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Stochastic Gradient MCMC Methods for Hidden Markov Models
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use SG-RLD instead of batch-RLD | HMM inference on ion channel recordings · Ion channel recordings | time to convergence: 1,000 times faster | Helped |
| Use adaptive buffers around sampled subsequences (ablation) | SG-RLD for HMMs · Diagonally dominant synthetic data | 10-step-ahead predictive log probability | Helped |
| Use adaptive buffers around sampled subsequences (ablation) | SG-RLD for HMMs · Reversed cycles synthetic data | 10-step-ahead predictive log probability | Helped |
| Remove buffering (ablation) | SG-RLD for HMMs · Synthetic HMM data | transition matrix estimation | Hurt |
| Treat observations as i.i.d. instead of modeling HMM dynamics (ablation) | SG-RLD · Diagonally dominant and reversed cycles synthetic data | 10-step-ahead predictive log probability | Hurt |
| Use non-conjugate log-normal emissions instead of conjugate Gaussian emissions (ablation) | SG-RLD HMM · Synthetic log-normal emission data | transition matrix estimation convergence | Helped |
| Use non-conjugate log-normal emissions instead of conjugate Gaussian emissions (ablation) | SG-RLD HMM · Synthetic log-normal emission data | number of states selected: 2; 4 | Helped |
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