BriefGPT.xyz
Jun, 2016
Gibbs抽样中的扫描顺序:在扫描顺序有影响的模型中以及其影响程度的界限
Scan Order in Gibbs Sampling: Models in Which it Matters and Bounds on How Much
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Bryan He, Christopher De Sa, Ioannis Mitliagkas, Christopher Ré
TL;DR
使用conductance方法增加状态空间进行研究,证明从系统扫描中得到的混合时间与从随机扫描中得到的混合时间最多相差多项式阶。
Abstract
gibbs sampling
is a
markov chain monte carlo
sampling technique that iteratively samples variables from their conditional distributions. There are two common scan orders for the variables: random scan and
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