMATH DE number 849926 (Why is no real title available?)
• A kernel two-sample test
• A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
• Accelerating Markov chain Monte Carlo with active subspaces
• Breaking the curse of kernelization: budgeted stochastic gradient descent for large-scale SVM training
• Dimension-independent likelihood-informed MCMC
• Estimating Bayes factors via thermodynamic integration and population MCMC
• Exponential convergence of Langevin distributions and their discrete approximations
• Gaussian processes for machine learning.
• Hilbert space embeddings and metrics on probability measures
• Kernel methods in machine learning
• Survey of multifidelity methods in uncertainty propagation, inference, and optimization

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