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Research map / Probabilistic and scientific modeling / Variational and generative sampling

Automatically marginalized MCMC in probabilistic programming

ICML 2023 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Stochastic gradient MCMC · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Automatically marginalize the Beta-distributed local probabilitiesHMC on repeated binary trials · Baseball hits 1970Min ESS/s: 14.8 (12.7) -> 592.3 (304.2)Helped
Automatically marginalize the Beta-distributed local probabilitiesHMC on repeated binary trials · Rat tumorsMin ESS/s: 37.7 (2.1) -> 1072.7 (134.0)Helped
Automatically marginalize the Beta-distributed local probabilitiesHMC on repeated binary trials · Baseball hits 1996 ALMin ESS/s: 3.5 (0.2) -> 467.0 (29.5)Helped
Automatically marginalize conjugate latent variablesHMC on the pulmonary fibrosis model · Pulmonary fibrosisMin ESS/s: 0.1 (0.0) -> 1.8 (0.1)Helped
Automatically marginalize conjugate latent variables instead of reparameterizingHMC on the pulmonary fibrosis model · Pulmonary fibrosisMin ESS/s: 0.1 (0.0) -> 1.8 (0.1)Helped
Manually marginalize conjugate latent variablesStan NUTS on repeated binary trials · Baseball hits 1970 (Stan)Min ESS/s: 155.9 (43.4) -> 1407.9 (142.1)Helped
Manually marginalize conjugate latent variablesStan NUTS on repeated binary trials · Rat tumors (Stan)Min ESS/s: 623.7 (59.0) -> 1826.2 (84.4)Helped
Manually marginalize conjugate latent variablesStan NUTS on repeated binary trials · Baseball hits 1996 AL (Stan)Min ESS/s: 97.0 (5.6) -> 994.1 (27.0)Helped

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