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

Large-Scale Stochastic Sampling from the Probability Simplex

NeurIPS 2018 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Stochastic gradient MCMC · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use SCIR instead of SGRLDSimplex sampling on sparse Dirichlet posterior · Sparse synthetic Dirichlet posteriorKolmogorov-Smirnov distanceHelped
Use SCIR instead of SGRLDSimplex sampling on dense Dirichlet posterior · Dense synthetic Dirichlet posteriorKolmogorov-Smirnov distanceNo clear effect
Use SCIR instead of SGRLDLDA · Wikipedia documentsPerplexityHelped
Use SCIR instead of SGRLDBayesian nonparametric mixture model · Anonymous Microsoft user datasetLog predictive test scoreHelped
Use stochastic-gradient samplers instead of the Gibbs slice samplerBayesian nonparametric mixture model · Anonymous Microsoft user datasetLog predictive test scoreHurt
Use SCIR instead of SGRLDSimplex sampling · Sparse Dirichlet posteriorAbility to sample small simplex componentsHelped
Use SCIR instead of SGRLDSimplex sampling · Sparse versus dense synthetic Dirichlet posteriorsSampler performanceMixed
Use a larger vocabularyLDA with SCIR · Wikipedia documentsPerplexityMixed
Use a decreasing stepsize scheme (ablation)SCIR · LDAPerplexityHelped
Increase the Dirichlet process concentration parameter (ablation)SGRLD · Anonymous Microsoft user datasetLog predictive test scoreHurt
Use SCIR without discretizing the underlying CIR processSCIR · Gamma targetAsymptotic biasHelped

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