UCL  IRIS
Institutional Research Information Service
UCL Logo
Please report any queries concerning the funding data grouped in the sections named "Externally Awarded" or "Internally Disbursed" (shown on the profile page) to your Research Finance Administrator. Your can find your Research Finance Administrator at https://www.ucl.ac.uk/finance/research/rs-contacts.php by entering your department
Please report any queries concerning the student data shown on the profile page to:

Email: portico-services@ucl.ac.uk

Help Desk: http://www.ucl.ac.uk/ras/portico/helpdesk
Publication Detail
Auxiliary variational MCMC
  • Publication Type:
    Conference
  • Authors:
    Habib R, Barber D
  • Publication date:
    09/05/2019
  • Published proceedings:
    7th International Conference on Learning Representations, ICLR 2019
  • Status:
    Published
  • Name of conference:
    ICLR 2019 International Conference on Learning Representations
  • Conference place:
    New Orleans, Louisiana, United States
  • Conference start date:
    06/05/2019
  • Conference finish date:
    09/05/2019
Abstract
© 7th International Conference on Learning Representations, ICLR 2019. All Rights Reserved. We introduce Auxiliary Variational MCMC, a novel framework for learning MCMC kernels that combines recent advances in variational inference with insights drawn from traditional auxiliary variable MCMC methods such as Hamiltonian Monte Carlo. Our framework exploits low dimensional structure in the target distribution in order to learn a more efficient MCMC sampler. The resulting sampler is able to suppress random walk behaviour and mix between modes efficiently, without the need to compute gradients of the target distribution. We test our sampler on a number of challenging distributions, where the underlying structure is known, and on the task of posterior sampling in Bayesian logistic regression. Code to reproduce all experiments is available at https://github.com/AVMCMC.
Publication data is maintained in RPS. Visit https://rps.ucl.ac.uk
 More search options
UCL Researchers
Author
Dept of Computer Science
University College London - Gower Street - London - WC1E 6BT Tel:+44 (0)20 7679 2000

© UCL 1999–2011

Search by