Variance Reduction for Independent Metropolis

arXiv:2406.17699 · math.ST, cs.LG, stat.TH · Submitted 2024-06-25 · Read on arXiv

math.ST, cs.LG, stat.TH

Submitted: 2024-06-25

Updated: 2026-09-23

Comments: 58 pages, 4 figures

Code: https://github.com/cliusir123/VRforIM

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Adaptation — 37× in this paper · explained in 1 episode
• Adam — 11× in this paper · explained in 2 episodes
• Bayesian Inference — 4× in this paper · explained in 5 episodes
• Normalizing Flow — 3× in this paper · explained in 3 episodes
• Normalizing Flows — 2× in this paper · explained in 4 episodes
• Variational Bayes — 2× in this paper · explained in 2 episodes
• Adaptive Algorithm — 1× in this paper · explained in 1 episode
• Applicability Domain — 1× in this paper
• Copula — 1× in this paper · explained in 2 episodes
• Generative Model — 1× in this paper · explained in 2 episodes
• Generative Models — 1× in this paper · explained in 3 episodes
• Objective Function — 1× in this paper · explained in 2 episodes
• Spectral Gap — 1× in this paper · explained in 5 episodes
• Theoretical Guarantees — 1× in this paper · explained in 2 episodes
• Trace — 1× in this paper · explained in 2 episodes

Sources

• Notes on Using Control Variates for Estimation with Reversible MCMC Samplers
• Adam: A Method for Stochastic Optimization
• Auto-Encoding Variational Bayes

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