Herded Gibbs sampling
The Gibbs sampler is one of the most popular algorithms for inference in statistical models. In this thesis, we introduce a herding variant of this algorithm that is entirely deterministic. We demonstrate, with simple examples, that herded Gibbs exhibits better convergence behavior for approximating...
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| Language: | English |
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University of British Columbia
2012
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| Online Access: | http://hdl.handle.net/2429/43188 |