Hamiltonian Monte Carlo with Energy Conserving Subsampling

2 August 2017

Papers citing "Hamiltonian Monte Carlo with Energy Conserving Subsampling"

33 / 33 papers shown

Title
The promises and pitfalls of Stochastic Gradient Langevin Dynamics N. Brosse Alain Durmus Eric Moulines 39 78 0 25 Nov 2018
Subsampling MCMC - An introduction for the survey statistician M. Quiroz M. Villani Robert Kohn Minh-Ngoc Tran Khue-Dung Dang 31 23 0 23 Jul 2018
Large Sample Asymptotics of the Pseudo-Marginal Method Sebastian M. Schmon George Deligiannidis Arnaud Doucet M. Pitt 46 31 0 26 Jun 2018
Subsampling Sequential Monte Carlo for Static Bayesian Models David Gunawan Khue-Dung Dang M. Quiroz Robert Kohn Minh-Ngoc Tran 38 49 0 08 May 2018
On the Theory of Variance Reduction for Stochastic Gradient Monte Carlo Niladri S. Chatterji Nicolas Flammarion Yian Ma Peter L. Bartlett Michael I. Jordan 56 87 0 15 Feb 2018
Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large Datasets Florian Maire Nial Friel Pierre Alquier 48 14 0 26 Jun 2017
Control Variates for Stochastic Gradient MCMC Jack Baker Paul Fearnhead E. Fox Christopher Nemeth BDL 49 101 0 16 Jun 2017
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
Pseudo-Marginal Hamiltonian Monte Carlo Johan Alenlöv Arnaud Doucet Fredrik Lindsten 52 22 0 08 Jul 2016
Merging MCMC Subposteriors through Gaussian-Process Approximations Christopher Nemeth Chris Sherlock 52 49 0 27 May 2016
The block-Poisson estimator for optimally tuned exact subsampling MCMC M. Quiroz Minh-Ngoc Tran M. Villani Robert Kohn Khue-Dung Dang 76 27 0 27 Mar 2016
Variational Inference: A Review for Statisticians David M. Blei A. Kucukelbir Jon D. McAuliffe BDL 191 4,748 0 04 Jan 2016
The Correlated Pseudo-Marginal Method George Deligiannidis Arnaud Doucet M. Pitt 47 101 0 16 Nov 2015
Covariance-Controlled Adaptive Langevin Thermostat for Large-Scale Bayesian Sampling Xiaocheng Shang Zhanxing Zhu Benedict Leimkuhler Amos J. Storkey 48 51 0 29 Oct 2015
Speeding Up MCMC by Delayed Acceptance and Data Subsampling M. Quiroz Minh-Ngoc Tran M. Villani Robert Kohn 71 43 0 22 Jul 2015
A Complete Recipe for Stochastic Gradient MCMC Yian Ma Tianqi Chen E. Fox BDL SyDa 60 485 0 15 Jun 2015
On Markov chain Monte Carlo methods for tall data Rémi Bardenet Arnaud Doucet Chris Holmes 71 276 0 11 May 2015
Particle Metropolis-adjusted Langevin algorithms Christopher Nemeth Chris Sherlock Paul Fearnhead 49 24 0 23 Dec 2014
Consistency and fluctuations for stochastic gradient Langevin dynamics Yee Whye Teh Alexandre Hoang Thiery Sebastian J. Vollmer 58 231 0 01 Sep 2014
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
Stochastic Gradient Hamiltonian Monte Carlo Tianqi Chen E. Fox Carlos Guestrin BDL 88 906 0 17 Feb 2014
Parallelizing MCMC via Weierstrass Sampler Xiangyu Wang David B. Dunson 66 137 0 17 Dec 2013
Asymptotically Exact, Embarrassingly Parallel MCMC Willie Neiswanger Chong-Jun Wang Eric Xing FedML 72 330 0 19 Nov 2013
On the efficiency of pseudo-marginal random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Gareth O. Roberts Jeffrey S. Rosenthal 55 190 0 27 Sep 2013
On nonnegative unbiased estimators Pierre E. Jacob Alexandre Hoang Thiery 101 67 0 25 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 86 135 0 17 Jun 2013
Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget Anoop Korattikara Yutian Chen Max Welling 68 243 0 19 Apr 2013
MCMC using Hamiltonian dynamics Radford M. Neal 285 3,278 0 09 Jun 2012
Coupled MCMC with a randomized acceptance probability Geoff K. Nicholls C. Fox Alexis Muir Watt 77 41 0 30 May 2012
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 147 4,275 0 18 Nov 2011
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 126 890 0 31 Mar 2009
Component-Wise Markov Chain Monte Carlo: Uniform and Geometric Ergodicity under Mixing and Composition Alicia A. Johnson Galin L. Jones R. Neath 119 67 0 04 Mar 2009