Search Results for author: Hazal Koptagel

Found 5 papers, 2 papers with code

Statistical Distance Based Deterministic Offspring Selection in SMC Methods

no code implementations23 Dec 2022 Oskar Kviman, Hazal Koptagel, Harald Melin, Jens Lagergren

Over the years, sequential Monte Carlo (SMC) and, equivalently, particle filter (PF) theory has gained substantial attention from researchers.

VaiPhy: a Variational Inference Based Algorithm for Phylogeny

1 code implementation1 Mar 2022 Hazal Koptagel, Oskar Kviman, Harald Melin, Negar Safinianaini, Jens Lagergren

The exponential size of the tree space is, unfortunately, a substantial obstacle for Bayesian phylogenetic inference using Markov chain Monte Carlo based methods since these rely on local operations.

Density Estimation Variational Inference

Multiple Importance Sampling ELBO and Deep Ensembles of Variational Approximations

1 code implementation22 Feb 2022 Oskar Kviman, Harald Melin, Hazal Koptagel, Víctor Elvira, Jens Lagergren

In variational inference (VI), the marginal log-likelihood is estimated using the standard evidence lower bound (ELBO), or improved versions as the importance weighted ELBO (IWELBO).

Density Estimation Variational Inference

HAMSI: A Parallel Incremental Optimization Algorithm Using Quadratic Approximations for Solving Partially Separable Problems

no code implementations5 Sep 2015 Kamer Kaya, Figen Öztoprak, Ş. İlker Birbil, A. Taylan Cemgil, Umut Şimşekli, Nurdan Kuru, Hazal Koptagel, M. Kaan Öztürk

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems.

Parallel Stochastic Gradient Markov Chain Monte Carlo for Matrix Factorisation Models

no code implementations3 Jun 2015 Umut Şimşekli, Hazal Koptagel, Hakan Güldaş, A. Taylan Cemgil, Figen Öztoprak, Ş. İlker Birbil

For large matrix factorisation problems, we develop a distributed Markov Chain Monte Carlo (MCMC) method based on stochastic gradient Langevin dynamics (SGLD) that we call Parallel SGLD (PSGLD).

Cannot find the paper you are looking for? You can Submit a new open access paper.