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| 1 | A convergence analysis for a class of practical variance-reduction stochastic gradient MCMC显示文摘Stochastic gradient Markov chain Monte Carlo(SG-MCMC) has been developed as a flexible family of scalable Bayesian sampling algorithms. However, there has been little theoretical analysis of the impact of minibatch size to the algorithm's convergence rate. In this paper, we prove that at the beginning of an SG-MCMC algorithm, i.e., under limited computational budget/time, a larger minibatch size leads to a faster decrease of the mean squared error bound. The reason for this is due to the prominent noise in small minibatches when calculating stochastic gradients, motivating the necessity of variance reduction in SG-MCMC for practical use. By borrowing ideas from stochastic optimization, we propose a simple and practical variance-reduction technique for SG-MCMC, that is efficient in both computation and storage.More importantly, we develop the theory to prove that our algorithm induces a faster convergence rate than standard SG-MCMC. A number of large-scale experiments, ranging from Bayesian learning of logistic regression to deep neural networks, validate the theory and demonstrate the superiority of the proposed variance-reduction SG-MCMC framework. | Changyou CHEN Wenlin WANG Yizhe ZHANG Qinliang SU Lawrence CARIN | 2019 | Science China(Information Sciences)2019，62，1： | 3 |
| 2 | Muhilevel fast-muhipole algorithm for scattering from conducting targets above or embedded in a lossy half space显示文摘 | Geng Norbert Sullivan Anders Carin Lawrence | 2000 | IEEE Transactions on Geoscience and Remote Sensing2000，38，4： | 1 |
| 3 | Ultra-windband,short-pulse ground-penetrating radar: simulation and measurement 显示文摘 | Stanislav Vitebskiy Lawrence Carin | 1997 | IEEE Trans on geoscience and remote sensing1997，35，3： | 1 |
| 4 | Wideband time-reversal imaging of an elastic target in an acoustic waveguide显示文摘 | Lawrence Carin | 2004 | JASA2004，115，1： | 1 |
| 5 | Genetic Algorithrm Wavelet Design for Signal Clsassification 显示文摘 | Erie Jones paul Runkle Lawrence Carin | 2001 | Pattern Analysis and Machine Intekllgence2001，22，4： | 1 |
| 6 | A Hybrid Technique Combining the Moment Method with Physical Optics and Uniform Asymptotic for Scattering from 2-D Cylinders显示文摘 | Anders Sullivan Lawrence Carin | 1999 | Microwave Opt Technology Letter1999，21，2： | 1 |
| 7 | A modified SPIHT algorithm for image coding with a joint MSE and classification distortion measure显示文摘 | Shaorong Chang Lawrence Carin | 2006 | IEEE Transactions on Image Processing2006，15，3： | 1 |
| 8 | Multi-task learning for classification with Dirichlet process priors 显示文摘 | Xue Ya Liao Xue-jun Carin Lawrence | 2007 | Journal of Machine Learning Research2007，8，： | 1 |
| 9 | Off-Policy Reinforcement Learning with Gaussian Processes显示文摘An off-policy Bayesian nonparameteric approximate reinforcement learning framework,termed as GPQ,that employs a Gaussian processes(GP)model of the value(Q)function is presented in both the batch and online settings.Sufficient conditions on GP hyperparameter selection are established to guarantee convergence of off-policy GPQ in the batch setting,and theoretical and practical extensions are provided for the online case.Empirical results demonstrate GPQ has competitive learning speed in addition to its convergence guarantees and its ability to automatically choose its own bases locations. | Girish Chowdhary Miao Liu Robert Grande Thomas Walsh Jonathan How Lawrence Carin | 2014 | IEEE/CAA Journal of Automatica Sinica2014，1，3： | 1 |
| 10 | Infinite hidden Markov models for unusual-event detection in video显示文摘 | Pruteanu-Malinici Iulian Carin Lawrence | 2008 | IEEE Transactions on Image Processing2008，17，5： | 1 |
| 11 | Active learning and basis selection for kernel-based linear models: a bayesian perspec- tive 显示文摘 | John Paisey Liao Xuejun Carin Lawrence | 2010 | IEEE Transactions on Signal Processing2010，58，5： | 1 |
| 12 | Matching pursuits with a wave-based dictionary显示文摘 | Mark R McClure Lawrence Carin | 1997 | IEEE Trans on Signal Processing1997，45，12： | 1 |
| 13 | Phenomenological mo deling for FOPEN SAR:tree-trunk scattering on flat terrain and with concealed t argets显示文摘 | Jiangqi He Norbert Geng Lawrence Carin | 1999 | SPIE1999，3721，： | 1 |
| 14 | Compressive Sensing for Multi-Static Scattering Analysis显示文摘 | Lawrence Carin Dehong Liu Wenbin Lin and Bin Guo | 2009 | Journal of Computational2009，，22： | 1 |
| 15 | Compressive sensing for multi-static scattering analysis显示文摘 | Lawrence Carin LIU Dehong LIN Wenbin | 2009 | Journal of Computational Physics2009，228，9： | 1 |
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