Full Name
Matt Hoffman
Company
Google DeepMind
Speaking At
Abstract
Traditional Markov chain Monte Carlo (MCMC) workflows run a small number of parallel chains for many steps. This workflow made sense in the days when parallel computation was limited to the number of cores on one's CPU, since it lets one amortize the cost of burn-in/warmup (i.e., discarding early samples to eliminate bias) over as many useful samples as possible. But modern commodity GPUs (
