• Corpus ID: 88520849

# Asynchronous Gibbs Sampling

@inproceedings{Terenin2020AsynchronousGS,
title={Asynchronous Gibbs Sampling},
author={Alexander Terenin and Daniel P. Simpson and David Draper},
booktitle={AISTATS},
year={2020}
}
• Published in AISTATS 30 September 2015
• Computer Science
Gibbs sampling is a Markov Chain Monte Carlo (MCMC) method often used in Bayesian learning. MCMC methods can be difficult to deploy on parallel and distributed systems due to their inherently sequential nature. We study asynchronous Gibbs sampling, which achieves parallelism by simply ignoring sequential requirements. This method has been shown to produce good empirical results for some hierarchical models, and is popular in the topic modeling community, but was also shown to diverge for other…
31 Citations

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