Nonlinear MCMC for Bayesian Machine Learning

被引:0
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作者
Vuckovic, James
机构
关键词
CHAIN MONTE-CARLO; MARKOV-PROCESSES; LANGEVIN; SIMULATION; ERGODICITY;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
We explore the application of a nonlinear MCMC technique first introduced in [1] to problems in Bayesian machine learning. We provide a convergence guarantee in total variation that uses novel results for long-time convergence and large-particle ("propagation of chaos") convergence. We apply this nonlinear MCMC technique to sampling problems including a Bayesian neural network on CIFAR10.
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页数:14
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