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 Learning Graphical Models


On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes

Neural Information Processing Systems

Risk-averse reinforcement learning (RL) seeks to provide a risk-averse policy for high-stakes real-world decision problems. These high-stake domains include autonomous driving (Jin et al., 2019; Sharma et al., 2020), robot collision avoidance (Ahmadi et al., 2021; Hakobyan and Y ang, 2021),






Kernel Stein Discrepancy thinning: a theoretical perspective of pathologies and a practical fix with regularization Clément Bénard 1 Brian Staber 1 Sébastien Da Veiga 2 1

Neural Information Processing Systems

Stein thinning is a promising algorithm proposed by Riabiz et al. [2022] for post-processing outputs of Markov chain Monte Carlo (MCMC). The main principle is to greedily minimize the kernelized Stein discrepancy (KSD), which only requires the gradient of the log-target distribution, and is thus well-suited for Bayesian inference.