Tin Nguyen
Tin Nguyen
Home
Publications
Talks
Projects
Light
Dark
Automatic
Markov Chain Monte Carlo
Many processors, little time: MCMC for partitions via optimal transport couplings
Markov chain Monte Carlo (MCMC) methods are often used in clustering since they guarantee asymptotically exact expectations in the …
Tin Nguyen
,
Brian L. Trippe
,
Tamara Broderick
PDF
Cite
Code
Poster
Slides
Optimal transport couplings of Gibbs samplers on partitions for unbiased estimation
Computational couplings of Markov chains provide a practical route to unbiased Monte Carlo estimation that can utilize parallel …
Brian L. Trippe
,
Tin Nguyen
,
Tamara Broderick
PDF
Code
Cite
×