Search Results for author: James Nolen

Found 2 papers, 0 papers with code

Accelerating Langevin Sampling with Birth-death

no code implementations23 May 2019 Yulong Lu, Jianfeng Lu, James Nolen

A fundamental problem in Bayesian inference and statistical machine learning is to efficiently sample from multimodal distributions.

Bayesian Inference

Scaling limit of the Stein variational gradient descent: the mean field regime

no code implementations10 May 2018 Jianfeng Lu, Yulong Lu, James Nolen

We study an interacting particle system in $\mathbf{R}^d$ motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling from a given probability density with unknown normalization.

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