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JMLR
2010

On Combining Graph-based Variance Reduction schemes

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On Combining Graph-based Variance Reduction schemes
In this paper, we consider two variance reduction schemes that exploit the structure of the primal graph of the graphical model: Rao-Blackwellised w-cutset sampling and AND/OR sampling. We show that the two schemes are orthogonal and can be combined to further reduce the variance. Our combination yields a new family of estimators which trade time and space with variance. We demonstrate experimentally that the new estimators are superior, often yielding an order of magnitude improvement over previous schemes on several benchmarks.
Vibhav Gogate, Rina Dechter
Added 19 May 2011
Updated 19 May 2011
Type Journal
Year 2010
Where JMLR
Authors Vibhav Gogate, Rina Dechter
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