3 accepted papers
Larger networks generally have greater representational power at the cost of increased computational complexity. Sparsifying such networks has been an active area of research but has been generally limited to static regularization or dynamic approaches using reinforcement learning. We explore a mixt…
Stochastic gradient MCMC (SG-MCMC) algorithms have proven useful in scaling Bayesian inference to large datasets under an assumption of i.i.d data. We instead develop an SG-MCMC algorithm to learn the parameters of hidden Markov models (HMMs) for time-dependent data. There are two challenges to appl…
Many recent Markov chain Monte Carlo (MCMC) samplers leverage continuous dynamics to define a transition kernel that efficiently explores a target distribution. In tandem, a focus has been on devising scalable variants that subsample the data and use stochastic gradients in place of full-data gradie…