
Exact Subsampling MCMC
Speeding up Markov Chain Monte Carlo (MCMC) for data sets with many obse...
03/27/2016 ∙ by Matias Quiroz, et al. ∙ 0 ∙ shareread it

Speeding Up MCMC by Efficient Data Subsampling
We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework...
04/16/2014 ∙ by Matias Quiroz, et al. ∙ 0 ∙ shareread it

Hamiltonian Monte Carlo with Energy Conserving Subsampling
Hamiltonian Monte Carlo (HMC) has recently received considerable attenti...
08/02/2017 ∙ by KhueDung Dang, et al. ∙ 0 ∙ shareread it

Gaussian variational approximation for highdimensional state space models
Our article considers variational approximations of the posterior distri...
01/24/2018 ∙ by Matias Quiroz, et al. ∙ 0 ∙ shareread it

Subsampling MCMC  A review for the survey statistician
The rapid development of computing power and efficient Markov Chain Mont...
07/23/2018 ∙ by Matias Quiroz, et al. ∙ 0 ∙ shareread it

Subsampling MCMC  An introduction for the survey statistician
The rapid development of computing power and efficient Markov Chain Mont...
07/23/2018 ∙ by Matias Quiroz, et al. ∙ 0 ∙ shareread it

On some variance reduction properties of the reparameterization trick
The socalled reparameterization trick is widely used in variational inf...
09/27/2018 ∙ by Ming Xu, et al. ∙ 0 ∙ shareread it

Subsampling Sequential Monte Carlo for Static Bayesian Models
Our article shows how to carry out Bayesian inference by combining data ...
05/08/2018 ∙ by David Gunawan, et al. ∙ 0 ∙ shareread it

Variance reduction properties of the reparameterization trick
The reparameterization trick is widely used in variational inference as ...
09/27/2018 ∙ by Ming Xu, et al. ∙ 0 ∙ shareread it
Matias Quiroz
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