1 code implementation • 22 May 2024 • Congye Wang, Wilson Chen, Heishiro Kanagawa, Chris. J. Oates
An informal observation, made by several authors, is that the adaptive design of a Markov transition kernel has the flavour of a reinforcement learning task.
3 code implementations • pproximateinference AABI Symposium 2021 • Marina Riabiz, Wilson Chen, Jon Cockayne, Pawel Swietach, Steven A. Niederer, Lester Mackey, Chris. J. Oates
The use of heuristics to assess the convergence and compress the output of Markov chain Monte Carlo can be sub-optimal in terms of the empirical approximations that are produced.
