OntheConvergenceofHamiltonianMonteCarlowithStochasticGradientsDifanZou1QuanquanGu1AbstracttionssuchasBayesianinference,reinforcementlearning,andcomputervision.Inthepastdecades,manyMCMCHamiltonianMo...
NonparametricHamiltonianMonteCarloCarolMak1FabianZaiser1LukeOng1Abstractessentialtoautomatetheinferenceoflatentvariablesinthemodel,conditionedontheobserveddata.Probabilisticprogrammingusesprogramst...
MonteCarloVariationalAuto-EncodersAchilleThin1NikitaKotelevskii2AlainDurmus3MaximPanov2EricMoulines14ArnaudDoucet5AbstractEvidenceLowerBound(ELBO)definedasVariationalauto-encoders(VAE)arepopulardee...
ImprovingLosslessCompressionRatesviaMonteCarloBits-BackCodingYangjunRuan12KarenUllrich23DanielSevero12JamesTownsend4AshishKhisti1ArnaudDoucet5AlirezaMakhzani12ChrisJ.Maddison12Abstract<latexitsha1_...
AGradientBasedStrategyforHamiltonianMonteCarloHyperparameterOptimizationAndrewCampbell1WenlongChen2VincentStimper34Jose´MiguelHerna´ndez-Lobato3YichuanZhang5Abstractbehaviourandhighlycorrelatedsa...
UnifyingOrthogonalMonteCarloMethodsKrzysztofChoromanski1MarkRowland2WenyuChen3AdrianWeller24Abstractetal.,2018b).WerefertotheclassofmethodsusingsuchorthogonalcouplingsasorthogonalMonteCarlo(OMC).Ma...
ReplicaConditionalSequentialMonteCarloAlexanderY.Shestopaloff12ArnaudDoucet32AbstractdensitygivenbyWeproposeaMarkovchainMonteCarloT(MCMC)schemetoperformstateinferenceinnon-linearnon-Gaussianstate-s...
Non-AsymptoticAnalysisofFractionalLangevinMonteCarloforNon-ConvexOptimizationThanhHuyNguyen1UmutS¸ims¸ekli1Gae¨lRichard1Abstract1.IntroductionRecentstudiesondiffusion-basedsamplingmeth-Diffusion...
AmortizedMonteCarloIntegrationAdamGolin´ski12FrankWood3TomRainforth1Abstractthusbesummarizedintheformofoneormoreexpecta-tionsEp(xy)f(x),wheref(x)isatargetfunctionandCurrentapproachestoamortizingBa...
AdaptiveMonteCarloMultipleTestingviaMulti-ArmedBanditsMartinJ.Zhang1JamesZou123DavidTse1Abstractwhosegoalistoidentifyassociationsbetweenthegeno-types(singlenucleotidepolymorphismsorSNPs)andtheMonte...
StochasticVariance-ReducedHamiltonMonteCarloMethodsDifanZou1PanXu1QuanquanGu1Abstractconvergestoitsstationarydistribution,a.k.a.,theGibbsmeasure⇡/exp(f(x)).Notethat⇡issmoothandWeproposeafaststoch...
OnNestingMonteCarloEstimatorsTomRainforth1RobertCornish12HongseokYang3AndrewWarrington2FrankWood4Abstractfromportfolioriskmanagement(Gordy&Juneja,2010)tostochasticcontrol(Belomestnyetal.,2010).Inpa...
DiCE:TheInfinitelyDifferentiableMonteCarloEstimatorJakobFoerster1GregoryFarquhar1MaruanAl-Shedivat2TimRockta¨schel1EricP.Xing2ShimonWhiteson1AbstractEstimatingthefirstordergradientsiscomputational...
ProbabilisticPathHamiltonianMonteCarloVuDinh1ArmanBilge12ChengZhang1FrederickA.MatsenIV1Abstractdatestep,andthushasprovedtobemoreeffectivethanstandardMCMCmethodsinavarietyofapplications.TheHamilton...
MagneticHamiltonianMonteCarloNileshTripuraneni1MarkRowland2ZoubinGhahramani23RichardTurner2Abstract(asymptotically)exactinference(Neal,1996;Hoffman&Gelman,2014;Carpenteretal.,2016).HamiltonianMonte...
LearninginPOMDPswithMonteCarloTreeSearchSammieKatt1FransA.Oliehoek2ChristopherAmato1Abstracttodecisionmakingbymaintainingaprobabilitydistribu-tionoverpossiblemodelsastheagentactsinanonlinerein-TheP...
FractionalLangevinMonteCarlo:ExploringLe´vyDrivenStochasticDifferentialEquationsforMarkovChainMonteCarloUmutS¸ims¸ekli1Abstractuousdiffusionwhichhasπasastationarydistribution.Inpractice,πisusu...