Goto

Collaborating Authors

 Statistical Learning



a18aa23ee676d7f5ffb34cf16df3e08c-Supplemental.pdf

Neural Information Processing Systems

Sampling is an important research problem in statistics learning with many applications such as Bayesian inference [1], multi-arm bandit optimization [2], and reinforcement learning [3].


a18aa23ee676d7f5ffb34cf16df3e08c-Paper.pdf

Neural Information Processing Systems

Sampling is an important research problem in statistics learning with many applications such as Bayesian inference [1], multi-arm bandit optimization [2], and reinforcement learning [3].





f-DivergenceVariationalInference

Neural Information Processing Systems

For decades, the dominant paradigm for approximate Bayesian inferencep(z|x) = p(z,x)/p(x) has been Markov-Chain Monte-Carlo (MCMC) algorithms, which estimate the evidencep(x) = R p(z,x)dz via sampling. However, since sampling tends to be a slow and computationally intensive process, these sampling-based approximate inference methods fadewhendealing withthemodern probabilistic machine learning problems that usually involveverycomplexmodels, high-dimensional feature spaces andlargedatasets.