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An introduction to MCMC for machine learning.
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“This implies that any composition or mixture of these operators also leaves invariant, see, e.g., [38].”
From Neural dynamics as sampling: a model for stochastic computation in recurrent networks of spiking neurons (2011) · cites this paper as [38]
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Metadata
- Authors
- Andrieu, C., de Freitas, N., Doucet, A., & Jordan, M. I.
- Affiliations
- University of Bristol (GB)
- University of California, Berkeley (US)
- Corresponding author
- Andrieu, Christophe
- Jordan, Michael I.
- Venue
- Machine Learning
- Published
- 2003-01
- Volume
- 50
- Issue
- 1-2
- Pages
- 5-43
- ISSN
- 0885-6125 (ISSN-L)
- 1573-0565
- OpenAlex
- W2135194391
- Cited by
- 2,451
- References
- 166
- Citations by year
- 2026: 61 · 2025: 81 · 2024: 92 · 2023: 118 · 2022: 141 · 2021: 176 · 2020: 170 · 2019: 175 · 2018: 160 · 2017: 148 · 2016: 129 · 2015: 128 · 2014: 122 · 2013: 102 · 2012: 121
- FWCI
- 36.33
- Type
- journal article
- Language
- en
- Open access
- bronze
- doi.org
- Licence
- Locations
- Machine Learning (publishedVersion)
- Explore Bristol Research (submittedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Markov Chains and Monte Carlo Methods
- Physical Sciences › Computer Science › Artificial Intelligence › Gaussian Processes and Bayesian Inference
- Physical Sciences › Computer Science › Artificial Intelligence › Bayesian Modeling and Causal Inference
- Keywords
- Markov chain Monte Carlo, Monte Carlo methods, probabilistic machine learning, MCMC simulation, sampling methods
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
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