The block-Poisson estimator for optimally tuned exact subsampling MCMC

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The block-Poisson estimator for optimally tuned exact subsampling MCMC

27 March 2016

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Papers citing "The block-Poisson estimator for optimally tuned exact subsampling MCMC"

13 / 13 papers shown

Title
Improving Sampling Accuracy of Stochastic Gradient MCMC Methods via Non-uniform Subsampling of Gradients Ruilin Li Xin Wang H. Zha Molei Tao 32 4 0 20 Feb 2020
Hamiltonian Monte Carlo with Energy Conserving Subsampling Khue-Dung Dang M. Quiroz Robert Kohn Minh-Ngoc Tran M. Villani 82 62 0 02 Aug 2017
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 78 233 0 11 Jul 2016
The Correlated Pseudo-Marginal Method George Deligiannidis Arnaud Doucet M. Pitt 70 101 0 16 Nov 2015
Speeding Up MCMC by Delayed Acceptance and Data Subsampling M. Quiroz Minh-Ngoc Tran M. Villani Robert Kohn 99 43 0 22 Jul 2015
On Markov chain Monte Carlo methods for tall data Rémi Bardenet Arnaud Doucet Chris Holmes 71 279 0 11 May 2015
Accelerating Metropolis-Hastings algorithms by Delayed Acceptance Marco Banterle Clara Grazian Anthony Lee Christian P. Robert 70 55 0 03 Mar 2015
Accelerating Metropolis-Hastings algorithms: Delayed acceptance with prefetching Marco Banterle Clara Grazian Christian P. Robert 57 13 0 10 Jun 2014
Firefly Monte Carlo: Exact MCMC with Subsets of Data D. Maclaurin Ryan P. Adams 148 179 0 22 Mar 2014
On the efficiency of pseudo-marginal random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Gareth O. Roberts Jeffrey S. Rosenthal 82 191 0 27 Sep 2013
On Russian Roulette Estimates for Bayesian Inference with Doubly-Intractable Likelihoods A. Lyne Mark Girolami Yves F. Atchadé Heiko Strathmann Daniel P. Simpson 111 135 0 17 Jun 2013
Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget Anoop Korattikara Yutian Chen Max Welling 73 244 0 19 Apr 2013
MCMC using Hamiltonian dynamics Radford M. Neal 292 3,279 0 09 Jun 2012