异步 Gibbs 采样保证快速混合和低偏差

Feb, 2016

Ensuring Rapid Mixing and Low Bias for Asynchronous Gibbs Sampling

Christopher De Sa, Kunle Olukotun, Christopher Ré

TL;DR本文研究异步Gibbs抽样中的偏差和混合时间问题，展示理论结果与实验结果的相符性。

Abstract

gibbs sampling is a markov chain monte carlo technique commonly used for estimating marginal distributions. To speed up gibbs sampling, th