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Stochastic Gradient MCMC Methods for Hidden Markov Models

ICML 2017 · Optimization › Optimizers · approach: Stochastic gradient MCMC · 20 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use SG-RLD instead of batch-RLDHMM inference on ion channel recordings · Ion channel recordingstime to convergence: 1,000 times fasterHelped
Use adaptive buffers around sampled subsequences (ablation)SG-RLD for HMMs · Diagonally dominant synthetic data10-step-ahead predictive log probabilityHelped
Use adaptive buffers around sampled subsequences (ablation)SG-RLD for HMMs · Reversed cycles synthetic data10-step-ahead predictive log probabilityHelped
Remove buffering (ablation)SG-RLD for HMMs · Synthetic HMM datatransition matrix estimationHurt
Treat observations as i.i.d. instead of modeling HMM dynamics (ablation)SG-RLD · Diagonally dominant and reversed cycles synthetic data10-step-ahead predictive log probabilityHurt
Use non-conjugate log-normal emissions instead of conjugate Gaussian emissions (ablation)SG-RLD HMM · Synthetic log-normal emission datatransition matrix estimation convergenceHelped
Use non-conjugate log-normal emissions instead of conjugate Gaussian emissions (ablation)SG-RLD HMM · Synthetic log-normal emission datanumber of states selected: 2; 4Helped

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