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Spectral Subsampling MCMC for Stationary Time Series
Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datase...
10/30/2019 ∙ by Robert Salomone, et al. ∙
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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. ∙
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On some variance reduction properties of the reparameterization trick
The so-called reparameterization trick is widely used in variational inf...
09/27/2018 ∙ by Ming Xu, et al. ∙
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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. ∙
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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. ∙
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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. ∙
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Gaussian variational approximation for high-dimensional state space models
Our article considers variational approximations of the posterior distri...
01/24/2018 ∙ by Matias Quiroz, et al. ∙
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Hamiltonian Monte Carlo with Energy Conserving Subsampling
Hamiltonian Monte Carlo (HMC) has recently received considerable attenti...
08/02/2017 ∙ by Khue-Dung Dang, et al. ∙
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Exact Subsampling MCMC
Speeding up Markov Chain Monte Carlo (MCMC) for data sets with many obse...
03/27/2016 ∙ by Matias Quiroz, et al. ∙
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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. ∙
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