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X-WR-CALNAME:Polynomial acceleration of Gibbs sampling (from probability di
 stributions) - Colin Fox\, Associate Professor\, University of Otago
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TZUNTIL:20211107T090000Z
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DTSTART:20191103T020000
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TZOFFSETTO:-0800
RDATE:20201101T020000
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DTSTAMP:20260822T223825Z
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CREATED:20191120T180400Z
DESCRIPTION:Abstract: The standard Gibbs sampler (a.k.a. Glauber dynamics a
 nd local heat-bath thermalization) is essentially identical to Gauss-Seide
 l iteration\, when applied to Gaussian target distributions. This explains
  the slow (geometric) convergence of the Gibbs sampler\, but also indicate
 s how to accelerate using polynomials. Polynomial acceleration of MCMC is 
 simple in concept\, and can be used to explicitly construct an accelerated
  Gibbs sampler for Gaussian-like distributions\, giving optimal convergenc
 e rates. The past few years have seen development of a number of other sam
 pling algorithms based…
DTSTART;TZID=America/Vancouver:20191122T160000
DTEND;TZID=America/Vancouver:20191122T170000
LAST-MODIFIED:20210611T171213Z
LOCATION:MacLeod (MCLD) - 254\, 2356 Main Mall\, Vancouver\, BC
SUMMARY:Polynomial acceleration of Gibbs sampling (from probability distrib
 utions) - Colin Fox\, Associate Professor\, University of Otago
TRANSP:OPAQUE
URL:https://caida.ubc.ca/index.php/event/polynomial-acceleration-gibbs-samp
 ling-probability-distributions-colin-fox-associate
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