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Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due ...
Auxiliary variable methods such as the Parallel Tempering and the cluster Monte Carlo methods generate samples that follow a target distri-bution by using proposal and auxiliary distributions.In sampl...
Restricted Boltzmann Machines (RBM) have attracted a lot of attention of late, as one the principle building blocks of deep networks. Training RBMs remains problematic however, because of the intracti...
In this paper, we consider the implications of the fact that parallel raw-power can be exploited by a generic Metropolis--Hastings algorithm if the proposed values are independent. In particular, we p...
Markov chain Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method ...

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