Herded Gibbs Sampling

Yutian Chen, Luke Bornn, Nando de Freitas, Mareija Eskelin, Jing Fang, Max Welling; 17(10):1−29, 2016.

Abstract

The Gibbs sampler is one of the most popular algorithms for inference in statistical models. In this paper, we introduce a herding variant of this algorithm, called herded Gibbs, that is entirely deterministic. We prove that herded Gibbs has an $O(1/T)$ convergence rate for models with independent variables and for fully connected probabilistic graphical models. Herded Gibbs is shown to outperform Gibbs in the tasks of image denoising with MRFs and named entity recognition with CRFs. However, the convergence for herded Gibbs for sparsely connected probabilistic graphical models is still an open problem.

[abs][pdf][bib]




Home Page

Papers

Submissions

News

Editorial Board

Announcements

Proceedings

Open Source Software

Search

Statistics

Login

Contact Us



RSS Feed