An introduction to MCMC for machine learning
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This purpose of this introductory paper is to introduce the Monte Carlo method with emphasis on probabilistic machine learning and review the main building blocks of modern Markov chain Monte Carlo simulation.Abstract:
This purpose of this introductory paper is threefold. First, it introduces the Monte Carlo method with emphasis on probabilistic machine learning. Second, it reviews the main building blocks of modern Markov chain Monte Carlo simulation, thereby providing and introduction to the remaining papers of this special issue. Lastly, it discusses new interesting research horizons.read more
Citations
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Pattern Recognition and Machine Learning
TL;DR: Probability distributions of linear models for regression and classification are given in this article, along with a discussion of combining models and combining models in the context of machine learning and classification.
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Machine Learning : A Probabilistic Perspective
TL;DR: This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach, and is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.
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Learning Deep Architectures for AI
TL;DR: The motivations and principles regarding learning algorithms for deep architectures, in particular those exploiting as building blocks unsupervised learning of single-layer modelssuch as Restricted Boltzmann Machines, used to construct deeper models such as Deep Belief Networks are discussed.
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Mixed-effects modeling with crossed random effects for subjects and items
TL;DR: In this article, the authors provide an introduction to mixed-effects models for the analysis of repeated measurement data with subjects and items as crossed random effects, and a worked-out example of how to use recent software for mixed effects modeling is provided.
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Taking the Human Out of the Loop: A Review of Bayesian Optimization
TL;DR: This review paper introduces Bayesian optimization, highlights some of its methodological aspects, and showcases a wide range of applications.
References
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Maximum likelihood from incomplete data via the EM algorithm
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Optimization by Simulated Annealing
TL;DR: There is a deep and useful connection between statistical mechanics and multivariate or combinatorial optimization (finding the minimum of a given function depending on many parameters), and a detailed analogy with annealing in solids provides a framework for optimization of very large and complex systems.
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Equation of state calculations by fast computing machines
TL;DR: In this article, a modified Monte Carlo integration over configuration space is used to investigate the properties of a two-dimensional rigid-sphere system with a set of interacting individual molecules, and the results are compared to free volume equations of state and a four-term virial coefficient expansion.
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Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
Stuart Geman,Donald Geman +1 more
TL;DR: The analogy between images and statistical mechanics systems is made and the analogous operation under the posterior distribution yields the maximum a posteriori (MAP) estimate of the image given the degraded observations, creating a highly parallel ``relaxation'' algorithm for MAP estimation.
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Monte Carlo Sampling Methods Using Markov Chains and Their Applications
TL;DR: A generalization of the sampling method introduced by Metropolis et al. as mentioned in this paper is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates.