Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large Datasets

26 June 2017

Papers citing "Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large Datasets"

17 / 17 papers shown

Title
Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent A. Dalalyan BDL 42 174 0 16 Apr 2017
Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo Paul Fearnhead J. Bierkens M. Pollock Gareth O. Roberts 39 106 0 23 Nov 2016
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 67 232 0 11 Jul 2016
Quantifying the accuracy of approximate diffusions and Markov chains Jonathan H. Huggins James Zou 74 29 0 20 May 2016
Optimal approximating Markov chains for Bayesian inference J. Johndrow Jonathan C. Mattingly Sayan Mukherjee David B. Dunson 47 31 0 13 Aug 2015
On Markov chain Monte Carlo methods for tall data Rémi Bardenet Arnaud Doucet Chris Holmes 71 276 0 11 May 2015
Stability of Noisy Metropolis-Hastings F. Medina-Aguayo Anthony Lee Gareth O. Roberts 76 41 0 24 Mar 2015
Perturbation theory for Markov chains via Wasserstein distance Daniel Rudolf Nikolaus Schweizer 67 108 0 13 Mar 2015
Accelerating Metropolis-Hastings algorithms by Delayed Acceptance Marco Banterle Clara Grazian Anthony Lee Christian P. Robert 56 55 0 03 Mar 2015
Speeding Up MCMC by Efficient Data Subsampling M. Quiroz Robert Kohn M. Villani Minh-Ngoc Tran 70 174 0 16 Apr 2014
Firefly Monte Carlo: Exact MCMC with Subsets of Data D. Maclaurin Ryan P. Adams 127 179 0 22 Mar 2014
On nonnegative unbiased estimators Pierre E. Jacob Alexandre Hoang Thiery 101 67 0 25 Sep 2013
Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget Anoop Korattikara Yutian Chen Max Welling 68 243 0 19 Apr 2013
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms Christophe Andrieu M. Vihola 63 127 0 04 Oct 2012
Approximate Bayesian Computational methods Jean-Michel Marin Pierre Pudlo Christian P. Robert Robin J. Ryder 178 861 0 05 Jan 2011
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 134 890 0 31 Mar 2009
Approximate Bayesian computation (ABC) gives exact results under the assumption of model error Richard D. Wilkinson 91 273 0 20 Nov 2008