Xi'an's Og

After several clones of our SAME algorithm appeared in the literature, it is rather fun to see another paper acknowledging the connection. SAME but different was arXived today by Zhao, Jiang and Canny. The point of this short paper is to show that the parallel implementation of SAME leads to efficient performances compared with existing standards. Since the duplicated latent variables are independent [given θ] they can be simulated in parallel. They further assume independence between the components of those latent variables. And finite support. As in document analysis. So they can sample the replicated latent variables all at once. Parallelism is thus used solely for the components of the latent variable(s). SAME is normally associated with an annealing schedule but the authors could not detect an improvement over a fixed and large number of replications. They reported gains comparable to state-of-the-art variational Bayes on two large datasets. Quite fun to see SAME getting a new life thanks to computer scientists!

This entry was posted on October 27, 2014 at 12:14 am and is filed under Statistics, University life with tags data cloning, document analysis, map, Monte Carlo Statistical Methods, parallel MCMC, SAME, simulated annealing, simulation, stochastic optimisation, variational Bayes methods. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.