Abstract. Learning algorithms relying on Gibbs sampling based stochastic approximations of the log-likelihood gradient have become a common way to train Restricted Boltzmann Machin...
We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle, S. Sen, Stochastic Decomposition, Kluwer Academic Publishers, 1996] for two-st...
Background: Character mapping on phylogenies has played an important, if not critical role, in our understanding of molecular, morphological, and behavioral evolution. Until very ...