Asynchronous Gibbs Sampling

Understand

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 targets.