Craig Kelly

Adaptive Rao-Blackwellisation in Gibbs Sampling for Probabilistic Graphical Models

Rao-Blackwellisation is a technique that provably improves the performance of Gibbs sampling by summing-out variables from the PGM. However, collapsing variables is computationally expensive, since it changes the PGM structure introducing factors whose size is dependent upon the Markov blanket of th…