207
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JMLR
2012
13 years 9 months ago
2012
This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to nondifferentiable objective functions and trades off explor...
188
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JMLR
2012
13 years 9 months ago
2012
We describe a novel approach to quadrature for ratios of probabilistic integrals, such as are used to compute posterior probabilities. This approach offers performance superior t...
224
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JMLR
2012
13 years 9 months ago
2012
The expectation maximization (EM) algorithm is a popular algorithm for parameter estimation in models with hidden variables. However, the algorithm has several non-trivial limitat...
218
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JMLR
2012
13 years 9 months ago
2012
We study a generalized framework for structured sparsity. It extends the well known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as pa...