Techniques for automated bayesian posterior sampling using markov chain monte carlo and related schemes
AssigneeSAS Institute Inc.
InventorsChristian Macaro, Jan Chvosta, Mark Roland Little
Life of this patent
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Abstract
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.
Claims31
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.
A computer-implemented method, comprising:
- initializing, with a computing system configured for Bayesian sampling, one or more values in an accuracy phase;
- performing sampling in the accuracy phase based upon the one or more values to generate a plurality of samples;
- evaluating the plurality of samples based upon one or more accuracy criteria;
- and
- exiting the accuracy phase when the plurality of samples meets the one or more accuracy criteria.
An apparatus, comprising:
- processor circuitry;
- and
- at least one memory unit communicatively coupled to the processor circuitry, the at least one memory unit configured to store:
- an initialization module configured to initialize one or more values in an accuracy phase for a system configured for Bayesian sampling;
- a sampling module configured to perform sampling in the accuracy phase based upon the one or more values to generate a plurality of samples;
- and
- an evaluation module configured to 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.
A computer-program product tangibly embodied in a non-transitory machine-readable storage medium, the computer-program product including instructions operable to cause a computing device to perform operations including:
- executing an accuracy phase of a system configured to perform Bayesian sampling, the execution of the accuracy phase comprising operations including:
- initializing one or more values;
- performing sampling in the accuracy phase based upon the one or more values to generate a plurality of samples;
- accessing one or more accuracy criteria;
- evaluating the plurality of samples based upon the one or more accuracy criteria;
- and
- ending the execution of the accuracy phase when the plurality of samples meets the one or more accuracy criteria.
Dependencies are inferred from the claim text.