惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

aimingoo的专栏
aimingoo的专栏
Engineering at Meta
Engineering at Meta
有赞技术团队
有赞技术团队
博客园_首页
Apple Machine Learning Research
Apple Machine Learning Research
Vercel News
Vercel News
G
Google Developers Blog
Blog — PlanetScale
Blog — PlanetScale
IT之家
IT之家
MongoDB | Blog
MongoDB | Blog
Y
Y Combinator Blog
B
Blog
The GitHub Blog
The GitHub Blog
M
MIT News - Artificial intelligence
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
Stack Overflow Blog
Stack Overflow Blog
C
Check Point Blog
Microsoft Azure Blog
Microsoft Azure Blog
D
DataBreaches.Net
I
InfoQ
Recent Announcements
Recent Announcements
阮一峰的网络日志
阮一峰的网络日志
腾讯CDC
H
Help Net Security

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
The Ball Pit Algorithm: A Markov Chain Monte Carlo Method...
Miguel Fudolig, Reka Howard · 2021-11-06 · via math.ST updates on arXiv.org

The Ball Pit Algorithm (BPA) is a novel Markov chain Monte Carlo (MCMC) algorithm for sampling marginal posterior distributions developed from the path integral formulation of the Bayesian analysis for Markov chains. The BPA yielded comparable results to the Hamiltonian Monte Carlo as implemented by the adaptive No U-Turn Sampler (NUTS) in sampling posterior distributions for simulated data from Bernoulli and Poisson likelihoods. One major advantage of the BPA is its significantly lower computational time, which was measured to be at least 95% faster than NUTS in analyzing single parameter models. The BPA was also applied to a multi-parameter Cauchy model using real data of the height differences of cross- and self-fertilized plants. The posterior medians for the location parameter were consistent with other Bayesian sampling methods. Additionally, the posterior median for the logarithm of the scale parameter obtained from the BPA was close to the estimated posterior median calculated using the Laplace normal approximation. The computational time of the BPA implementation of the Cauchy analysis is 55% faster compared to that for NUTS. Overall, we have found that the BPA is a highly efficient alternative to the Hamiltonian Monte Carlo and other standard MCMC methods.