3 code implementations • 14 Sep 2019 • Wei Jiang, Malgorzata Bogdan, Julie Josse, Blazej Miasojedow, Veronika Rockova, Traumabase group
We consider the problem of variable selection in high-dimensional settings with missing observations among the covariates.
Methodology Applications Computation
no code implementations • 2 Feb 2019 • Belhal Karimi, Blazej Miasojedow, Eric Moulines, Hoi-To Wai
We illustrate these settings with the online EM algorithm and the policy-gradient method for average reward maximization in reinforcement learning.
2 code implementations • 4 May 2012 • Blazej Miasojedow, Eric Moulines, Matti Vihola
Parallel tempering is a generic Markov chain Monte Carlo sampling method which allows good mixing with multimodal target distributions, where conventional Metropolis-Hastings algorithms often fail.
Computation