CSI Uncertainty in A.I. Lecture 141 The Bigger Picture (Sic) If you saw this picture, what game would you infer you were watching? How could we get a machine to make such inferences?
CSI Uncertainty in A.I. Lecture 142 Which Algorithm To Use Metropolis sampler –Global vs component Gibbs sampler Dynamical algorithms (next lectures, chapter 5 Neal)
CSI Uncertainty in A.I. Lecture 143 Behavior Over Time Initial State: TFT
CSI Uncertainty in A.I. Lecture 144 Dynamics of Gibbs and Metropolis Samplers What determines convergence? Motivating simple two dimensional case. Dynamics of movement Mixing, poor mixing, Multi-modality, stickiness, sensitivity to initial conditions Invariance to co-ordinate transformations –Translation, scaling, rotation
CSI Uncertainty in A.I. Lecture 145 Methods to Improve Movement Reparameterization Adaptive directional sampling Modifying the stationary distribution Metropolis Coupled MCMC (MCMCMC) Simulated tempering Tempered transitions