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Herded Gibbs sampling

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Title: Herded Gibbs sampling
Author: Fang, Jing
Degree: Master of Science - MSc
Program: Computer Science
Copyright Date: 2012
Issue Date: 2012-09-06
Publisher University of British Columbia
Abstract: The Gibbs sampler is one of the most popular algorithms for inference in statistical models. In this thesis, we introduce a herding variant of this algorithm that is entirely deterministic. We demonstrate, with simple examples, that herded Gibbs exhibits better convergence behavior for approximating the marginal distributions than Gibbs sampling. In particular, image denoising exemplifies the effectiveness of herded Gibbs as an inference technique for Markov Random Fields (MRFs). Also, we adopt herded Gibbs as the inference engine for Conditional Random Fields (CRFs) in Named Entity Recognition (NER) and show that it is competitive with the state of the art. The conclusion is that herded Gibbs, for graphical models with nodes of low degree, is very close to Gibbs sampling in terms of the complexity of the code and computation, but that it converges much faster.
Affiliation: Science, Faculty of
URI: http://hdl.handle.net/2429/43188
Scholarly Level: Graduate

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