1 code implementation • 1 Feb 2023 • Jinlin Lai, Javier Burroni, Hui Guan, Daniel Sheldon
Hamiltonian Monte Carlo (HMC) is a powerful algorithm to sample latent variables from Bayesian models.
1 code implementation • 30 Sep 2021 • Jinlin Lai, Justin Domke, Daniel Sheldon
We reveal that the marginal particle filter is obtained from sequential Monte Carlo by applying Rao-Blackwellization operations, which sacrifices the trajectory information for reduced variance and differentiability.
no code implementations • 29 Nov 2020 • Jinlin Lai, Lixin Zou, Jiaxing Song
Off-policy evaluation is a key component of reinforcement learning which evaluates a target policy with offline data collected from behavior policies.
no code implementations • 25 Sep 2019 • Haowen Xu, Wenxiao Chen, Jinlin Lai, Zhihan Li, Youjian Zhao, Dan Pei
Using powerful posterior distributions is a popular technique in variational inference.
no code implementations • 31 May 2019 • Haowen Xu, Wenxiao Chen, Jinlin Lai, Zhihan Li, Youjian Zhao, Dan Pei
Using powerful posterior distributions is a popular approach to achieving better variational inference.