On Markov chain Monte Carlo methods for tall data

11 May 2015

Chris Holmes

Papers citing "On Markov chain Monte Carlo methods for tall data"

22 / 22 papers shown

Title
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC F. Llorente Luca Martino Jesse Read D. Delgado OffRL 118 13 0 03 Jan 2025
Sampling from Bayesian Neural Network Posteriors with Symmetric Minibatch Splitting Langevin Dynamics Daniel Paulin Peter Whalley Neil K. Chada Benedict Leimkuhler BDL 67 4 0 14 Oct 2024
An MCMC Approach to Classical Estimation Victor Chernozhukov H. Hong 123 819 0 18 Jan 2023
Sampling hyperparameters in hierarchical models: improving on Gibbs for high-dimensional latent fields and large data sets R. Norton J. Christen C. Fox 44 7 0 21 Oct 2016
Stochastic Bouncy Particle Sampler Ari Pakman D. Gilboa David Carlson Liam Paninski 29 32 0 03 Sep 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
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method Alexandre Bouchard-Côté Sebastian J. Vollmer Arnaud Doucet 61 236 0 08 Oct 2015
Perturbation theory for Markov chains via Wasserstein distance Daniel Rudolf Nikolaus Schweizer 57 108 0 13 Mar 2015
Accelerating Metropolis-Hastings algorithms by Delayed Acceptance Marco Banterle Clara Grazian Anthony Lee Christian P. Robert 39 55 0 03 Mar 2015
Unbiased Bayes for Big Data: Paths of Partial Posteriors Heiko Strathmann Dino Sejdinovic Mark Girolami 107 18 0 14 Jan 2015
Consistency and fluctuations for stochastic gradient Langevin dynamics Yee Whye Teh Alexandre Hoang Thiery Sebastian J. Vollmer 40 231 0 01 Sep 2014
Ergodicity of Approximate MCMC Chains with Applications to Large Data Sets Natesh S. Pillai Aaron Smith 39 59 0 01 May 2014
Speeding Up MCMC by Efficient Data Subsampling M. Quiroz Robert Kohn M. Villani Minh-Ngoc Tran 65 174 0 16 Apr 2014
Firefly Monte Carlo: Exact MCMC with Subsets of Data D. Maclaurin Ryan P. Adams 117 179 0 22 Mar 2014
Stochastic Gradient Hamiltonian Monte Carlo Tianqi Chen E. Fox Carlos Guestrin BDL 57 902 0 17 Feb 2014
Parallelizing MCMC via Weierstrass Sampler Xiangyu Wang David B. Dunson 56 137 0 17 Dec 2013
Fast Computation of Wasserstein Barycenters Marco Cuturi Arnaud Doucet OT 73 735 0 16 Oct 2013
Concentration inequalities for sampling without replacement Rémi Bardenet Odalric-Ambrym Maillard 45 166 0 16 Sep 2013
Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget Anoop Korattikara Yutian Chen Max Welling 50 243 0 19 Apr 2013
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms Christophe Andrieu M. Vihola 43 127 0 04 Oct 2012
Coupled MCMC with a randomized acceptance probability Geoff K. Nicholls C. Fox Alexis Muir Watt 69 41 0 30 May 2012
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 94 890 0 31 Mar 2009