Split-and-Augmented Gibbs Sampler—Application to Large-Scale Inference Problems
نویسندگان
چکیده
منابع مشابه
Bayesian Inference in Large-scale Problems
Bayesian Inference in Large-scale Problems by James E. Johndrow Department of Statistical Science Duke University Date: Approved: David B. Dunson, Supervisor
متن کاملSplit-Merge Augmented Gibbs Sampling for Hierarchical Dirichlet Processes
The Hierarchical Dirichlet Process (HDP) model is an important tool for topic analysis. Inference can be performed through a Gibbs sampler using the auxiliary variable method. We propose a splitmerge procedure to augment this method of inference, facilitating faster convergence. Whilst the incremental Gibbs sampler changes topic assignments of each word conditioned on the previous observations ...
متن کاملApproximate Expectation Propagation for Bayesian Inference on Large-scale Problems
where k indexes experimental replicates, i indexes the probe positions, j indexes the binding positions, andN ( jPj aji jjsjbj; i) represents the probability density function of a Gaussian distribution with mean Pj aji jjsjbj and variance i. We assign prior distributions on the binding event bj and the binding strength sj: p(bjj j) = bj j (1 j)1 bj (3) p0(sj) = Gamma(sjjc0; d0) (4) where Gamma(...
متن کاملA parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
We contribute improvements to a Lagrangian dual solution approach applied to large-scale optimization problems whose objective functions are convex, continuously differentiable and possibly nonlinear, while the nonrelaxed constraint set is compact but not necessarily convex. Such problems arise, for example, in the split-variable deterministic reformulation of stochastic mixed-integer optimizat...
متن کاملLarge scale stochastic inventory routing problems with split delivery and service level constraints
A stochastic inventory routing problem (SIRP) is typically the combination of stochastic inventory control problems and NP-hard vehicle routing problems, which determines delivery volumes to the customers that the depot serves in each period, and vehicle routes to deliver the volumes. This paper aims to solve a large scale multi-period SIRP with split delivery (SIRPSD) where a customer’s delive...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2019
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2019.2894825