Efficient and generalizable tuning strategies for stochastic gradient MCMC
CC BY
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
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Springer
2023
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| Truy cập trực tuyến: | https://link.springer.com/article/10.1007/s11222-023-10233-3 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7700 |
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oai:localhost:PNK-77002023-04-10T01:57:28Z Efficient and generalizable tuning strategies for stochastic gradient MCMC Jeremie, Coullon Leah, South Christopher, Nemeth SGMCMC requiring alternative tools and diagnostics CC BY Stochastic gradient Markov chain Monte Carlo (SGMCMC) is a popular class of algorithms for scalable Bayesian inference. However, these algorithms include hyperparameters such as step size or batch size that influence the accuracy of estimators based on the obtained posterior samples. As a result, these hyperparameters must be tuned by the practitioner and currently no principled and automated way to tune them exists. Standard Markov chain Monte Carlo tuning methods based on acceptance rates cannot be used for SGMCMC, thus requiring alternative tools and diagnostics. 2023-04-10T01:57:28Z 2023-04-10T01:57:28Z 2023 Book https://link.springer.com/article/10.1007/s11222-023-10233-3 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7700 en application/pdf Springer |
| institution |
Digital Phenikaa |
| collection |
Digital Phenikaa |
| language |
English |
| topic |
SGMCMC requiring alternative tools and diagnostics |
| spellingShingle |
SGMCMC requiring alternative tools and diagnostics Jeremie, Coullon Leah, South Christopher, Nemeth Efficient and generalizable tuning strategies for stochastic gradient MCMC |
| description |
CC BY |
| format |
Book |
| author |
Jeremie, Coullon Leah, South Christopher, Nemeth |
| author_facet |
Jeremie, Coullon Leah, South Christopher, Nemeth |
| author_sort |
Jeremie, Coullon |
| title |
Efficient and generalizable tuning strategies for stochastic gradient MCMC |
| title_short |
Efficient and generalizable tuning strategies for stochastic gradient MCMC |
| title_full |
Efficient and generalizable tuning strategies for stochastic gradient MCMC |
| title_fullStr |
Efficient and generalizable tuning strategies for stochastic gradient MCMC |
| title_full_unstemmed |
Efficient and generalizable tuning strategies for stochastic gradient MCMC |
| title_sort |
efficient and generalizable tuning strategies for stochastic gradient mcmc |
| publisher |
Springer |
| publishDate |
2023 |
| url |
https://link.springer.com/article/10.1007/s11222-023-10233-3 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7700 |
| _version_ |
1762818480037429248 |
| score |
8.891787 |