Adaptive MCMC with Bayesian Optimization
暂无分享,去创建一个
Nando de Freitas | Firas Hamze | Ziyu Wang | Nimalan Mahendran | Ziyun Wang | N. D. Freitas | F. Hamze | Nimalan Mahendran
[1] K. Kawasaki. Diffusion Constants near the Critical Point for Time-Dependent Ising Models. I , 1966 .
[2] D. Bertsekas. Projected Newton methods for optimization problems with simple constraints , 1981, 1981 20th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes.
[3] Geoffrey E. Hinton,et al. A Learning Algorithm for Boltzmann Machines , 1985, Cogn. Sci..
[4] S. Duane,et al. Hybrid Monte Carlo , 1987 .
[5] Kenny Q. Ye. Orthogonal Column Latin Hypercubes and Their Application in Computer Experiments , 1998 .
[6] Donald R. Jones,et al. Global versus local search in constrained optimization of computer models , 1998 .
[7] Hoon Kim,et al. Monte Carlo Statistical Methods , 2000, Technometrics.
[8] C. Robert,et al. Controlled MCMC for Optimal Sampling , 2001 .
[9] H. Haario,et al. An adaptive Metropolis algorithm , 2001 .
[10] P. Diggle,et al. Childhood malaria in the Gambia: a case-study in model-based geostatistics. , 2002 .
[11] A. P. Dawid,et al. Gaussian Processes to Speed up Hybrid Monte Carlo for Expensive Bayesian Integrals , 2003 .
[12] Petros Dellaportas,et al. An Introduction to MCMC , 2003 .
[13] D. Finkel,et al. Direct optimization algorithm user guide , 2003 .
[14] Robert B. Gramacy,et al. Parameter space exploration with Gaussian process trees , 2004, ICML.
[15] Nando de Freitas,et al. An Introduction to MCMC for Machine Learning , 2004, Machine Learning.
[16] C. Andrieu,et al. On the ergodicity properties of some adaptive MCMC algorithms , 2006, math/0610317.
[17] Julien Bect,et al. On the convergence of the expected improvement algorithm , 2007 .
[18] J. Rosenthal,et al. Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms , 2007, Journal of Applied Probability.
[19] P. Diggle,et al. Model‐based geostatistics , 2007 .
[20] Christophe Andrieu,et al. A tutorial on adaptive MCMC , 2008, Stat. Comput..
[21] D. Lizotte. Practical bayesian optimization , 2008 .
[22] Carl E. Rasmussen,et al. Gaussian processes for machine learning , 2005, Adaptive computation and machine learning.
[23] Gareth O. Roberts,et al. Examples of Adaptive MCMC , 2009 .
[24] Andreas Krause,et al. Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting , 2009, IEEE Transactions on Information Theory.
[25] Nando de Freitas,et al. Intracluster Moves for Constrained Discrete-Space MCMC , 2010, UAI.
[26] E. Saksman,et al. On the ergodicity of the adaptive Metropolis algorithm on unbounded domains , 2008, 0806.2933.
[27] Matti Vihola,et al. Grapham: Graphical models with adaptive random walk Metropolis algorithms , 2008, Comput. Stat. Data Anal..
[28] Michael A. Osborne. Bayesian Gaussian processes for sequential prediction, optimisation and quadrature , 2010 .
[29] Sonja Kuhnt,et al. Design and analysis of computer experiments , 2010 .
[30] Nando de Freitas,et al. A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning , 2010, ArXiv.
[31] Radford M. Neal. MCMC Using Hamiltonian Dynamics , 2011, 1206.1901.
[32] Adam D. Bull,et al. Convergence Rates of Efficient Global Optimization Algorithms , 2011, J. Mach. Learn. Res..
[33] P. Priouret,et al. Bayesian Time Series Models: Adaptive Markov chain Monte Carlo: theory and methods , 2011 .
[34] Nando de Freitas,et al. Portfolio Allocation for Bayesian Optimization , 2010, UAI.
[35] Ziyun Wang,et al. Predictive Adaptation of Hybrid Monte Carlo with Bayesian Parametric Bandits , 2011 .
[36] D. Lizotte,et al. An experimental methodology for response surface optimization methods , 2012, J. Glob. Optim..
[37] David S. Leslie,et al. Optimistic Bayesian Sampling in Contextual-Bandit Problems , 2012, J. Mach. Learn. Res..
[38] Nando de Freitas,et al. Self-Avoiding Random Dynamics on Integer Complex Systems , 2011, TOMC.