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Mixing Rates for the Alternating Gibbs Sampler over Restricted Boltzmann Machines and Friends

2020-03-05 | |  69 |   42 |   0

Abstract

Alternating Gibbs sampling is a modification of classical Gibbs sampling where several variables are simultaneously sampled from their joint conditional distribution. In this work, we investigate the mixing rate of alternating Gibbs sampling with a particular emphasis on Restricted Boltzmann Machines (RBMs) and variants.

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