TECHNIQUES FOR AUTOMATED BAYESIAN POSTERIOR SAMPLING USING MARKOV CHAIN MONTE CARLO AND RELATED SCHEMES

摘要

Techniques for automated Bayesian posterior sampling using Markov Chain Monte Carlo and related schemes are described. In an embodiment, one or more values in an accuracy phase for a system configured for Bayesian sampling may be initialized. Sampling may be performed in the accuracy phase based upon the one or more values to generate a plurality of samples. The plurality of samples may be evaluated based upon one or more accuracy criteria. The accuracy phase may be exited when the plurality of samples meets the one or more accuracy criteria. Other embodiments are described and claimed.

主权项

1. An article of manufacture comprising a non-transitory computer-readable storage medium comprising instructions that, when executed, cause a system to:
initialize one or more values in an accuracy phase for a system configured for Bayesian sampling; perform sampling in the accuracy phase based upon the one or more values to generate a plurality of samples; evaluate the plurality of samples based upon one or more accuracy criteria; and exit the accuracy phase when the plurality of samples meets the one or more accuracy criteria.