Search Results for author: Wing H. Wong

Found 4 papers, 0 papers with code

Mini-batch Metropolis-Hastings MCMC with Reversible SGLD Proposal

no code implementations8 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.

Convergence of Contrastive Divergence with Annealed Learning Rate in Exponential Family

no code implementations20 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 $\eta_t$.

Convergence of Contrastive Divergence Algorithm in Exponential Family

no code implementations17 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 $\theta_\star$.

Learning Summary Statistic for Approximate Bayesian Computation via Deep Neural Network

no code implementations8 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.

Computational Efficiency

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