We generalize the method proposed by Gelman and Rubin (1992a) for monitoring the convergence of iterative simulations by comparing between and within variances of multiple chains, in order to obtain a ...
The oldest stochastic approximation method is the Robbins—Monro process. This estimates an unknown scalar parameter by stepping from one trial value for the parameter to another, adopting the last ...
On Friday the 24th of January 2020, M.Sc. Janne Leppä-aho will defend his doctoral thesis on Methods for Learning Directed and Undirected Graphical Models. The thesis is a part of research done in the ...