Bayesian Inference for Big Data with Stochastic Gradient Markov Chain Monte Carlo
Publications
2017

L. Hasenclever
,
S. Webb
,
T. Lienart
,
S. Vollmer
,
B. Lakshminarayanan
,
C. Blundell
,
Y. W. Teh
,
Distributed Bayesian Learning with Stochastic Naturalgradient Expectation Propagation and the Posterior Server, Journal of Machine Learning Research (JMLR), Oct. 2017.
Project: sgmcmc 
L. Hasenclever
,
S. Webb
,
T. Lienart
,
S. Vollmer
,
B. Lakshminarayanan
,
C. Blundell
,
Y. W. Teh
,
Distributed Bayesian Learning with Stochastic Natural Gradient Expectation Propagation and the Posterior Server, Journal of Machine Learning Research, vol. 18, no. 106, 1–37, 2017.
2016

W. Herlands
,
A. Wilson
,
H. Nickisch
,
S. Flaxman
,
D. Neill
,
W. Van Panhuis
,
E. Xing
,
Scalable Gaussian Processes for Characterizing Multidimensional Change Surfaces, in Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, 2016, 1013–1021.
Project: sgmcmc 
Y. W. Teh
,
A. H. Thiéry
,
S. J. Vollmer
,
Consistency and Fluctuations for Stochastic Gradient Langevin Dynamics, Journal of Machine Learning Research, 2016.
Project: sgmcmc 
S. J. Vollmer
,
K. C. Zygalakis
,
Y. W. Teh
,
Exploration of the (Non)asymptotic Bias and Variance of Stochastic Gradient Langevin Dynamics, Journal of Machine Learning Research (JMLR), 2016.
Project: sgmcmc
2015

T. Lienart
,
Y. W. Teh
,
A. Doucet
,
Expectation Particle Belief Propagation, in Advances in Neural Information Processing Systems (NeurIPS), 2015.
Project: sgmcmc 
B. Lakshminarayanan
,
D. M. Roy
,
Y. W. Teh
,
Particle Gibbs for Bayesian Additive Regression Trees, in Proceedings of the International Conference on Artificial Intelligence and Statistics, 2015.
2014

M. Xu
,
B. Lakshminarayanan
,
Y. W. Teh
,
J. Zhu
,
B. Zhang
,
Distributed Bayesian Posterior Sampling via Moment Sharing, in Advances in Neural Information Processing Systems, 2014.
Project: sgmcmc 
B. Paige
,
F. Wood
,
A. Doucet
,
Y. W. Teh
,
Asynchronous Anytime Sequential Monte Carlo, in Advances in Neural Information Processing Systems (NeurIPS), 2014.
Project: sgmcmc
Software
2016

L. Hasenclever
,
S. Webb
,
T. Lienart
,
S. Vollmer
,
B. Lakshminarayanan
,
C. Blundell
,
Y. W. Teh
,
Posterior Server. 2016.
Project: sgmcmc
2015

B. Lakshminarayanan
,
D. M. Roy
,
Y. W. Teh
,
PGBart. 2015.