We use the widely used'Bayesian bootstrap' (BB) since (1) it is computationally much faster (you

This can be done prior to the supervised model training, as a two-step process.

When data and the associated topics are indexed by time dimension, it is of interest to study the temporal dynamics of such latent geometric structures.

We consider the problem of efficiently computing the maximum likelihood estimator in Generalized Linear Models (GLMs) when the number of observations is much larger than the number of coefficients ( n p 1). In this regime, optimization algorithms can immensely benefit from approximate second order information. We propose an alternative way of constructing the curvature information by formulating it as an estimation problem and applying a Stein-type lemma, which allows further improvements through sub-sampling and eigenvalue thresh-olding. Our algorithm enjoys fast convergence rates, resembling that of second order methods, with modest per-iteration cost. We provide its convergence analysis for the case where the rows of the design matrix are i.i.d.

Neural Information Processing Systems http://nips.cc/

In this paper, we study the following online sampling problem: Problem 1.1.

Deep dynamic generative models are developed to learn sequential dependencies in time-series data. The multi-layered model is designed by constructing a hierarchy of temporal sigmoid belief networks (TSBNs), defined as a sequential stack of sigmoid belief networks (SBNs). Each SBN has a contextual hidden state, inherited from the previous SBNs in the sequence, and is used to regulate its hidden bias. Scalable learning and inference algorithms are derived by introducing a recognition model that yields fast sampling from the variational posterior. This recognition model is trained jointly with the generative model, by maximizing its variational lower bound on the log-likelihood. Experimental results on bouncing balls, polyphonic music, motion capture, and text streams show that the proposed approach achieves state-of-the-art predictive performance, and has the capacity to synthesize various sequences.

Neural Information Processing Systems http://nips.cc/