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2 de jun. de 2024 · Austin Brown, Jeffrey S. Rosenthal. This article develops general conditions for weak convergence of adaptive Markov chain Monte Carlo processes and is shown to imply a weak law of large numbers for bounded Lipschitz continuous functions.
2 de jun. de 2024 · Austin Brown, Jeffrey S. Rosenthal. Published 2 June 2024. Mathematics, Computer Science. TLDR. Extensions of weak convergence to general Wasserstein distances are established along with a weak law of large numbers for possibly unbounded Lipschitz functions for bounded Lipschitz continuous functions. Expand. [PDF] Semantic Reader. Save to Library.
10 de jun. de 2024 · Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be sensitive to the choice of mass matrix used therein.
10 de jun. de 2024 · We present a novel method for reducing the computational complexity of rigorously estimating the partition functions (normalizing constants) of Gibbs (Boltzmann) distributions, which arise ubiquitously in probabilistic graphical models.
30 de may. de 2024 · We define an optimal preconditioning for the Langevin diffusion by analytically optimizing the expected squared jumped distance. This yields as the optimal preconditioning an inverse Fisher information covariance matrix, where the covariance matrix is computed as the outer product of log target gradients averaged under the target.
13 de jun. de 2024 · Jinyoung Yang, Evgeny Levi, Radu V. Craiu & Jeffrey S. Rosenthal. Pages: 276-289. Published online: 05 Nov 2018. ... Robust and Accurate Inference via a Mixture of Gaussian and Student’s t Errors. Hyungsuk Tak, Justin A. Ellis & Sujit K. Ghosh. Pages: 415-426. Published online: 27 Feb 2019.
Hace 6 días · Jeffrey Rosenthal, MD is a Plastic Surgeon in Fairfield, CT. They completed their residency at Nassau Hlth Care Corp. They attended medical school at University Auto De Guadalajara in 1977. They are affiliated with Bridgeport Hospital.
