Online MCMC Thinning with Kernelized Stein Discrepancy

DOI10.1137/22M1510108OpenAlexW4391534412WikidataQ128650431 ScholiaQ128650431MaRDI QIDQ6151668FDOQ6151668

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

Recommendations

• An account of truthmaking
• Informed sub-sampling MCMC: approximate Bayesian inference for large datasets
• Measuring sample quality with diffusions
• Efficient and generalizable tuning strategies for stochastic gradient MCMC
• Transport map accelerated Markov chain Monte Carlo

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)

Cites Work

• Title not available (Why is that?)
• Exponential convergence of Langevin distributions and their discrete approximations
• Gaussian processes for machine learning.
• Hilbert space embeddings and metrics on probability measures
• A kernel two-sample test
• Kernel methods in machine learning
• Estimating Bayes factors via thermodynamic integration and population MCMC
• Title not available (Why is that?)
• A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
• Dimension-independent likelihood-informed MCMC
• Survey of multifidelity methods in uncertainty propagation, inference, and optimization
• Breaking the curse of kernelization: budgeted stochastic gradient descent for large-scale SVM training
• Accelerating Markov chain Monte Carlo with active subspaces

This page was built for publication: Online MCMC Thinning with Kernelized Stein Discrepancy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6151668)