Improving Gibbs Sampler Scan Quality with DoGS
ICML, pp. 2469-2477, 2017.
The pairwise influence matrix of Dobrushin has long been used as an analytical tool to bound the rate of convergence of Gibbs sampling. In this work, we use Dobrushin influence as the basis of a practical tool to certify and efficiently improve the quality of a discrete Gibbs sampler. Our Dobrushin-optimized Gibbs samplers (DoGS) offer cu...More