Adaptive Rao-Blackwellisation in Gibbs Sampling for Probabilistic Graphical Models

Craig Kelly, Somdeb Sarkhel, Deepak Venugopal

Abstract: Rao-Blackwellisation is a technique that provably improves the performance of Gibbs sampling by summing-out variables from the PGM. However, collapsing variables is computationally expensive, since...