no code implementations • 13 Jun 2020 • Masahiro Fujisawa, Takeshi Teshima, Issei Sato, Masashi Sugiyama
Approximate Bayesian computation (ABC) is a likelihood-free inference method that has been employed in various applications.
no code implementations • 1 Feb 2019 • Masahiro Fujisawa, Issei Sato
We theoretically show that, with our method, the variance of the gradient estimator decreases as optimization proceeds and that a learning rate scheduler function helps improve the convergence.