Stochastic thermodynamic integration: Efficient Bayesian model selection via stochastic gradient MCMC

Umut Simsekli, Roland Badeau, Gaƫl Richard, Ali Taylan Cemgil. Stochastic thermodynamic integration: Efficient Bayesian model selection via stochastic gradient MCMC. In 2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016, Shanghai, China, March 20-25, 2016. pages 2574-2578, IEEE, 2016. [doi]

Abstract

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