Search Results for author: Sebastian J. Vollmer

Found 8 papers, 4 papers with code

Energy Discrepancies: A Score-Independent Loss for Energy-Based Models

1 code implementation NeurIPS 2023 Tobias Schröder, Zijing Ou, Jen Ning Lim, Yingzhen Li, Sebastian J. Vollmer, Andrew B. Duncan

Energy-based models are a simple yet powerful class of probabilistic models, but their widespread adoption has been limited by the computational burden of training them.

Flexible model composition in machine learning and its implementation in MLJ

no code implementations31 Dec 2020 Anthony D. Blaom, Sebastian J. Vollmer

A graph-based protocol called `learning networks' which combine assorted machine learning models into meta-models is described.

BIG-bench Machine Learning

MLJ: A Julia package for composable machine learning

1 code implementation23 Jul 2020 Anthony D. Blaom, Franz Kiraly, Thibaut Lienart, Yiannis Simillides, Diego Arenas, Sebastian J. Vollmer

MLJ (Machine Learing in Julia) is an open source software package providing a common interface for interacting with machine learning models written in Julia and other languages.

BIG-bench Machine Learning

Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains

4 code implementations16 Jan 2017 Joris Bierkens, Alexandre Bouchard-Côté, Arnaud Doucet, Andrew B. Duncan, Paul Fearnhead, Thibaut Lienart, Gareth Roberts, Sebastian J. Vollmer

Piecewise Deterministic Monte Carlo algorithms enable simulation from a posterior distribution, whilst only needing to access a sub-sample of data at each iteration.

Methodology Computation

Measuring Sample Quality with Diffusions

no code implementations21 Nov 2016 Jackson Gorham, Andrew B. Duncan, Sebastian J. Vollmer, Lester Mackey

Stein's method for measuring convergence to a continuous target distribution relies on an operator characterizing the target and Stein factor bounds on the solutions of an associated differential equation.

Relativistic Monte Carlo

no code implementations14 Sep 2016 Xiaoyu Lu, Valerio Perrone, Leonard Hasenclever, Yee Whye Teh, Sebastian J. Vollmer

Based on this, we develop relativistic stochastic gradient descent by taking the zero-temperature limit of relativistic stochastic gradient Hamiltonian Monte Carlo.

The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method

3 code implementations8 Oct 2015 Alexandre Bouchard-Côté, Sebastian J. Vollmer, Arnaud Doucet

We explore and propose several original extensions of an alternative approach introduced recently in Peters and de With (2012) where the target distribution of interest is explored using a continuous-time Markov process.

Methodology Statistics Theory Statistics Theory

(Non-) asymptotic properties of Stochastic Gradient Langevin Dynamics

no code implementations2 Jan 2015 Sebastian J. Vollmer, Konstantinos C. Zygalakis, and Yee Whye Teh

For this toy model we study the gain of the SGLD over the standard Euler method in the limit of large data sets.

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