no code implementations • 8 Aug 2019 • Tung-Yu Wu, Y. X. Rachel Wang, Wing H. Wong
To further extend the utility of the algorithm to high dimensional settings, we construct a proposal with forward and reverse moves using stochastic gradient and show that the construction leads to reasonable acceptance probabilities.
no code implementations • 20 May 2016 • Bai Jiang, Tung-Yu Wu, Wing H. Wong
In this paper, we establish consistency and convergence rate of CD with annealed learning rate $\eta_t$.
no code implementations • 17 Mar 2016 • Bai Jiang, Tung-Yu Wu, Yifan Jin, Wing H. Wong
\sum_{s=0}^{t-1} \theta_s \right/ t$ as $t \to \infty$ is a consistent estimate for the true parameter $\theta_\star$.
no code implementations • 8 Oct 2015 • Bai Jiang, Tung-Yu Wu, Charles Zheng, Wing H. Wong
Approximate Bayesian Computation (ABC) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods.