Herded Gibbs Sampling
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 var...
| Main Authors: | , , , , , |
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| Format: | Conference item |
| Published: |
2013
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